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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first.
A step-by-step guide to the Black-Litterman Model
Thomas M. Idzorek · 2005
Asset Allocation · Black–Litterman Model · Investment Strategy · Portfolio Allocation · Quantitative Finance
'By a Silken Thread': regional banking integration and credit reallocation during Japan’s Lost Decade
Mathias Hoffmann, Toshihiro Okubo · 2021 · intermediate · risk management
banking · credit markets · financial economics · liquidity
'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat'
Jan L. M. Dhaene, Moshe A. Milevsky · 2024 · advanced · risk management
insurance
'Ergodicity Economics' is Pseudoscience
Alexis Akira Toda · 2023 · advanced · other
other
'Excess Reserves, Monetary Policy and Financial Volatility
Keyra Primus · 2013 · advanced · risk management
banking · economic policy · financial stability
‘Forecasting Time Series Subject to Multiple Structural Breaks’
Pesaran, M.H., Pettenuzzo, D., Timmermann, A. · 2004 · advanced · time series
bayesian statistics · econometrics · time series
‘Lucking Up’ – until beta fails
CFM · 2020 · intermediate · portfolio management
portfolio management
'Money markets and trade’ defining provincial financial agents in England and Japan
Ishizu, Mina · 2020 · beginner · risk management
risk management
“An application of deep learning for exchange rate forecasting”
Enric Monte, Oscar Claveria, Petar Soric · 2022 · intermediate · machine learning
deep learning · foreign exchange · machine learning · neural networks · time series
“Bank risk behavior and connectedness in EMU countries”
Manish K. Singh, Marta Gómez-Puig, Simón Sosvilla-Rivero · 2015 · intermediate · risk management
banking · credit risk
“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”
Jaume Belles-Sampera, Miguel Santolino, Montserrat Guillén · 2013 · intermediate · risk management
risk management
"Commonality, macroeconomic factors and banking profitability"
Diego F. Manotas-Duque, Jorge M. Uribe-Gil, Orlando Joaqui-Barandica · 2021 · intermediate · risk management
banking · econometrics · financial economics · regression
“Corrigendum to “The financial trilemma’’ [Economics letters 111 (2011) 57–59]”, Economics Letters, Volume 224, March 2023.
Jérôme Mathis · 2023 · intermediate · risk management
financial economics · financial stability
"Currency and commodity return relationship under extreme geopolitical risks: Evidence from the invasion of Ukraine"
Adrian Fernandez-Perez, Olga Dodd, Simon Sosvilla-Rivero · 2022 · intermediate · statistics
commodities · foreign exchange
"Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk
Shutter Zor · 2024 · intermediate · risk management
economic policy
“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”
Adrian Fernandez-Perez, Julián Andrada-Félix, Simón Sosvilla-Rivero · 2019 · advanced · time series
cryptocurrencies · econometrics · time series
"Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"
Marta Gómez-Puig, Mary Pieterse-Bloem, Simón Sosvilla-Rivero · 2022 · advanced · risk management
credit risk · econometrics · liquidity risk · time series
“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”
Helena Chuliá, Pilar Abad · 2013 · intermediate · fixed income
econometrics · fixed income · interest rates
“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”
Fernando Fernández-Rodríguez, Marta Gómez-Puig, Simón Sosvilla-Rivero · 2015 · intermediate · time series
econometrics · time series
“Forecasting emerging market currencies: Are inflation expectations useful?”
Alberto Fuertes, Simón Sosvilla-Rivero · 2019 · intermediate · time series
foreign exchange
“Forward Looking Banking Stress in EMU Countries”
Manish K. Singh, Marta Gómez-Puig, Simón Sosvilla-Rivero · 2014 · advanced · risk management
banking · systemic risk
“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”
Andreu Sansó, Josep Lluís Carrion-i-Silvestre · 2023 · advanced · statistics
extreme value theory · hypothesis testing · statistical inference · statistics · time series
"It Looks All the Same to Me": Cross-index Training for Long-term Financial Series Prediction
Stanislav Selitskiy · 2025 · intermediate · machine learning
machine learning · neural networks · time series
“Measuaring Uncertainty in the Stock Market”
Helena Chuliá, Jorge M. Uribe, Montserrat Guillén · 2015 · intermediate · time series
econometrics · equity markets · time series
“Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News”
Borek Vašícek, Peter Claeys · 2012 · intermediate · fixed income
econometrics · fixed income · time series
"Microstructure Modes" -- Disentangling the Joint Dynamics of Prices & Order Flow
Guillaume Maitrier, Jean-Philippe Bouchaud, Julius Bonart · 2024 · advanced · quantitative trading
market microstructure · time series
“Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index"
Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero, Víctor Adame-García · 2017 · intermediate · portfolio management
equity markets · optimization · portfolio management · portfolio optimization
"Rethinking Asset Pricing with Quantile Factor Models"
Jorge M. Uribe, Montserrat Guillen, Xenxo Vidal-Llana · 2021 · advanced · statistics
asset pricing · tail risk
“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”
Helena Chuliá, Jorge M. Uribe, Montserrat Guillén · 2015 · advanced · time series
econometrics · equity markets · time series
“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign”
Helena Chulià, Jorge M. Uribe · 2018 · advanced · statistics
financial economics
"Too big to fail? An analysis of the Colombian banking system through compositional data"
Juan David Vega Baquero, Miguel Santolino · 2021 · intermediate · risk management
banking · statistics
“Uncovering the time-varying relationship between commonality in liquidity and volatility”
Christoph Koser, Helena Chuliá, Jorge M. Uribe · 2019 · advanced · time series
econometrics · liquidity · time series
“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis”
Helena Chulià, Nàtalia Valls · 2014 · advanced · time series
econometrics · equity markets · foreign exchange · garch · time series
(Car)Bon Voyage: The Road to Low Carbon Investment Portfolios
Alice Zhao, Christopher Palazzolo, Lukasz Pomorski · 2020 · intermediate · portfolio management
portfolio management
(Early) AI Compute Asset Pricing
Federico M. Bandi, Yinan Su · 2026 · advanced · derivatives
asset pricing · commodities · derivatives
(Il)liquidity Premium in Credit Markets: A Myth?
Diogo Palhares, Scott A. Richardson · 2018 · intermediate · fixed income
asset pricing · credit markets · fixed income · liquidity risk
(In)Efficient Market States and Rough Volatility Detected via Grunwald-Letnikov Fractional Derivative
Daniele Angelini · 2026 · advanced · statistics
hypothesis testing · monte carlo simulation · rough volatility · statistical inference · stochastic processes
(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies
Daniel Cunha Oliveira, Grover Guzman, Nick Firoozye · 2025 · advanced · portfolio management
optimization · portfolio optimization
(Systematic) Investing in Emerging Market Debt
Zhikai Xu · 2020 · intermediate · fixed income
factor investing · fixed income · momentum
(Un)anticipated monetary policy in a DSGE model with a shadow banking system
Drumond, Inês, Martins, Manuel M. F., Verona, Fabio · 2012 · advanced · risk management
banking · interest rates
\textsc{Perseus}: Tracing the Masterminds Behind Cryptocurrency Pump-and-Dump Schemes
Cong Wu, Honglin Fu, Jiahua Xu · 2025 · advanced · machine learning
cryptocurrencies · deep learning · machine learning · neural networks
$\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning
Feng Xu, Shengyi Jiang, Tianyuan Liu · 2024 · advanced · quantitative trading
deep learning · financial machine learning · machine learning · reinforcement learning
$\texttt{findr}$: Transparent and Fair Credit Risk Decisions through Semi-Structured Regressions
Jonathan Crook, Stefan Lessmann, Victor Medina-Olivares · 2026 · advanced · risk management
credit risk · deep learning · machine learning · neural networks · regression
$α$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs
Carsten Hartmann, Mohamed Riad Remita, Omar Kebiri · 2021 · advanced · options
option pricing · partial differential equations · stochastic processes
$α$-robust utility maximization with intractable claims: A quantile optimization approach
Xinyu Chen, Zuo Quan Xu · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
101 Formulaic Alphas
Zura Kakushadze · 2016 · intermediate · quantitative trading
algorithmic trading
150 Years of Return Predictability Around the World: A Holistic View
Yang Bai · 2022 · intermediate · time series
asset pricing
151 Trading Strategies
Juan Andrés Serur, Zura Kakushadze · 2018
Backtesting · Machine Learning · Multi-Asset · Quantitative Finance · Trading Strategies
2007): “Fitting and testing vast dimensional timevarying covariance models
Kevin Keith Sheppard, Neil Shephard, Robert Engle · 2007 · advanced · time series
statistics · time series
3D Investing: Implications for Net Zero
Clint Howard, Mike Y. Chen · 2024 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · sustainable investing
3D Tensor-based Deep Learning Models for Predicting Option Price
Boping Tian, Muyang Ge, Shen Zhou · 2021 · intermediate · options
deep learning · machine learning · neural networks · option pricing
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
Claudia Szabo, Diksha Goel, Hussain Ahmad · 2025 · intermediate · portfolio management
large language models · natural language processing · portfolio management · portfolio optimization
A 4% withdrawal rate for American retirement spending, derived from a discrete-time model of stochastic returns on assets and their sample moments
Drew M. Thomas · 2025 · intermediate · portfolio management
probability · statistics
A Bayesian Analysis Of The Unit Root In Real Exchange Rates
Schotman P., van Dijk, H. K. · 1989 · intermediate · time series
bayesian statistics · econometrics · hypothesis testing · statistical inference · time series
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises
Guo, X., McAleer, M.J., Wong, W.-K. · 2016 · advanced · statistics
bayesian statistics · financial economics
A Bayesian Confidence Interval for Value-at-Risk
Contreras, P., Satchell, S.E. · 2003 · intermediate · risk management
bayesian statistics · market risk · monte carlo simulation · statistical inference · statistics
A Bayesian methodology for systemic risk assessment in financial networks
Gandy, Axel, Veraart, Luitgard A. M. · 2017 · advanced · risk management
bayesian statistics · financial networks · systemic risk
A Bayesian Model of Intraday Specialist Pricing
Ananth Madhavan, Seymour Smidt · intermediate · quantitative trading
bayesian statistics · market making · market microstructure · statistical inference
A Bayesian quantile time series model for asset returns
Griffin, Jim E., Mitrodima, Gelly · 2020 · advanced · time series
bayesian statistics · statistical inference · statistics · time series
A Bayesian take on option pricing with Gaussian processes
Martin Tegner, Stephen Roberts · 2021 · advanced · options
bayesian statistics · machine learning · model calibration · option pricing
A Bayesian theory of market impact
Louis Saddier, Matteo Marsili · 2023 · advanced · quantitative trading
bayesian statistics · market microstructure
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
Brendan Bradley, Jeffrey A. Wurgler, Malcolm P. Baker · 2010 · intermediate · portfolio management
asset pricing · behavioral finance · equity markets · portfolio management
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
Jing Liu, Maria Grith, Mihai Cucuringu · 2026 · advanced · time series
equity markets · hypothesis testing · machine learning
A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets
Emanuela Sasso, Matteo Gardini, Piergiacomo Sabino · 2020 · advanced · stochastic calculus
stochastic processes
A Black-Scholes user's guide to the Bachelier model
Chyng Wen Tee, Jaehyuk Choi, Minsuk Kwak · 2021 · intermediate · options
derivatives · option pricing · risk management
A Blessing in Disguise? DeFi Exploits and Short-Horizon Responses in U.S. Commercial Paper Spreads
Tingyi Lin · 2026 · intermediate · risk management
decentralized finance · liquidity
A Brief Guide to Pricing and Taxation of Variable Prepaid Forwards
Joseph Liberman, Nathan Sosner · 2025 · intermediate · derivatives
derivatives · option pricing
A Calculus of Variations Approach to Stochastic Control
Matthew Lorig · 2025 · advanced · stochastic calculus
optimization
A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions
Carlo von der Osten, Fabio Caccioli, Pierpaolo Vivo · 2025 · intermediate · risk management
interest rates
A Cap-Axis Integral Diagnostic of Factor Models
Useong Shin · 2026 · advanced · statistics
asset pricing · hypothesis testing · statistical inference
A Case for AXI
Viktor Tsyrennikov · 2025 · intermediate · risk management
banking · credit markets · credit risk · interest rates
A Case Study of Next Portfolio Prediction for Mutual Funds
Denis Maua, Guilherme Thomaz · 2024 · intermediate · machine learning
machine learning · mutual funds
A case study on different one-factor Cheyette models for short maturity caplet calibration
Arun Kumar Polala, Bernhard Hientzsch · 2024 · advanced · fixed income
fixed income · interest rates · model calibration · stochastic processes
A causal interactions indicator between two time series using extreme variations in the first eigenvalue of lagged correlation matrices
Alejandro Rodriguez Dominguez, Om Hari Yadav · 2023 · advanced · time series
causal inference · statistical inference · time series
A Causal Perspective of Stock Prediction Models
Chi-Guhn Lee, Qiangqiang Cheng, Songci Xu · 2025 · advanced · machine learning
causal inference · machine learning
A Censored Transformed Model for Proportional Outcomes with Boundary Mass and an Application to Loss Given Default Modeling
Fabio Sigrist, Yuan Christopher Qiang · 2026 · advanced · statistics
statistics
A Century of Arbitrage and Disaster Risk Pricing in the Foreign Exchange Market
Corsetti, G., Marin, E. A. · 2020 · advanced · statistics
asset pricing · foreign exchange · time series
A Century of Evidence on Trend-Following Investing
Brian K. Hurst, Yao Hua Ooi · 2017 · intermediate · quantitative trading
backtesting · commodities · momentum · trend following
A century of global equity market correlations
Dennis Quinn, Joachim Voth · 2008 · intermediate · statistics
equity markets · financial economics
A Century of Global Stock Markets
Philippe Jorion, William Goetzmann · 2000 · intermediate · statistics
equity markets · financial economics
A Certainty Equivalent Merton Problem
Nicholas Moehle, Stephen Boyd · 2021 · advanced · portfolio management
convex optimization · mathematical finance · optimization · portfolio management · portfolio optimization
A Certified Higher Order Quantum Framework for CSA and Margin-Aware Collateral Optimization
Stuart Florescu, Tao Jin · 2026 · advanced · derivatives
derivatives · optimization
A change of measure formula for recursive conditional expectations
Alessandro Gnoatto, Luca Di Persio, Marco Patacca · 2021 · advanced · stochastic calculus
jump processes · measure theory · stochastic calculus · stochastic differential equations · stochastic processes
A Changing Stock-Bond Correlation
Alfie Brixton, Antti Ilmanen, Jordan Brooks · 2023 · intermediate · portfolio management
equity markets · fixed income
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization
Haeun Jeon, Hyunglip Bae, Minsu Park · 2025 · advanced · portfolio management
optimization · portfolio optimization
A Cholesky-MIDAS model for predicting stock portfolio volatility
Adam Clements, Ralf Becker, Robert O'Neill · 2010 · advanced · time series
time series · volatility forecasting
A Clarifying Note on Long-Horizon Investment and Dollar-Cost Averaging: An Effective Investment Exposure Perspective
Zeusu Sato · 2025 · intermediate · portfolio management
probability
A class of financial products and models where super-replication prices are explicit
Emmanuel Gobet, Emmanuel Temam, Laurence Carassus · 2006 · advanced · options
derivatives · option pricing · options hedging
A class of locally state-dependent models for forward curves
Nils Detering, Silvia Lavagnini · 2025 · advanced · stochastic calculus
partial differential equations · stochastic differential equations · stochastic processes · term structure models
A Classical Model of Speculative Asset Price Dynamics
Sabiou Inoua, Vernon Smith · 2023 · intermediate · other
asset pricing · financial economics
A closed formula for illiquid corporate bonds and an application to the European market
Aldo Nassigh, Emanuele Nastasi, Roberto Baviera · 2019 · advanced · fixed income
fixed income · liquidity risk
A closed-form approximation for pricing geometric Istanbul options
Kamal Boukhetala, Mohamed Amine Kacef · 2021 · intermediate · options
monte carlo simulation · option pricing
A closed-form formula for pricing bonds between coupon payments
Sylvia Gottschalk · 2018 · intermediate · fixed income
fixed income
A closed-form option pricing approximation formula for a fractional Heston model
Elisa Alòs, Yan Yang · 2014 · advanced · options
option pricing · stochastic processes
A Closed-Form Solution for Options with Stochastic Volatility
Steven L. Heston · 1993
Characteristic Functions · Derivatives · Heston Model · Mathematical Finance · Option Pricing · Stochastic Volatility
A closer look at financial development and income distribution
Céline Gimet, Thomas Lagoarde-Ségot · 2011 · intermediate · statistics
banking · financial economics
A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory
Alejandro Rodriguez Dominguez, David Stynes · 2022 · advanced · statistics
hypothesis testing · statistical inference · time series
A Co-evolutionary Approach for Heston Calibration
Julian Gutierrez · 2025 · advanced · options
machine learning · model calibration · optimization · volatility surface
A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges
Abhimanyu Nag, Madhur Prabhakar, Tanuj Behl · 2025 · advanced · quantitative trading
algorithms · decentralized finance
A common risk factor and the correlation between equity and corporate bond returns
Demirovic, Amer, Kabiri, Ali, Nyman, Rickard · 2020 · advanced · statistics
asset pricing
A Common Shock Model for multidimensional electricity intraday price modelling with application to battery valuation
Thomas Deschatre, Xavier Warin · 2023 · advanced · time series
stochastic processes
A comparative analysis of machine learning algorithms for predicting probabilities of default
Adrian Iulian Cristescu, Matteo Giordano · 2025 · intermediate · risk management
credit risk · machine learning · regression
A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books
Ivan Letteri · 2025 · intermediate · quantitative trading
algorithmic trading · backtesting · cryptocurrencies · machine learning · market microstructure
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks
Abhishek Dutta, Jaydip Sen · 2022 · intermediate · portfolio management
backtesting · portfolio management · portfolio optimization
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market
Arup Dasgupta, Jaydip Sen, Partha Pratim Sengupta · 2023 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
A comparative study of the MACD-base trading strategies: evidence from the US stock market
Pat Tong Chio · 2022 · intermediate · quantitative trading
backtesting · momentum
A comparison of biased simulation schemes for stochastic volatility models
Dick van Dijk, Remmert Koekkoek, Roger Lord · 2009 · advanced · stochastic calculus
monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
Alessio Brini, Jimmie Lenz · 2024 · advanced · time series
cryptocurrencies · econometrics · time series · volatility forecasting
A Comparison of Single and Multifactor Portfolio Performance Methodologies (formerly WP #13-83)
Chen, Nai-fu, Copeland, Thomas E., Mayers, David · 1987 · intermediate · portfolio management
factor investing
A comparison of stock market mechanisms
Giovanni Cespa · 2003 · advanced · quantitative trading
financial economics · market efficiency · market microstructure
A comparison of the effectiveness of alternative DC and CDC designs in a UK market
James Dalby, John Armstrong, Rohan Hobbs · 2025 · advanced · risk management
optimization · pensions · stochastic processes
A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions
Daniels, Hennie, Triepels, Ron · 2016 · intermediate · risk management
banking · liquidity
A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin
Abdul Jabbar, Syed Qaisar Jalil · 2024 · intermediate · machine learning
algorithmic trading · backtesting · cryptocurrencies · financial machine learning · machine learning · regression
A comprehensive review and analysis of different modeling approaches for financial index tracking problem
Amita Sharma, Anubha Goel, Vrinda Dhingra · 2026 · intermediate · portfolio management
deep learning · machine learning · optimization · portfolio optimization
A Computational Framework for Financial Structures
Andrea Monaco, Antonio Scala · 2026 · advanced · risk management
risk management
A Conceptual Model of Investor Behavior
Kaymak, U., Lovric, M., Spronk, J. · 2008 · intermediate · other
behavioral finance
A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors
Erik Schlögl, Martino Grasselli, Mesias Alfeus · 2018 · advanced · fixed income
fixed income · interest rates · liquidity risk · term structure models
A continuous-time Kyle model with price-responsive traders
Eunjung Noh · 2026 · advanced · quantitative trading
financial economics · market microstructure · momentum
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
Anthony D. Hall, Nikolaus Hautsch · 2004 · advanced · quantitative trading
econometrics · market microstructure · time series
A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
Nabeel Ahmad Saidd · 2026 · intermediate · time series
deep learning · financial machine learning · machine learning · time series
A Corporate Balance-Sheet Approach to Currency Crises
Abhijit Banerjee, Philippe Aghion, Philippe Bacchetta · 2001 · advanced · risk management
financial economics
A cost of capital approach to determining the LGD discount rate
Arno Botha, Gerrit Lodewicus Grobler, Helgard Raubenheimer · 2025 · advanced · risk management
banking · credit risk · risk management
A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation
Yiqing Wang · 2026 · advanced · risk management
credit risk · model risk · risk management
A Coupled Component GARCH Model for Intraday and Overnight Volatility
Linton, O., Wu, J. · 2018 · advanced · time series
garch · statistics · time series · volatility forecasting
A Cross-Sectional Performance Measure for Portfolio Management
Dominique Guegan, Ludovic Calès, Monica Billio · 2010 · intermediate · portfolio management
portfolio management
A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing
Tarun Chitra · 2025 · advanced · risk management
decentralized finance
A Data-driven Deep Learning Approach for Bitcoin Price Forecasting
Abdelhak M. Zoubir, Kamyar Arshi, Parth Daxesh Modi · 2023 · intermediate · time series
cryptocurrencies · deep learning · machine learning · neural networks · time series
A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
András Borsos, Christian Diem, Jan Fialkowski · 2025 · advanced · risk management
contagion · credit risk · financial networks · financial stability · stress testing · systemic risk
A Decadal Analysis of the Lead-Lag Effect in the NYSE
Aarush Pratik Sheth, Jonah Riley Weinbaum, Kevin Javier Zvonarek · 2023 · intermediate · statistics
equity markets · financial networks
A decision rule to minimize daily capital charges in forecasting value-at-risk
Jiménez-Martín, J.A., McAleer, M.J., Pérez-Amaral, T. · 2008 · advanced · risk management
risk management
A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
Ali Abrishami, AmirAli Jarrahi, Dariush Amiri · 2024 · intermediate · portfolio management
machine learning
A Declining CVaR Glidepath Framework for Target-Date Fund Design with an Application to the Chilean Pension System
Arturo Cifuentes, Fernando Suárez, Israel Muñoz · 2026 · intermediate · portfolio management
pensions · portfolio management · portfolio optimization · risk management · tail risk
A decomposition formula for fractional Heston jump diffusion models
Marc Lagunas-Merino, Salvador Ortiz-Latorre · 2020 · advanced · options
derivatives · jump processes · option pricing · stochastic calculus
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Elisa Alòs · 2009 · advanced · options
option pricing · stochastic calculus
A Decomposition of Global Linkages in Financial Markets Over Time
Chinn, Menzie David, Forbes, Kristen · 2003 · intermediate · statistics
financial economics
A deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options
Balint Negyesi, Cornelis W. Oosterlee · 2025 · advanced · options
monte carlo simulation · neural networks · numerical methods · option greeks · option pricing · options hedging
A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options
Cornelis Oosterlee, Kristoffer Andersson · 2020 · advanced · machine learning
deep learning · derivatives · machine learning · monte carlo simulation · neural networks
A deep learning approach for pricing convertible bonds with path-dependent reset and call provisions
Nicolas Langrené, Qinwen Zhu, Wen Chen · 2026 · advanced · derivatives
convertible bonds · deep learning · machine learning · neural networks · partial differential equations
A Deep Learning Approach for Trading Factor Residuals
Victor Xiao, Wo Long · 2024 · advanced · machine learning
backtesting · deep learning · factor investing · financial machine learning · machine learning · statistical arbitrage
A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks
Dayu Yang · 2024 · advanced · machine learning
deep learning · machine learning · mergers and acquisitions · neural networks
A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications
Ankit Banarjee, Hasib Uddin Molla, Jinniao Qiu · 2025 · advanced · stochastic calculus
deep learning · machine learning · mathematical finance · numerical methods · stochastic differential equations
A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs
Dong Yan, Junyi Guo, Nanyi Zhang · 2025 · advanced · portfolio management
deep learning · liquidity risk · numerical methods · optimization · partial differential equations · portfolio optimization
A deep primal-dual BSDE method for optimal stopping problems
Guanglian Li, Jiefei Yang · 2024 · advanced · options
deep learning · neural networks · numerical methods · option pricing · stochastic differential equations
A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks
Armin Salimi-Badr, Faezeh Sarlakifar, Mohammadreza Mohammadzadeh Asl · 2025 · advanced · machine learning
algorithmic trading · deep learning · machine learning · neural networks · reinforcement learning · time series
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
Gang Huang, Qingyang Song, Xiaohua Zhou · 2024 · advanced · portfolio management
backtesting · deep learning · machine learning · neural networks · portfolio management · portfolio optimization
A Deep Reinforcement Learning Framework For Financial Portfolio Management
Jinyang Li · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · portfolio management · reinforcement learning
A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem
Dixing Xu, Jinjun Liang, Zhengyao Jiang · 2017 · advanced · machine learning
backtesting · deep learning · neural networks · portfolio management · reinforcement learning
A deep solver for backward stochastic Volterra integral equations
Alessandro Gnoatto, Camilo Andrés García Trillos, Kristoffer Andersson · 2025 · advanced · machine learning
deep learning · neural networks · numerical methods · stochastic calculus · stochastic processes
A deep solver for BSDEs with jumps
Alessandro Gnoatto, Athena Picarelli, Kristoffer Andersson · 2022 · advanced · machine learning
deep learning · jump processes · machine learning · option pricing · stochastic differential equations
A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
Maxim Bichuch, Zachary Feinstein · 2024 · advanced · derivatives
decentralized finance · derivatives · market making
A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow
Sohaib El Karmi · 2025 · advanced · quantitative trading
market microstructure · stochastic processes
A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance
Boneva, L., Linton, O. · 2017 · advanced · statistics
capital structure · panel data
A Discretionary Wealth Approach to Investment Policy
Frank Fabozzi, Jarrod Wilcox · 2009 · intermediate · portfolio management
bayesian statistics · optimization · portfolio management · portfolio optimization
A Distillation-based Future-aware Graph Neural Network for Stock Trend Prediction
Bin Zhang, Mingyang Geng, Peibo Duan · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
A Distributed Method for Cooperative Transaction Cost Mitigation
Dylan Rueter, Logan Bell, Nikhil Devanathan · 2026 · advanced · quantitative trading
convex optimization · optimization · portfolio management · transaction costs
A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles
Diego Vallarino · 2024 · intermediate · machine learning
machine learning · neural networks · regression · time series
A Dynamic Equilibrium Model of Imperfectly Integrated Financial Markets
Harjoat Bhamra, Nicolas Coeurdacier, Stéphane Guibaud · 2014 · advanced · portfolio management
asset pricing · equity markets · financial economics
A dynamic equilibrium of imperfectly integrated financial markets
Nicolas Coeurdacier, Stéphane Guibaud · 2008 · advanced · portfolio management
asset pricing · equity markets · financial economics
A Dynamic Model of Private Asset Allocation
Giovanni Gambarotta, Hui Chen, Simon Scheidegger · 2025 · advanced · portfolio management
liquidity · machine learning · portfolio management · portfolio optimization
A Dynamic Network of Arbitrage Characteristics
Ge, S., Li, S., Linton, O. · 2020 · advanced · statistics
hypothesis testing · statistical inference
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection
Connor, G., Li, S., Linton, O. · 2020 · advanced · portfolio management
econometrics · factor investing · portfolio management · portfolio optimization
A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
Osman Doğan, Philipp Otto, Raffaele Mattera · 2024 · advanced · time series
bayesian statistics · statistical inference · time series
A factor analysis approch to measuring European loan and bond market integration
Ebner, André, Morgese Borys, Magdalena, Wagenvoort, Rien · 2009 · intermediate · fixed income
credit markets · interest rates
A Fast Implied Volatility Method with Expansions
Alper Hekimoglu, Ismail Hakki Gokgoz · 2026 · intermediate · options
option pricing
A Feasible Central Limit Theory for Realised Volatility Under Leverage
Neil Shephard, Ole E. Barndorff-Nielsen · 2004 · advanced · statistics
econometrics · statistical inference · statistics · stochastic processes
A Financial Brain Scan of the LLM
Antoine Didisheim, Hanqing Tian, Hui Chen · 2025 · advanced · machine learning
large language models
A Financial Time Series Denoiser Based on Diffusion Model
Carmine Ventre, Zhuohan Wang · 2024 · advanced · machine learning
financial machine learning · machine learning · time series
A Finite Bid--Ask Spread from Replenishment Displaced from the Quote
Christopher Angstmann, Derick Diana, Tim Gebbie · 2026 · advanced · quantitative trading
market microstructure · partial differential equations
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models
Ekaterina Voltchkova, Rama Cont · 2005 · advanced · options
jump processes · numerical methods · option pricing · partial differential equations · stochastic processes
A Firm-Specific Analysis of the Exchange-Rate Exposure of Dutch Firms
Ligterink, J., Macrae, V., de Jong, A. · 2002 · intermediate · risk management
foreign exchange
A First Look at Financial Data Analysis Using ChatGPT-4o
Bingxin Li, Feng Liu, Zifeng Feng · 2024
AI, Finance · ChatGPT · Data Science · Financial Analysis · LLM
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · 2014
Asset Pricing · Factor Investing · Five-Factor Model · Investment · Profitability · Stock Returns
A flow-based explanation for return predictability
Lou, Dong · 2009 · advanced · statistics
asset pricing · equity markets · momentum · mutual funds
A Fokker-Planck description for the queue dynamics of large tick stocks
CFM · 2013 · advanced · quantitative trading
market microstructure · partial differential equations · stochastic processes
A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Asger Lunde, Peter Reinhard Hansen · 2001 · intermediate · time series
econometrics · garch · time series · volatility forecasting
A forewarning indicator system for financial crises: the case of six Central and Eastern European countries
Alain Sand-Zantman, Aleksandra Zdzienicka-Durand, Gilles Dufrénot · 2009 · intermediate · risk management
risk management
A Formal Approach to AMM Fee Mechanisms with Lean 4
Alberto Lluch-Lafuente, Marco Dessalvi, Massimo Bartoletti · 2026 · advanced · quantitative trading
decentralized finance
A Formally Verified Library of Mathematical Finance in Lean 4
Raphael Coelho · 2026 · advanced · stochastic calculus
fixed income · measure theory · stochastic calculus
A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
Long Teng, Lorenc Kapllani · 2024 · advanced · machine learning
deep learning · neural networks · numerical methods · optimization · stochastic calculus · stochastic differential equations
A Forward Electricity Contract Price Projection: A Market Equilibrium Approach
Gerson C. Oliveira, Mario V. F. Pereira, Mateus A. Cavaliere · 2019 · advanced · derivatives
optimization
A forward equation for barrier options under the Brunick & Shreve Markovian projection
Ben Hambly, Christoph Reisinger, Matthieu Mariapragassam · 2016 · advanced · options
derivatives · option pricing · stochastic calculus · stochastic processes
A fractional reaction-diffusion description of supply and demand
CFM · 2017 · advanced · quantitative trading
liquidity · market microstructure
A Framework for Environmental, Social, and Governance Considerations in Portfolio Design
Jeff Dunn · 2009 · beginner · portfolio management
esg
A Framework for Identifying Accounting Characteristics for Asset Pricing Models, with an Evaluation of Book-to-Price
Francesco Reggiani, Irem Tuna, Scott A. Richardson · 2017 · advanced · statistics
asset pricing
A Framework for Managing a Portfolio of Socially Responsible Investments
Hallerbach, W.G.P.M., Ning, H., Soppe, A.B.M. · 2002 · intermediate · portfolio management
portfolio management
A Framework for Predictive Directional Trading Based on Volatility and Causal Inference
Ivan Letteri · 2025 · advanced · quantitative trading
algorithmic trading · backtesting · causal inference · machine learning · time series
A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
Fabian Billert, Stefan Conrad · 2024 · intermediate · portfolio management
equity markets · natural language processing
A framework for the valuation of insurance liabilities by production cost
Christoph Moehr · 2023 · advanced · risk management
insurance
A Framework for Treating Model Uncertainty in the Asset Liability Management Problem
Georgios I. Papayiannis · 2023 · advanced · portfolio management
model risk · optimization · portfolio optimization
A Framework for Valuing Corporate Securities
Ericsson, Jan, Reneby, Joel · 1998 · advanced · other
capital structure · corporate finance · mathematical finance
A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling
Claudio Nordio, Giacomo Le Pera, Lorenzo Giada · 2025 · advanced · fixed income
model calibration · monte carlo simulation · securitization
A Frequency-Controlled Comparison of Tick- and Minute-Based Information Bars for Cryptocurrency Markets
Abdul Jabbar, Faheem Ahmad Qureshi, Muhammad Toheed Fayyaz · 2026 · intermediate · quantitative trading
cryptocurrencies · time series
A Fully Analog Pipeline for Portfolio Optimization
James S. Cummins, Natalia G. Berloff · 2024 · advanced · portfolio management
machine learning · neural networks · optimization · portfolio optimization
A fully consistent, minimal model for non-linear market impact
Iacopo Mastromatteo, Jean‐Philippe Bouchaud, Jonathan Donier · 2015 · advanced · quantitative trading
market microstructure · mathematical finance
A Functional Representation of Credit Behavior for Probability of Default Modeling
Bjarne Højgaard, Jonas Brunholm, Orimar Sauri · 2026 · intermediate · risk management
credit risk
A functional variational approach to pricing path dependent insurance policies
David R. Baños, Oriol Zamora Font, Salvador Ortiz-Latorre · 2024 · advanced · derivatives
insurance · mathematical finance · partial differential equations · stochastic calculus
A G-BSDE approach to the long-term decomposition of robust pricing kernels
Hyungbin Park, Jaehyun Kim · 2024 · advanced · stochastic calculus
mathematical finance · stochastic processes
A Gabor--Epps uncertainty principle for traders
Tim Gebbie · 2026 · intermediate · quantitative trading
high frequency trading · market microstructure
A GARCH model of the implied volatility of the Swiss Market Index from options prices
Linton, Oliver, Sabbatini, Michael · 2004 · intermediate · options
garch · option pricing
A Gated Recurrent Unit Approach to Bitcoin Price Prediction
Aniruddha Dutta, Meheli Basu, Saket Kumar · 2019 · intermediate · machine learning
cryptocurrencies · deep learning · financial machine learning · machine learning · neural networks · time series
A GCN-LSTM Approach for ES-mini and VX Futures Forecasting
Mihai Cucuringu, Nikolas Michael, Sam Howison · 2024 · advanced · machine learning
deep learning · derivatives · financial machine learning · machine learning · neural networks · time series
A General CoVaR Based on Entropy Pooling
Xinyao Zhao, Yuhong Xu · 2025 · advanced · risk management
systemic risk
A general decomposition formula for derivative prices in stochastic volatility models
Elisa Alòs · 2003 · advanced · options
derivatives · option pricing · stochastic calculus · stochastic differential equations · stochastic processes
A General Framework for Impermanent Loss in Automated Market Makers
Alexander Port, Erik Lewis, Neelesh Tiruviluamala · 2022 · advanced · quantitative trading
quantitative trading
A General Framework for Importance Sampling with Markov Random Walks
Cheng-Der Fuh, Steven Kou, Yanwei Jia · 2023 · advanced · risk management
monte carlo simulation · stochastic processes
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
Kan Chen, Tuoyuan Cheng · 2023 · advanced · portfolio management
optimization · performance attribution · portfolio optimization
A general framework for pricing and hedging under local viability
Huy N. Chau, Miklos Rasonyi · 2024 · advanced · options
derivatives · martingales · mathematical finance · option pricing · options hedging · stochastic processes
A General Theory of Arbitrage Pricing: When the Idiosyncratic Risks are Dependent and their Second Moments Do Not Exist
Jevons C. Lee, Taychang Wang · advanced · statistics
asset pricing · financial economics · mathematical finance
A General Theory of Risk Sharing
Vasily Melnikov · 2025 · advanced · risk management
measure theory · optimization · risk management
A generalised CIR process with externally-exciting and self-exciting jumps and its applications in insurance and finance
Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao · 2019 · advanced · stochastic calculus
insurance · jump processes · stochastic processes
A generalised contagion process with an application to credit risk
Dassios, Angelos, Zhao, Hongbiao · 2017 · advanced · risk management
contagion · jump processes · stochastic processes
A generalization of Hull and White formula and applications to option pricing approximation
Elisa Alòs · 2004 · advanced · options
option pricing · stochastic calculus
A Generalized Langevin Model of Latent Liquidity and Concave Price Impact
Andrey Itkin · 2026 · advanced · quantitative trading
liquidity · market microstructure · stochastic processes
A Generative Adversarial Graph Neural Network for Synthetic Time Series Data
Giorgio Gnecco, Johannes De Smedt, Marco Gregnanin · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · time series
A generic nonparametric value-at-risk estimator for high dimensions
Siyuan Sun · 2026 · advanced · risk management
risk management · statistics · tail risk
A Geometric Approach To Asset Allocation With Investor Views
Alexander Lipton, Alexandre V. Antonov, Koushik Balasubramanian · 2024 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
A Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility Formula
Adil Reghai, Alex Lipton, Gérard Biau · 2026 · advanced · options
machine learning · neural networks · option pricing
A Global Optimal Theory of Portfolio beyond R-$σ$ Model
Shi-Dong Liang, Yifan Liu · 2026 · intermediate · portfolio management
portfolio management · portfolio optimization
A greedy algorithm for habit formation under multiplicative utility
Snezhana Kirusheva, Thomas S. Salisbury · 2023 · advanced · portfolio management
monte carlo simulation · optimization
A guide to 130/30 loss harvesting
Ben Schneider, Lisa R. Goldberg, Taotao Cai · 2024 · intermediate · portfolio management
backtesting · portfolio management
A Haar-Fisz technique for locally stationary volatility estimation
Fryzlewicz, Piotr, Sapatinas, Theofanis, Subba Rao, Suhasini · 2006 · advanced · time series
statistics
A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
Chao Guo, Ning Yao · 2023 · intermediate · options
derivatives · interest rates · option pricing
A Hamiltonian Approach to Floating Barrier Option Pricing
Chao Guo, Hong-tao Wang, Qi Chen · 2022 · advanced · options
derivatives · mathematical finance · option pricing
A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis
Annapoorani Lakshmi Narayanan, Benjamin Patrick Evans, Deepeka Garg · 2024 · intermediate · risk management
risk management
A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
Atika Aouri, Philipp Otto · 2025 · advanced · time series
econometrics · financial networks · garch · statistics · time series · volatility forecasting
A hidden Markov model for statistical arbitrage in international crude oil futures markets
Claudio Fontana, Francesco Rotondi, Viviana Fanelli · 2023 · advanced · quantitative trading
pairs trading · statistical arbitrage · time series
A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting
Arya Chakraborty, Auhona Basu · 2024 · intermediate · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks
A hierarchical mixture cure model with unobserved heterogeneity for credit risk
Andrey Vasnev, Bart Baesens, Gerda Claeskens · 2020 · advanced · risk management
credit risk · statistics
A hierarchical resource-efficient deep policy gradient method for continuous-time optimal control problems
Arash Fahim, Md. Arafatur Rahman · 2025 · advanced · machine learning
deep learning · neural networks · optimization · stochastic processes
A high-frequency approach to Realized Risk Measures
Fabrizio Lillo, Federico Gatta, Piero Mazzarisi · 2025 · advanced · risk management
risk management · statistics
A High-Level Framework for Practically Model-Independent Pricing
Marco Airoldi · 2025 · advanced · options
derivatives · monte carlo simulation · option pricing
A high-order recombination algorithm for weak approximation of stochastic differential equations
Syoiti Ninomiya, Yuji Shinozaki · 2025 · advanced · stochastic calculus
numerical methods · stochastic differential equations · stochastic processes
A Hybrid Approach on Conditional GAN for Portfolio Analysis
Danny Ding, Jun Lu · 2022 · advanced · portfolio management
deep learning · financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization
A Hybrid Architecture for Options Wheel Strategy Decisions: LLM-Generated Bayesian Networks for Transparent Trading
Boken Lin, Xiaoting Kuang · 2025 · advanced · machine learning
bayesian statistics · large language models · machine learning
A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
Huiyu Li, Junhua Hu · 2024 · intermediate · machine learning
deep learning · machine learning · natural language processing · neural networks · time series
A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices
Ujjwala Vadrevu · 2026 · advanced · risk management
backtesting · machine learning · market risk · risk management · volatility forecasting
A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model
Mara Kalicanin Dimitrov, Ying Ni · 2026 · advanced · options
monte carlo simulation · numerical methods · option pricing · partial differential equations · stochastic processes
A Hybrid Model for Stock Market Forecasting: Integrating News Sentiment and Time Series Data with Graph Neural Networks
Christina Naguib, Mariam Elzahaby, Mirette Moawad · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series
A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting
Helyette Geman, Zheng Cao · 2024 · advanced · time series
natural language processing · volatility forecasting
A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods
Branka Hadji Misheva, Joerg Osterrieder · 2023 · intermediate · machine learning
financial machine learning · machine learning · time series
A hypothesis test for the long-term calibration in rating systems with overlapping time windows
Jan Streicher, Max Nendel, Patrick Kurth · 2023 · advanced · risk management
banking · credit risk · hypothesis testing · model calibration · statistical inference · statistics
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy
Hans Dewachter, Konstantijn Maes, Marco Lyrio · 2001 · advanced · fixed income
interest rates · term structure models
A Kernel Technique for Forecasting the Variance-Covariance Matrix
Adam Clements, Ralf Becker, Robert O'Neill · 2010 · advanced · time series
statistics
A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level
Yizun Lin, Yongxin He, Zhao-Rong Lai · 2024 · advanced · portfolio management
numerical methods · optimization · portfolio optimization
A Langevin approach to stock market fluctuations and crashes
Jean-Philippe Bouchaud, Rama Cont · 1998 · advanced · stochastic calculus
stochastic differential equations · stochastic processes
A Laplace-based perspective on conditional mean risk sharing
Christopher Blier-Wong · 2026 · advanced · risk management
risk management
A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization
Du Cheng, Leqi Liu, Shuozhe Li · 2026 · advanced · quantitative trading
algorithmic trading · deep learning · financial machine learning · machine learning · neural networks · time series
A Learning and Control Perspective for Microfinance
Adhiraj Chakraborty, Assane Gueye, Christian Kurniawan · 2022 · advanced · risk management
credit risk
A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection
Huyên Pham, Maximilien Germain, Xavier Warin · 2022 · advanced · portfolio management
machine learning · numerical methods · optimization · portfolio management · portfolio optimization · stochastic processes
A Levered ETF Anomaly Explained
Lisa R. Goldberg, Stephen W. Bianchi · 2026 · intermediate · portfolio management
exchange traded funds
A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions
Yoshihiro Shirai · 2023 · advanced · derivatives
credit derivatives · mathematical finance · option pricing · stochastic processes
A Limit Order Book Model for High Frequency Trading with Rough Volatility
Jiongmin Yong, Yukun Li, Yun Chen-Shue · 2024 · advanced · quantitative trading
high frequency trading · market microstructure · rough volatility · stochastic processes
A Limit Order Market with Uncertain Informed Trading Participation
Mingwei Lin, Umut Çetin · 2026 · advanced · quantitative trading
liquidity · market microstructure
A Line Graph-Based Framework for Identifying Optimal Routing Paths in Decentralized Exchanges
Claudio Tessone, Yafei Li, Yu Zhang · 2025 · intermediate · quantitative trading
algorithms
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models
Oliver Linton, Woocheol Kim · 2003 · advanced · time series
econometrics · time series
A lognormal type stochastic volatility model with quadratic drift
Peter Carr, Sander Willems · 2019 · advanced · stochastic calculus
stochastic differential equations · stochastic processes
A Longitudinal Attribute-Conditioned Neural Network for Modeling Health-State Transition Probabilities in Temporally Irregular Data: The LANTERN Framework
Beckett Sterner, Bright Kwaku Manu, Petar Jevtic · 2026 · intermediate · risk management
insurance · machine learning · neural networks
A Look at Financial Dependencies by Means of Econophysics and Financial Economics
M. Raddant, T. Di Matteo · 2023 · intermediate · statistics
financial economics · financial networks
A Machine Learning Approach to Regime Modeling
Two Sigma · 2021 · intermediate · machine learning
machine learning · statistics
A machine learning approach to volatility forecasting
Bezirgen Veliyev, Kim Christensen, Mathias Siggaard · 2021 · intermediate · time series
machine learning · neural networks · time series · volatility forecasting
A machine learning workflow to address credit default prediction
Marco Parola, Mario G. C. A. Cimino, Rambod Rahmani · 2024 · intermediate · risk management
credit risk · financial machine learning · machine learning · optimization
A Malliavin Calculus Approach to Backward Stochastic Volterra Integral Equations
Chi Seng Pun, Qian Lei · 2024 · advanced · stochastic calculus
stochastic calculus · stochastic processes
A Market Foundation for Conditional Asset Pricing
Fabio Maccheroni, Massimo Marinacci, Simone Cerreia-Vioglio · 2015 · advanced · stochastic calculus
asset pricing · financial economics · mathematical finance
A market resilient data-driven approach to option pricing
Anindya Goswami, Nimit Rana · 2024 · advanced · options
data science · option pricing
A Market-Rule-Informed Neural Network for Efficient Imbalance Electricity Price Forecasting
Derek W. Bunn, Jochen L. Cremer, Jochen Stiasny · 2026 · intermediate · machine learning
machine learning · neural networks · time series
A Markov approach to credit rating migration conditional on economic states
Michael Kalkbrener, Natalie Packham · 2024 · advanced · risk management
credit risk · risk management · stochastic processes
A Markov model of a limit order book: thresholds, recurrence, and trading strategies
Elena Yudovina, Frank Kelly · 2015 · advanced · quantitative trading
high frequency trading · market microstructure · probability · stochastic processes
A Markov Switching Cointegration Analysis of the CDS-Bond Basis Puzzle
Francesco Melloni, Manuela Pedio, Massimo Guidolin · 2019 · advanced · fixed income
credit derivatives · credit risk · econometrics · time series
A Markov-Chain Measure of Systemic Banking Crisis Frequency
Tambakis, D. · 2020 · advanced · risk management
banking · financial stability · stochastic processes · systemic risk
A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities
Chen, Fei, Diebold, Francis X., Schorfheide, Frank · 2012 · advanced · time series
econometrics · high frequency trading · market microstructure · statistics · time series
A Martingale approach to continuous Portfolio Optimization under CVaR like constraints
Jérôme Lelong, Véronique Maume-Deschamps, William Thevenot · 2025 · advanced · portfolio management
convex optimization · martingales · portfolio optimization · risk management
A mathematical framework for modelling CLMM dynamics in continuous time
Shen-Ning Tung, Tai-Ho Wang · 2024 · advanced · quantitative trading
decentralized finance · liquidity · mathematical finance · measure theory
A mathematical framework for modelling order book dynamics
Lifan Xuan, Pierre Degond, Rama Cont · 2023 · advanced · quantitative trading
market microstructure · mathematical finance · stochastic processes
A mathematical proof of the existence of trends in financial time series
Cédric Join, Michel Fliess · 2009 · advanced · time series
time series
A mathematical study of the excess growth rate
Steven Campbell, Ting-Kam Leonard Wong · 2025 · advanced · portfolio management
mathematical finance
A mean bound financial model and options pricing
Yu Li · 2017 · advanced · options
derivatives · option greeks · option pricing
A Mean Field Game between Informed Traders and a Broker
Leandro Sánchez-Betancourt, Philippe Bergault · 2024 · advanced · quantitative trading
market making · market microstructure · optimization · stochastic differential equations · stochastic processes
A Mean-Reverting Model of Exchange Rate Risk Premium Using Ornstein-Uhlenbeck Dynamics
SeungJae Hwang · 2025 · intermediate · time series
foreign exchange · stochastic processes · time series
A mean-variance optimized portfolio constructed for investment in a reference security, for an investor with a preference towards an accepted set of securities
Sidharth Mallik · 2022 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
A Meta Reinforcement Learning Approach to Goals-Based Wealth Management
Daniel Ostrov, Deep Srivastav, Harshad Khadilkar · 2026 · advanced · machine learning
machine learning · optimization · portfolio management · reinforcement learning
A Method for Evaluating the Interpretability of Machine Learning Models in Predicting Bond Default Risk Based on LIME and SHAP
Lin Chen, Yan Zhang, Yixiang Tian · 2025 · intermediate · machine learning
machine learning
A Methodology to Measure Impacts of Scenarios Through Expected Credit Losses
Mahmood Alaghmandan, Meghal Arora, Olga Streltchenko · 2026 · intermediate · risk management
credit risk · risk management · stress testing
A micro view on home equity withdrawal and its determinants. Evidence from Dutch households
Ebner, André · 2010 · intermediate · statistics
financial economics
A Microstructure Analysis of Coupling in CFMMs
Althea Sterrett, Austin Adams · 2025 · advanced · quantitative trading
market microstructure
A Midsummer Meme's Dream: Investigating Market Manipulations in the Meme Coin Ecosystem
Alberto Maria Mongardini, Alessandro Mei · 2025 · intermediate · quantitative trading
cryptocurrencies · liquidity
A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets
Julien Sauvagnat, Pouget, Sébastien, Stéphane Villeneuve · 2016 · advanced · other
behavioral economics · behavioral finance · momentum
A minimal model of money creation under regulatory constraints
Damien Challet, Michael Benzaquen, Victor Le Coz · 2024 · intermediate · risk management
banking · financial networks · liquidity · liquidity risk
A mixture transition distribution approach to portfolio optimization
Filippo Petroni, Luca Galati, Riccardo De Blasis · 2025 · advanced · portfolio management
financial networks · optimization · portfolio management · portfolio optimization · statistics
A model of collateral, investment and adverse selection
Alberto Martin · 2009 · intermediate · risk management
credit markets · financial economics
A model of corporate liquidity
Anderson, Ronald W., Carverhill, Andrew · 2005 · advanced · other
liquidity · liquidity risk · stochastic processes
A Model of Cryptocurrencies
Michael Sockin, Wei Xiong · 2021 · advanced · other
cryptocurrencies
A Model of Optimal Portfolio Selection under Liquidity Risk and Price Impact
Huyen Pham, Mohamed Mnif, Vathana Ly Vath · 2005 · advanced · portfolio management
liquidity · liquidity risk · optimization · portfolio management · portfolio optimization · transaction costs
A Model of Shadow Banking
Andrei Shleifer, Nicola Gennaioli, Robert W. Vishny · advanced · risk management
banking · financial stability · securitization · systemic risk
A Model of Stochastic Liquidity
Masahiro Watanabe · 2003 · advanced · quantitative trading
bayesian statistics · liquidity · stochastic processes
A model of strategic sustainable investment
Caio César Graciani Rodrigues, Peter Tankov, Tiziano De Angelis · 2024 · advanced · stochastic calculus
climate finance · optimization · stochastic processes · sustainable investing
A Model to Analyse Financial Fragility
Charles A.E. Goodhart, Dimitrios P Tsomocos, Pojanart Sunirand · 2003 · advanced · risk management
banking · contagion · credit risk
A Model to Analyse Financial Fragility: Applications
Charles A.E. Goodhart, Dimitrios P Tsomocos, Pojanart Sunirand · 2004 · advanced · risk management
banking · contagion · financial stability
A model-free backward and forward nonlinear PDEs for implied volatility
Andrey Itkin, Peter Carr, Sasha Stoikov · 2019 · advanced · options
partial differential equations
A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors
Jiaer He, Roberto Rivera · 2023 · intermediate · derivatives
statistics
A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation
Arturo Cifuentes, Domingo Ramírez, Fernando Suárez · 2023 · advanced · portfolio management
machine learning · neural networks · portfolio optimization
A Modular Agent-Based Environment for Studying Stock Markets
Boer-Sorban, K., Kaymak, U., de Bruin, A. · 2005 · intermediate · quantitative trading
quantitative trading
A Monotone Limit Approach to Entropy-Regularized American Options
Daniel Chee, Libo Li, Noufel Frikha · 2026 · advanced · options
option pricing · stochastic calculus · stochastic differential equations
A Motif-Based Framework for Decomposing Risk Spillovers
Yan-Hong Yang, Ying-Hui Shao, Yun Zhang · 2026 · advanced · risk management
systemic risk
A Multi Agent Model for the Limit Order Book Dynamics
Marco Bartolozzi · 2010 · intermediate · quantitative trading
market microstructure
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
Kei Nakagawa, Kentaro Minami, Masanori Hirano · 2024 · intermediate · time series
garch
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
Allen, D.E., McAleer, M.J., Singh, A.K. · 2016 · intermediate · portfolio management
backtesting · hedge funds · optimization · portfolio management · portfolio optimization
A Multi-factor Adaptive Statistical Arbitrage Model
Bindu Pan, Milan Djabirov, Wenbin Zhang · 2014 · advanced · quantitative trading
statistical arbitrage
A multi-factor market-neutral investment strategy for New York Stock Exchange equities
Adwin Richie Lee, Amine Roudani, Georgios M. Gkolemis · 2024 · intermediate · portfolio management
backtesting · factor investing · momentum · portfolio management · portfolio optimization
A multi-factor model for improved commodity pricing: Calibration and an application to the oil market
Christian Tezza, Luca Vincenzo Ballestra · 2025 · advanced · derivatives
commodities · derivatives · interest rates · model calibration
A multi-horizon scale for volatility
Alexander Subbotin · 2008 · advanced · time series
extreme value theory · statistics · time series
A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
Daniele Maria Di Nosse, Federico Gatta · 2024 · advanced · quantitative trading
decentralized finance · optimization · regression · risk management
A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2
Arati Uday Kamat · 2026 · intermediate · quantitative trading
cryptocurrencies · decentralized finance · market microstructure
A multi-view contrastive learning framework for spatial embeddings in risk modelling
Christopher Blier-Wong, Freek Holvoet, Katrien Antonio · 2025 · advanced · risk management
machine learning
A multidimensional exponential utility indifference pricing model with applications to counterparty risk \n
Gechun Liang, Vicky Henderson · 2016 · advanced · derivatives
mathematical finance · numerical methods · stochastic processes
A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks
Christophe Mues, Cristián Bravo, Juan C. Moreno-Paredes · 2025 · advanced · risk management
contagion · credit risk · data science · financial networks · machine learning · neural networks
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
Bo An, Haochong Xia, Jiaze Sun · 2024 · advanced · machine learning
machine learning
A Multiplex Network Hawkes Model for Systemic Risk Measurement
Jim E. Griffin, Mante Zelvyte · 2026 · advanced · risk management
contagion · financial networks · stochastic processes · systemic risk
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics
Asai, M., McAleer, M.J. · 2016 · advanced · time series
garch · time series
A multivariate generalized independent factor GARCH model with an application to financial stock returns
García-Ferrer, Antonio, González-Prieto, Ester, Peña, Daniel · 2008 · advanced · time series
garch · time series
A Multivariate Hawkes Process Model for Stablecoin-Cryptocurrency Depegging Event Dynamics
Connor Oxenhorn · 2022 · advanced · time series
cryptocurrencies · stochastic processes
A Multivariate Stochastic Unit Root Model with an Application to Derivative Pricing
Offer Lieberman, Peter C.B. Phillips · 2014 · advanced · time series
econometrics · statistical inference · stochastic processes · time series
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers
Ciamac C. Moallemi, Jason Milionis, Tim Roughgarden · 2023 · advanced · quantitative trading
liquidity · market making · optimization
A Natural Copula
Peter B. Lerner · 2023 · advanced · statistics
copulas · optimization
A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
Kenneth Q. Zhou, Lydia J. Gabric · 2025 · advanced · risk management
insurance · risk management
A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities
Cecilia Aubrun, Emmanuel Bacry, Jean-François Muzy · 2025 · advanced · time series
equity markets · rough volatility · statistical inference · time series
A nested factor model for non-linear dependencies in stock returns
Jean-Philippe Bouchaud, Rémy Chicheportiche · 2015 · advanced · time series
statistics
A nested MLMC framework for efficient simulations on FPGAs
Irina-Beatrice Haas, Michael B. Giles · 2025 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic differential equations
A network analysis of the volatility of high-dimensionalfinancial series
Barigozzi, Matteo, Hallin, Marc · 2017 · advanced · time series
contagion · financial networks · statistics · time series
A network-based strategy of price correlations for optimal cryptocurrency portfolios
Luis Enrique Correa Rocha, Ruixue Jing · 2023 · intermediate · portfolio management
cryptocurrencies · financial networks · optimization · portfolio optimization
A NEW ADAPTIVE MOVING AVERAGE (VAMA) TECHNICAL INDICATOR FOR FINANCIAL DATA SMOOTHING
Alex Pierrefeu · 2019 · intermediate · quantitative trading
quantitative trading
A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles
Chester Bella, Danny Boahen, Sudeep Biswas · 2023 · intermediate · quantitative trading
derivatives · liquidity
A New Application of Hoeffding's Inequality Can Give Traders Early Warning of Financial Regime Change
Daniel Egger, Jacob Vestal · 2025 · intermediate · statistics
probability
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
Bixing Qiao, Jianfeng Zhang · 2025 · advanced · quantitative trading
mathematical finance · stochastic calculus · stochastic differential equations · stochastic processes
A New Approach of Valuing Illiquid Asset Portfolios
Liang Peng · 2001 · intermediate · portfolio management
liquidity
A new approach to cost of equity for private infrastructure
C Lennart Baumgärtner, Cameron Hepburn, Robert A Ritz, Jorge Cárdenas Prieto · 2026 · intermediate · other
asset pricing · financial economics
A new architecture of high-order deep neural networks that learn martingales
Syoiti Ninomiya, Yuming Ma · 2025 · advanced · machine learning
deep learning · martingales · neural networks · numerical methods · stochastic differential equations
A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions
Paul Klemperer · 2009 · advanced · quantitative trading
banking · liquidity
A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach
Francesco Cesarone, Jessica Riccioni, Lorenzo Lampariello · 2023 · intermediate · portfolio management
behavioral finance · optimization · portfolio management · portfolio optimization
A new characterization of second-order stochastic dominance
Muqiao Huang, Ruodu Wang, Yuanying Guan · 2024 · advanced · risk management
risk management
A new decomposition approach to modeling financial returns: Conditioning sign on magnitude
Arsène Brou, Richard Luger · 2026 · intermediate · time series
time series
A new encoding of implied volatility surfaces for their synthetic generation
Carmine Ventre, John O'Hara, Renzo Tiranti · 2022 · advanced · options
deep learning · machine learning · neural networks · volatility surface
A new hype or a new hope? Neural networks applied to live market data
CFM · 2018 · intermediate · machine learning
financial machine learning · machine learning · neural networks · time series
A new measure of risk using Fourier analysis
Galiya Klinkova, Michael Grabinski · 2024 · intermediate · risk management
risk management
A New Model for Pricing Collateralized Financial Derivatives
Tim Xiao · 2018 · advanced · derivatives
asset pricing · credit risk · derivatives
A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach
Lu, Zudi, Siu, Tak Kuen, Tong, Howell · 2017 · advanced · risk management
copulas · econometrics · risk management · time series
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
Fangfang Wang, Jie Yang, Keren Li · 2018 · advanced · options
optimization · option pricing
A new self-exciting jump-diffusion process for option pricing
Cornelis W. Oosterlee, Luis A. Souto Arias, Pasquale Cirillo · 2022 · advanced · options
jump processes · numerical methods · option pricing · stochastic processes
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables
Chen, J., Li, D., Linton, O. · 2018 · advanced · statistics
regression · statistics
A new spin on optimal portfolios and ecological equilibria
Jean-Philippe Bouchaud, Jerome Garnier-Brun, Michael Benzaquen · 2021 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
A New Traders' Game? -- Empirical Analysis of Response Functions in a Historical Perspective
Anton J. Heckens, Benjamin Köhler, Cedric Schuhmann · 2025 · advanced · quantitative trading
market microstructure · time series
A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
Tsogt-Ochir Enkhbayar · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · optimization · risk management
A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility
Eduardo Rossi, Paolo Santucci de Magistris · 2009 · advanced · time series
econometrics · time series
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
April, Francis X. Diebold, Michael W. Brandt · advanced · time series
statistics
A Noise-Aware Quantum Algorithm for Credit Valuation Adjustments on Real Quantum Hardware
Francisco Gómez Casanova, Guillem Borràs Espert, Luis de Pedro Sánchez · 2026 · advanced · risk management
credit risk
A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning
Yang Liu, Yuhao Liu, Yunran Wei · 2026 · advanced · machine learning
bayesian statistics · machine learning · neural networks · optimization · reinforcement learning
A non-Gaussian option pricing model with skew
Jean‐Philippe Bouchaud, Lisa Borland · 2007 · advanced · options
mathematical finance · option pricing · partial differential equations
A non-parametric index of corporate governance in the banking industry: an application to Indian data
Gulati, Rachita, Kattumuri, Ruth, Kumar, Sunil · 2020 · intermediate · other
banking · corporate governance
A nonlinear structural model for volatility clustering
Gaunersdorfer, A., Hommes, C.H. · 2005 · intermediate · time series
time series
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Feng, Phoenix, Lam, Clifford · 2018 · advanced · statistics
statistics
A nonparametric test for rough volatility
Carsten H. Chong, Viktor Todorov · 2024 · advanced · statistics
hypothesis testing · rough volatility · statistical inference · stochastic processes
A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting
Cheng Zhang · 2026 · intermediate · time series
statistics
A Note On 'Predicting Returns With Financial Ratios'
Amit Goyal, Ivo Welch · 2004 · advanced · time series
asset pricing · econometrics · time series
A note on a PDE approach to option pricing under xVA
Falko Baustian, Jan Pospíšil, Martin Fencl · 2021 · advanced · options
monte carlo simulation · numerical methods · option pricing · partial differential equations
A note on bequest preferences in utility maximisation for modern tontines
Thomas Bernhardt · 2025 · advanced · portfolio management
mathematical finance · optimization
A note on continuity and asymptotic consistency of measures of risk and variability
Foivos Xanthos, Niushan Gao · 2024 · advanced · risk management
risk management
A note on extremality and completeness in financial markets with infinitely many risky assets
Luciano Campi · 2004 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance · measure theory · probability
A note on markets with semi-static trading strategies
Miklós Rásonyi · 2026 · advanced · stochastic calculus
derivatives · mathematical finance
A note on robust convex risk measures
Fernanda Müller, Marcelo Righi · 2024 · advanced · risk management
optimization
A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity
Takashi Kato, Yuri Imamura · 2025 · intermediate · risk management
risk management
A note on the CAPM with endogenously consistent market returns
Andreas Krause · 2021 · intermediate · portfolio management
asset pricing · capm · financial economics
A note on the differences between European and international methodologies of banking regulation and supervision
Goodhart, C. A. E., Sato, Hideki · 2024 · intermediate · risk management
banking
A note on the Malliavin differentiability of the Heston volatility
Christian-Olivier Ewald, Elisa Alòs · 2005 · advanced · stochastic calculus
stochastic calculus · stochastic processes
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'
Jaehyuk Choi, Lixin Wu · 2020 · advanced · options
numerical methods · option pricing · stochastic processes
A note on the sum-stability of exchange rate returns
Geert Gielens, Hans Dewachter · 1991 · advanced · statistics
extreme value theory · foreign exchange · hypothesis testing · monte carlo simulation · statistics
A note on two notions of arbitrage
Allouch, Nizar · 2001 · advanced · other
financial economics
A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes
Favour Nyikosa, Michael A. Osborne, Stephen J. Roberts · 2017 · intermediate · time series
machine learning · regression · statistics · time series · volatility forecasting
A Novel approach to portfolio construction
L. Riso, M. G. Zoia, T. Di Matteo · 2026 · advanced · portfolio management
machine learning · portfolio management
A novel approach to quantify volatility prediction
Pushpdant Jain, Shiv Manjaree Gopaliya, Suchetana Sadhukhan · 2022 · intermediate · time series
regression · statistics · time series · volatility forecasting
A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes
Hamza Bodor, Laurent Carlier · 2024 · advanced · quantitative trading
market microstructure · model calibration
A novel approach to trading strategy parameter optimization using double out-of-sample data and walk-forward techniques
Robert Ślepaczuk, Tomasz Mroziewicz · 2026 · intermediate · quantitative trading
cryptocurrencies · optimization
A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
Riaz Ud Din, Saddam Hussain Khan, Salman Ahmed · 2024 · advanced · machine learning
cryptocurrencies · deep learning · machine learning · neural networks · time series
A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks
Baohua Wang, Jiashu Lou, Jie Zou · 2022 · advanced · quantitative trading
algorithmic trading · deep learning · neural networks · reinforcement learning · time series
A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management
Hamed Taherkhani, Jafar Habibi, Mahdi Lashkari · 2022 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio management · portfolio optimization · reinforcement learning
A novel k-generation propagation model for cyber risk and its application to cyber insurance
Na Ren, Xin Zhang · 2024 · advanced · risk management
contagion · insurance · probability
A Novel Loss Function for Deep Learning Based Daily Stock Trading System
Haochen Qiu, Ruoyu Guo, Xuelun Hou · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · time series
A novel portfolio construction strategy based on the core-periphery profile of stocks
Akshay Agrawal, Charu Sharma, Imran Ansari · 2024 · advanced · portfolio management
financial networks · optimization · portfolio optimization
A novel robust mixed integer linear programming model for index tracking problem under no rebalancing: heuristic optimization approach
Danial Ramezani, Mohamadreza Dehghani Ahmadabad, Mostafa Abouei Ardakan · 2026 · advanced · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
A novel scaling approach for unbiased adjustment of risk estimators
Marcin Pitera, Thorsten Schmidt, Łukasz Stettner · 2023 · advanced · risk management
risk management
A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option pricing approximations
AdriÀ Masip BorrÀs, Suren Harutyunyan · 2018 · intermediate · options
numerical methods · option pricing
A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
Gerald H. L. Cheang, Len Patrick Dominic M. Garces · 2021 · advanced · options
jump processes · numerical methods · option pricing · partial differential equations
A parallel monetary system based on the redeemable self-decaying money -- The ultimate hedge and safe haven of private wealth in the rising wave of over issuance of fiat and token money/stablecoin
Boliang Lin, Ruixi Lin · 2025 · intermediate · other
other
A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
Luca Capriotti, Mark Stedman · 2024 · advanced · fixed income
derivatives · interest rates · mathematical finance · option pricing · stochastic processes
A Penalty-Free Pipeline for Direct Quantum-Annealer Portfolio Optimization
Luis Lozano · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
A Per-Component Diagnostic Protocol for Neural HJB-PIDE Solvers under Control-Dependent Lévy Jumps
R. Drissi · 2026 · advanced · machine learning
jump processes · numerical methods · partial differential equations
A performance measure of Zero-dollar Long/Short equally weighted portfolios
Dominique Guegan, Ludovic Calès, Monica Billio · 2010 · intermediate · portfolio management
portfolio management
A Perron-Frobenius comonotonic approximation for sums of lognormals
Chunle Huang · 2026 · advanced · risk management
linear algebra · risk management · tail risk
A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection
Sotirov, R., Takano, Y. · 2010 · advanced · portfolio management
optimization · portfolio optimization
A Portfolio's Common Causal Conditional Risk-neutral PDE
Alejandro Rodriguez Dominguez · 2024 · advanced · portfolio management
causal inference · copulas · mathematical finance · partial differential equations · portfolio management · risk management
A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money
Baquero, G., Verbeek, M.J.C.M. · 2005 · intermediate · statistics
hedge funds
A posteriori error bounds for the Uncertain Volatility Model
Chassagneux Jean-Fran{\c c}ois, Gr{é}goire Loeper, Jean-Philippe Lemor · 2026 · advanced · options
numerical methods · option pricing
A Practical Approach to Financial Crisis Indicators Based on Random Matrices
Antoine Kornprobst, Raphael Douady · 2015 · advanced · risk management
statistics
A Practical Guide to Quantitative Volatility Trading
Daniel Bloch · 2016
derivatives · mathematical finance · option pricing · volatility surface · volatility trading
A Practical Guide to Strip Caplet Volatilities
Fabien Le Floc'h · 2026 · advanced · options
derivatives · interest rates · numerical methods
A Practical Machine Learning Approach for Dynamic Stock Recommendation
Hongyang Yang, Qingwei Wu, Xiao-Yang Liu · 2025 · intermediate · machine learning
machine learning · regression
A Practitioner's Guide to AI+ML in Portfolio Investing
Mehmet Caner Qingliang Fan · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization · statistics
A Preference-Free Formula to Value Commodity Derivatives
Rodriguez, J.C. · 2007 · advanced · derivatives
asset pricing · commodities · derivatives · stochastic processes
A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers
Gourinchas, Pierre-Olivier, Ray, Walker, Vayanos, Dimitri · 2025 · advanced · fixed income
asset pricing · financial economics · fixed income · foreign exchange · interest rates · term structure models
A preferred-habitat model of the term structure of interest rates
Vayanos, Dimitri, Vila, Jean-Luc · 2009 · intermediate · fixed income
asset pricing · fixed income · interest rates · term structure models
A Price-Based Framework for Stochastic Portfolio Theory
Donghan Kim, Jongbong An · 2026 · advanced · portfolio management
stochastic processes
A primal-dual decomposition based interior point approach to two-stage stochastic linear programming
Berkelaar, A.B., Dert, C.L., Oldenkamp, K.P.B. · 1999 · advanced · portfolio management
numerical methods · optimization
A Probabilistic Approach to Nonparametric Local Volatility
Martin Tegnér, Stephen Roberts · 2019 · advanced · options
bayesian statistics · derivatives · model calibration · option pricing · statistical inference · volatility surface
A property of log-concave and weakly-symmetric distributions for two step approximations of random variables
Ionel Popescu, Mihaela-Adriana Nistor · 2026 · advanced · risk management
convex optimization
A proposal for an open-source financial risk model
Ho Hwang, Jong · 2014 · intermediate · risk management
risk management
A proposal for impact-adjusted valuation: critical leverage and execution risk
CFM · 2012 · advanced · risk management
liquidity · liquidity risk
A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics
Gerald H. L. Cheang, Len Patrick Dominic M. Garces · 2020 · advanced · options
jump processes · option pricing · stochastic processes
A q-binomial extension of the CRR asset pricing model
Jean-Christophe Breton, Jun Fan, Nicolas Privault · 2021 · advanced · derivatives
probability · stochastic processes
A Quantum algorithm for linear PDEs arising in Finance
Antoine Jacquier, Filipe Fontanela, Mugad Oumgari · 2019 · advanced · options
derivatives · option pricing · partial differential equations
A quantum unstructured search algorithm for discrete optimisation: the use case of portfolio optimisation
Adrian Lomas, Titos Matsakos · 2025 · advanced · portfolio management
algorithms · optimization · portfolio optimization
A Random Forest approach to detect and identify Unlawful Insider Trading
Igor Griva, Krishna Neupane · 2024 · intermediate · machine learning
data science · financial machine learning · machine learning
A random forest based approach for predicting spreads in the primary catastrophe bond market
Despoina Makariou, Pauline Barrieu, Yining Chen · 2020 · intermediate · machine learning
machine learning
A Range-Based Multivariate Model for Exchange Rate Volatility
Mahieu, R.J., Tims, B. · 2003 · advanced · time series
foreign exchange · statistics · stochastic processes · time series
A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models
Daniel Ziggel, Mark Podolskij · 2008 · advanced · statistics
hypothesis testing · statistical inference · statistics · stochastic differential equations · stochastic processes
A Rank Approach to Equity Forecast Construction
Satchell, S.E., Wright, S.M. · 2005 · intermediate · portfolio management
factor investing · statistics
A Reappraisal of the Allocation Puzzle through the Portfolio Approach
Benhima Kenza · 2012 · advanced · portfolio management
financial economics
A Recommitment Strategy for Long Term Private Equity Fund Investors
Frieser, B., de Zwart, G.J., van Dijk, D.J.C. · 2007 · intermediate · portfolio management
portfolio management
A reconsideration of Minsky’s financial instabilityhypothesis
Bhattacharya, Sudipto, Goodhart, Charles, Tsomocos, Dimitrios P. · 2015 · advanced · risk management
financial stability
A recursive formula for the $n^\text{th}$ survival function and the $n^\text{th}$ first passage time distribution for jump and diffusion processes. Applications to the pricing of $n^\text{th}$-to-default CDS
Alessio Lapolla · 2025 · advanced · stochastic calculus
jump processes · stochastic processes
A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures
Tim Bollerslev, Torben G. Andersen, Xin Huang · 2007 · advanced · time series
econometrics · statistics
A Reflective LLM-based Agent to Guide Zero-shot Cryptocurrency Trading
Bingqiao Luo, Bingsheng He, Nuo Chen · 2024 · advanced · machine learning
algorithmic trading · cryptocurrencies · large language models
A Regression-Based Share Market Prediction Model for Bangladesh
B M Mainul Hossain, Farzana Aktar, Rubaiyat Jahan Mumu · 2025 · intermediate · time series
regression
A regularity structure for rough volatility
Benjamin Stemper, Christian Bayer, Joerg Martin · 2017 · advanced · stochastic calculus
rough volatility · stochastic processes
A Regulator's Career Option: Revolving Doors, Regulatory Signals, and Firm Tail Risk
G. Charles-Cadogan · 2026 · advanced · risk management
capital structure · financial economics · option greeks · tail risk
A reinforcement learning extension to the Almgren-Chriss model for optimal trade execution
Diane Wilcox, Dieter Hendricks · 2014 · advanced · quantitative trading
machine learning · market microstructure · optimal execution · reinforcement learning · transaction costs
A Relative View on Tracking Error
Igor Pouchkarev, Winfried George Hallerbach · 2005 · intermediate · portfolio management
portfolio management
A remark on arbitrage free prices in multi-period economy
Abhishek Ranjan, Bernard Cornet · 2012 · advanced · other
financial economics · mathematical finance
A ReMeDI for Microstructure Noise
Linton, O., Merrick Li, Z. · 2019 · advanced · statistics
market microstructure · statistics
A representation of Keynes's long-term expectation in financial markets
Alain Chateauneuf, Giuliano Antonio, Giuseppe Scianna · 2023 · advanced · other
financial economics · probability
A return-diversification approach to portfolio selection
Fabio Tardella, Francesco Cesarone, Manuel Luis Martino · 2023 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
A Review of Large Language Models for Stock Price Forecasting from a Hedge-Fund Perspective
Olivia Zhang, Zhilin Zhang · 2026 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing
A Review of Reinforcement Learning in Financial Applications
Rui Song, Runzhe Wan, Sheng Zhang · 2024 · intermediate · machine learning
machine learning · reinforcement learning
A review of the Markov model of life insurance with a view to surplus
Angus S. Macdonald, Oytun Haçarız, Torsten Kleinow · 2025 · advanced · risk management
insurance · stochastic processes
A revised comparison between FF five-factor model and three-factor model,based on China's A-share market
Haixiang Yao, Qinghua Ma, Yue Yu · 2021 · intermediate · statistics
asset pricing · regression
A Risk Management Approach for Portfolio Insurance Strategies
Benjamin Hamidi, Bertrand Maillet, Jean-Luc Prigent · 2009 · advanced · risk management
risk management
A Risk Mitigation Model of Monetary Ecosystem with Stablecoins
Hongzhe Wen, R. S. M. Lau · 2025 · intermediate · risk management
financial stability · liquidity risk · systemic risk
A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
Bo Xiao, Xiang Zhou, Xianhua Peng · 2024 · advanced · options
machine learning · options hedging · reinforcement learning · risk management · tail risk
A Risk-Neutral Neural Operator for Arbitrage-Free SPX-VIX Term Structures
Jian'an Zhang · 2025 · advanced · options
deep learning · derivatives · machine learning · neural networks
A Robust Statistical Analysis of the Role of Hydropower on the System Electricity Price and Price Volatility
Chaopeng Shen, Deborah A. Sunter, Kathryn Lawson · 2022 · intermediate · time series
econometrics · regression · statistical inference · statistics
A robust stochastic control problem with applications to monotone mean-variance problems
Peng Luo, Tianjiao Hua, Yuyang Chen · 2024 · advanced · stochastic calculus
stochastic calculus · stochastic processes
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy
Junpei Komiyama, Kei Nakagawa, Masaya Abe · 2019 · advanced · machine learning
deep learning · equity markets · factor investing · machine learning · neural networks
A Run on Fossil Fuel? Climate Change and Transition Risk
Michael Barnett · 2024 · advanced · risk management
asset pricing · financial economics
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
Matias Quiroz, Samuel Muller, Sarat Moka · 2025 · advanced · portfolio management
algorithms · numerical methods · optimization · portfolio optimization
A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management
Fumihide Tanaka, Zhenhan Huang · 2023 · advanced · machine learning
backtesting · cryptocurrencies · financial machine learning · machine learning · portfolio management · reinforcement learning
A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral
Hovik Tumasyan · 2018 · advanced · derivatives
credit risk · derivatives · mathematical finance
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
A. M. Ferreiro-Ferreiro, J. A. García-Rodríguez, J. G. López-Salas · 2024 · advanced · options
numerical methods · partial differential equations
A semi-parametric dynamic conditional correlation framework for risk forecasting
Chao Wang, Giuseppe Storti · 2022 · advanced · risk management
econometrics · risk management · statistics · time series
A semiparametric single-factor model of the term structure
Kristensen, Dennis · 2004 · advanced · fixed income
interest rates · model calibration · statistical inference · term structure models
A Set-Sequence Model for Time Series
Apaar Sadhwani, Elliot L. Epstein, Kay Giesecke · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · portfolio optimization · time series
A sharp order-three obstruction to the aggregation of conditional price-of-risk attribution
Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management
asset pricing · causal inference · stochastic processes
A short note on super-hedging an arbitrary number of European options with integer-valued strategies
Dorsaf Cherif, Emmanuel Lepinette, Meriam El Mansour · 2023 · advanced · options
derivatives · mathematical finance · optimization · option pricing · options hedging
A simple expected volatility (SEV) index
McAleer, M.J., Wiphatthanananthakul, C. · 2008 · intermediate · options
options
A Simple Factoring Pricing Model
Claudio Nordio, Davide Cuccio, Ilaria Nava · 2019 · intermediate · risk management
credit risk
A simple learning agent interacting with an agent-based market model
Andrew Paskaramoorthy, Matthew Dicks, Tim Gebbie · 2022 · advanced · quantitative trading
algorithmic trading · optimal execution · reinforcement learning
A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package
Basu, Kaushik · 2009 · intermediate · risk management
credit markets · economic policy
A Simple Strategy to Deal with Toxic Flow
Leandro Sánchez-Betancourt, Álvaro Cartea · 2025 · advanced · quantitative trading
market microstructure · optimization · stochastic processes
A Simple Test for Causality in Volatility
Chang, C-L., McAleer, M.J. · 2016 · advanced · time series
econometrics · hypothesis testing · statistical inference · time series
A simple test for GARCH against a stochastic volatility
Franses, Ph.H.B.F., Paap, R., van der Leij, M.J. · 2005 · advanced · time series
econometrics · garch · hypothesis testing · statistical inference · time series
A simulated electronic market with speculative behaviour and bubble formation
Magdalena Mosionek-Schweda, Nicolas Cofre · 2023 · intermediate · quantitative trading
financial economics
A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios
Abdulnasser Hatemi-J, Alan Mustafa · 2023 · beginner · portfolio management
optimization · portfolio management · portfolio optimization · programming
A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
Amit Kumar Jha · 2025 · advanced · fixed income
fixed income · interest rates · term structure models
A social constructivist analysis of the 2007 banking crisis: building trust and transparency through community currencies
Breitstein, Lance, Dini, Paolo · 2011 · beginner · risk management
banking
A Space Mapping approach for the calibration of financial models with the application to the Heston model
Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt · 2025 · advanced · options
model calibration · numerical methods · optimization · option pricing · partial differential equations · stochastic differential equations
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
Fabio Sigrist, Pascal Kündig · 2024 · advanced · risk management
credit risk · machine learning · stochastic processes
A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing
Carlo Favero, Fulvio Ortu, Junye Lia · 2010 · advanced · options
jump processes · statistical inference · stochastic processes
A Spectral Generalisation of the Variance Ratio: Eigenstructure of Long-Horizon Portfolio Covariance and a Multi-Memory Factor Model of U.S. Equity Returns
Anders G Frøseth · 2026 · advanced · time series
asset pricing · statistics · time series
A Spread-Gated Hawkes-Flocking Model for Best Bid and Ask Dynamics, with an Application to Limit Order Placement
Hyoeun Lee, Kiseop Lee · 2026 · advanced · quantitative trading
market microstructure · stochastic processes
A Stackelberg reinsurance-investment game under $α$-maxmin mean-variance criterion and stochastic volatility
Guohui Guan, Yilun Song, Zongxia Liang · 2022 · advanced · risk management
insurance · optimization · stochastic processes
A stationary Kyle setup: microfounding propagator models
Bence Tóth, Iacopo Mastromatteo, Michael Benzaquen · 2021 · advanced · quantitative trading
financial economics · market microstructure
A Statistical Field Perspective on Capital Allocation and Accumulation
Aïleen Lotz, Pierre Gosselin · 2023 · advanced · other
financial economics · statistics
A Statistical Field Perspective on Capital Allocation and Accumulation: Individual dynamics
Aïleen Lotz, Pierre Gosselin · 2023 · advanced · other
financial economics · probability · stochastic processes
A statistical technique for cleaning option price data
Jaco Visagie · 2025 · intermediate · options
option pricing · statistics
A Statistical-Finance Benchmark for Same-Day Directional Stock Prediction: Walk-Forward Evidence from SPY
Alex Chen · 2026 · intermediate · machine learning
financial machine learning · machine learning · time series
A Stochastic Control Approach to Managed Futures Portfolios
Raphael Yan, Tim Leung · 2018 · advanced · portfolio management
commodities · optimization · portfolio optimization
A stochastic control perspective on term structure models with roll-over risk
Claudio Fontana, Simone Pavarana, Wolfgang J. Runggaldier · 2023 · advanced · fixed income
fixed income · interest rates · liquidity risk · optimization · stochastic processes · term structure models
A stochastic correlation extension of the Vasicek credit risk model
Dhruv Bansal, Mayank Goud, Sourav Majumdar · 2026 · advanced · risk management
credit risk · stochastic differential equations · stochastic processes
A Stochastic Dominance Approach to Spanning
Post, G.T. · 2002 · advanced · portfolio management
portfolio management
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
Chang, C-L., Jiménez-Martín, J.A., McAleer, M.J. · 2015 · advanced · risk management
banking · risk management · tail risk
A stochastic forward-looking model to assess the profitability and solvency of European insurers
Berdin, Elia, Kok Sørensen, Christoffer, Pancaro, Cosimo · 2016 · intermediate · risk management
insurance · interest rates · stochastic processes
A Stochastic Model for Illiquid Stock Prices and its Conclusion about Correlation Measurement
Erina Nanyonga, Fred Mayambala, Hassan W. Kayondo · 2025 · advanced · stochastic calculus
brownian motion · liquidity · statistics · stochastic processes
A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio
Caroline Hillairet, Lionel Sopgoui, Olivier Lopez · 2026 · advanced · risk management
insurance · stochastic processes
A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications
Amit Kumar Jha · 2025 · advanced · quantitative trading
financial economics · stochastic processes
A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction
Paolo Dai Pra, Paolo Pigato · 2025 · advanced · stochastic calculus
market microstructure · stochastic processes
A Stock Prediction Model Based on DCNN
Ningning Liu, Qiao Zhou · 2020 · intermediate · machine learning
deep learning · machine learning · neural networks
A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
Bailing Yang, Jianqi Yan, Jin Yan · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
A structural approach to default modelling with pure jump processes
Jean-Philippe Aguilar, Nicolas Pesci, Victor James · 2021 · advanced · risk management
credit risk · jump processes · stochastic processes
A Structural Dynamic Factor Model for Daily Global Stock Market Returns
Linton, O. B., Tang, H., Wu, J. · 2022 · advanced · statistics
econometrics · statistical inference · time series
A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns
Andrea Bucci, Eduardo Rossi, Giulio Palomba · 2026 · advanced · time series
econometrics · statistics · time series
A Structured Survey of Quantum Computing for the Financial Industry
Damian Lötscher, Denis Bieri, Esther Hänggi · 2022 · advanced · other
algorithms · optimization
A study about who is interested in stock splitting and why: considering companies, shareholders or managers
Jiaquan Nicholas Chen, Marcel Ausloos · 2025 · intermediate · statistics
statistics
A study on Determinants of Dividend Policy and its Impact on Financial Performances: A Panel Data Analysis for Indian Listed Firms
Pooja M, Suresh N · 2022 · intermediate · other
corporate finance · panel data
A Study on Impact of Capital Structure on Profitability of Companies Listed in Indian Stock Exchange with respect to Automobile Industry
P. Aishwarya, Sudharani R, Suresh N · 2022 · intermediate · other
capital structure · corporate finance · hypothesis testing · panel data
A Study on Impact of Dividend Policy on Initial Public Offering Price Performance
J. C. Usha, N. Suresh, S. Meghna · 2022 · beginner · other
garch
A Study on the Efficiency of the Indian Stock Market
Aman Narsaria, Devansh Jain, Manthan Patel · 2020 · intermediate · statistics
hypothesis testing · market efficiency · regression · time series
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Christian Haefke, Dimitris N. Politis, Halbert White · 2001 · advanced · statistics
econometrics · market risk · statistical inference · time series
A Survey of Financial AI: Architectures, Advances and Open Challenges
Junhua Liu · 2024 · intermediate · machine learning
financial machine learning · machine learning · portfolio optimization
A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
H. Vincent Poor, John M. Mulvey, Qingsong Wen · 2024 · intermediate · machine learning
large language models · natural language processing · time series
A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion
Olivier David Zerbib · 2022 · advanced · statistics
asset pricing · capm · equity markets · esg · sustainable investing
A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching
Guanxing Fu, Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · quantitative trading
liquidity · optimization · stochastic calculus · stochastic differential equations
A Systematic Approach to Constructing Market Models with Arbitrage
Johannes Ruf, Wolfgang Runggaldier · 2014 · advanced · stochastic calculus
martingales · mathematical finance · stochastic processes
A systematic literature review on solution approaches for the index tracking problem in the last decade
Adiel Teixeira de Almeida Filho, Julio Cezar Soares Silva · 2023 · intermediate · portfolio management
optimization · portfolio optimization · transaction costs
A systematic review of early warning systems in finance
Ali Namaki, Reza Eyvazloo, Shahin Ramtinnia · 2023 · intermediate · risk management
banking · machine learning
A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall
Georgios I. Papayiannis, Georgios Psarrakos · 2025 · advanced · risk management
risk management · tail risk
A tale of fire-sales and liquidity hoarding
Aleksander Berentsen, Benjamin Müller · 2015 · advanced · risk management
banking · liquidity
A Tale of Tail Covariances (and Diversified Tails)
Jan Rosenzweig · 2023 · advanced · portfolio management
statistics · tail risk
A tale of two allocations: Risk capital contributions versus risk contributions in the tail
Edward Furman, Nawaf Mohammed · 2026 · advanced · risk management
risk management · tail risk
A Tale of Two Anomalies: The Implication of Investor Attention for Price and Earnings Momentum
Kewei Hou, Lin Peng, Wei Xiong · 2009 · intermediate · quantitative trading
momentum
A tale of two indexes: predicting equity market downturns in China
Lleo, Sebastien, Ziemba, William · 2018 · intermediate · time series
equity markets
A Taxonomy of Event-Linked Perpetual Futures: Design Axes, Failure Modes, and Empirical Evaluability
Maksym Nechepurenko · 2026 · advanced · derivatives
derivatives
A Temporal Multiplex Graph Neural Network for Systemic Risk Transmission in Global Banking
Nneka Umeorah, Tolulope Fadina · 2026 · advanced · risk management
contagion · deep learning · financial networks · machine learning · neural networks · systemic risk
A Term Structure Model for Dividends and Interest Rates
Damir Filipović, Sander Willems · 2018 · advanced · derivatives
interest rates · jump processes · model calibration · option pricing · term structure models
A Test for Mean-Variance Efficiency of a given Portfolio under Restrictions
Post, G.T. · 2005 · advanced · portfolio management
hypothesis testing
A test for the rank of the volatility process: the random perturbation approach
Jean Jacod, Mark Podolskij · 2012 · advanced · statistics
hypothesis testing · statistical inference · stochastic processes
A test of speculative arbitrage: is the cross-section of volatility invariant?
Barardehi, Yashar H., Bernhardt, Dan, Ruchti, Thomas G. · 2019 · advanced · quantitative trading
market microstructure
A theoretical analysis of Guyon's toy volatility model
Antoine Jacquier, Chloe Lacombe, Ofelia Bonesini · 2020 · advanced · stochastic calculus
option pricing · stochastic differential equations · stochastic processes
A Theoretical Framework Bridging Model Validation and Loss Ratio in Insurance
C. Evans Hedges · 2025 · intermediate · risk management
insurance
A theoretical framework for fees in AMMs
Abe Alexander, Lars Fritz · 2024 · intermediate · quantitative trading
decentralized finance · stochastic processes
A Theory of Equivalent Expectation Measures for Contingent Claim Returns
Sanjay K. Nawalkha, Xiaoyang Zhuo · 2020 · advanced · stochastic calculus
asset pricing · derivatives · mathematical finance · measure theory
A Theory of monetary union and financial integration
Luca Fornaro · 2021 · advanced · risk management
financial economics
A theory of socially responsible investment
Oehmke, Martin, Opp, Marcus · 2025 · advanced · other
other
A theory of strategic intermediation and endogenous liquidity
Rahi, Rohit, Zigrand, Jean-Pierre · 2007 · advanced · quantitative trading
financial economics · liquidity
A theory of the evolution of derivatives markets
Axelson, Ulf · 2013 · advanced · derivatives
derivatives
A Three--Dimensional Efficient Surface for Portfolio Optimization
Yimeng Qiu · 2026 · advanced · portfolio management
financial networks · optimization · portfolio optimization · systemic risk
A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration
Canlin Li, Francis X. Diebold, Lei Ji · 2006 · advanced · fixed income
fixed income · interest rates · risk management · term structure models
A three-step machine learning approach to predict market bubbles with financial news
Abraham Atsiwo · 2025 · advanced · machine learning
financial machine learning · machine learning · natural language processing
A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations
Useong Shin · 2026 · intermediate · fixed income
econometrics · foreign exchange · interest rates · time series
A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
Denise R Osborn, Dilem Yildirim, Ralf Becker · 2010 · advanced · time series
econometrics · hypothesis testing · interest rates · mortgage markets · statistical inference · time series
A Tick-by-Tick Solution for Concentrated Liquidity Provisioning
Corinne Powers · 2024 · advanced · quantitative trading
convex optimization · liquidity · market making · optimization
A Time Series Analysis of Financial Fragility in the UK Banking System
Bank of England, Charles A.E. Goodhart, Dimitrios P Tsomocos · 2004 · advanced · risk management
banking · financial stability · systemic risk · time series
A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection
Branka Hadji Misheva, Marc Wildi · 2022 · advanced · machine learning
deep learning · machine learning · neural networks · time series
A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
Giovanni, URGA, Michael, ROCKINGER · 1998 · advanced · time series
econometrics · garch · market efficiency · statistical inference · time series
A time-dependent Markovian model of a limit order book
Jonathan A. Chávez-Casillas · 2023 · advanced · quantitative trading
market microstructure · stochastic processes
A Top-Down Approach for the Multiple Exercises and Valuation of Employee Stock Options
Tim Leung, Yang Zhou · 2019 · intermediate · options
derivatives · option pricing
A Topological Approach to Parameterizing Deep Hedging Networks
Alok Das, Kiseop Lee · 2025 · advanced · machine learning
deep learning · machine learning · neural networks
A Tourism Financial Conditions Index
Chang, C-L., Hsu, H-K., McAleer, M.J. · 2014 · advanced · time series
econometrics · time series
A Tourism Financial Conditions Index for Tourism Finance
Chang, C-L., Hsu, H-K., McAleer, M.J. · 2017 · intermediate · time series
econometrics · time series
A transformer-based model for default prediction in mid-cap corporate markets
Christophe Mues, Cristián Bravo, Kamesh Korangi · 2021 · intermediate · risk management
credit risk · deep learning · machine learning
A Tree Implementation of a Credit Spread Model for Credit Derivatives
Schönbucher, Philipp J. · 2000 · advanced · fixed income
credit derivatives · credit risk · fixed income · interest rates
A Two-Factor Model for Commodity Prices and Futures Valuation
Diana Ramos Ribeiro, Stewart D. Hodges · 2004 · advanced · derivatives
commodities · derivatives · model calibration · statistical inference · stochastic processes
A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition
Bin Zou, Yi Xia, Zongxia Liang · 2024 · advanced · risk management
optimization
A Two-Stage Decision Support System for Sustainability-Aware Long Short Portfolio Optimization
Filippo Piccotto, Giacomo di Tollo, Massimiliano Kaucic · 2026 · advanced · portfolio management
algorithms · esg · optimization · portfolio optimization · sustainable investing
A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing
Ce Wang · 2024 · intermediate · options
derivatives · monte carlo simulation · numerical methods · option pricing · regression
A unified approach to informed trading via Monge-Kantorovich duality
Eunjung Noh, Ibrahim Ekren, Lu Vy · 2022 · advanced · quantitative trading
market microstructure · partial differential equations · probability · stochastic processes
A unified approach to xVA with CSA discounting and initial margin
Alessandro Gnoatto, Francesca Biagini, Immacolata Oliva · 2019 · advanced · risk management
credit risk · derivatives · stochastic calculus
A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives
Arpita Chatterjee, Dixon Domfeh, Matthew Dixon · 2022 · advanced · derivatives
bayesian statistics · derivatives · interest rates · stochastic processes
A Unified Credit Expansion Theory on Housing Cycle: Causal Evidence for Within- and Cross-Metro Patterns in the Prior, Boom, Bust, and Recovery Periods
Bo Li · 2026 · advanced · risk management
causal identification · causal inference · credit markets · econometrics · housing markets · mortgage markets
A Unified Framework for Fast Large-Scale Portfolio Optimization
Abolfazl Safikhani, Pawel Polak, Ronakdilip Shah · 2023 · advanced · portfolio management
factor investing · optimization · portfolio optimization
A unified theory of order flow, market impact, and volatility
Grégoire Szymanski, Johannes Muhle-Karbe, Mathieu Rosenbaum · 2026 · advanced · quantitative trading
market microstructure · rough volatility · stochastic processes
A Unified Theory of Ownership Concentration, Overlap, and Dependence
Iro Tasitsiomi, Miquel Noguer i Alonso · 2026 · advanced · risk management
linear algebra
A Unifying Approach for the Pricing of Debt Securities
Anne Mackay, Marie-Claude Vachon · 2024 · advanced · fixed income
convertible bonds · fixed income · interest rates · numerical methods · stochastic processes
A unifying approach to the empirical evaluation of asset pricing models
Enrique Sentana, Francisco Peñaranda · 2010 · advanced · statistics
asset pricing · econometrics · regression
A unifying perspective on the collapse to the mean for law-invariant functionals
Felix-Benedikt Liebrich · 2026 · advanced · risk management
risk management
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model
De Jong , F. · 1991 · advanced · time series
econometrics · foreign exchange · statistical inference · statistics · time series
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
Mathias Mesfin · 2026 · intermediate · quantitative trading
backtesting · time series
A Valuation Study of Stock-Market Seasonality and Firm Size
Jan Jindra, Zhiwu Chen · 2001 · intermediate · statistics
equity markets
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
Lixing Lin, Luyun Lin, Moxuan Zheng · 2026 · intermediate · quantitative trading
quantitative trading
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
Antoine Heranval, Daniel Nkameni, Didier Ngatcha · 2026 · advanced · risk management
insurance · machine learning · neural networks · risk management
A Welfare Analysis of Fragmented Liquidity Markets
Guembel, Alexander, Sussman, Oren · 2014 · advanced · risk management
contagion · financial economics · liquidity · liquidity risk
A Wiener Chaos Approach to Martingale Modelling and Implied Volatility Calibration
Pere Diaz-Lozano, Thomas K. Kloster · 2026 · advanced · options
martingales · model calibration · option pricing · stochastic processes · volatility surface
A3T-GCN for FTSE100 Components Price Forecasting
A. L. Paredes · 2025 · advanced · machine learning
deep learning · financial machine learning · neural networks · time series
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
Dennis Kristensen, Michael Creel · 2014 · advanced · statistics
bayesian statistics · jump processes · statistical inference · stochastic processes
ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets
Aymeric Moulin, Jared Vann, Manuela Veloso · 2021 · intermediate · machine learning
reinforcement learning
ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book
Jean-Loup Dupret, Patrick Cheridito, Zhexin Wu · 2025 · advanced · quantitative trading
algorithmic trading · machine learning · market microstructure · optimal execution · reinforcement learning
ABIDES: Towards High-Fidelity Market Simulation for AI Research
David Byrd, Maria Hybinette, Tucker Hybinette Balch · 2019 · advanced · quantitative trading
quantitative trading
Abnormal Trading Detection in the NFT Market
Agam Shah, Mingxiao Song, Sudheer Chava · 2023 · intermediate · machine learning
data science · machine learning
About constant-product automated market makers
Arthur Vinciguerra, Guillaume Méroué, Théodore Conrad · 2023 · intermediate · quantitative trading
market making
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
Hadi Keramati, Samaneh Jazayeri · 2025 · advanced · machine learning
linear algebra · machine learning · option pricing · portfolio optimization · reinforcement learning
Accelerating Machine Learning Training Time for Limit Order Book Prediction
Mark Joseph Bennett · 2022 · intermediate · machine learning
high frequency trading · machine learning
Accounting Discretion of Banks During a Financial Crisis
Huizinga, H.P., Laeven, L. · 2009 · intermediate · risk management
banking
Accounting for leases and corporate investment
Chen, Ciao-Wei, Correia, Maria, Urcan, Oktay · 2023 · intermediate · other
corporate finance
Accounting Noise and the Pricing of CoCos
Mike Derksen, Peter Spreij, Sweder van Wijnbergen · 2018 · advanced · fixed income
fixed income
Accuracy of Deep Learning in Calibrating HJM Forward Curves
Fred Espen Benth, Nils Detering, Silvia Lavagnini · 2020 · advanced · options
commodities · model calibration · neural networks · option pricing · term structure models
Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm
Diego Porras, Juan José García-Ripoll, Samuel Fernández-Lorenzo · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · transaction costs
Achieving a Given Financial Goal with Optimal Deferred Term Insurance Purchasing Policy
Lihua Zhang, Yuqi Li · 2022 · advanced · risk management
insurance · optimization · stochastic differential equations · stochastic processes
Acquisition finance and market timing
Vermaelen, Theo, Xu, Moqi · 2014 · intermediate · other
capital structure · mergers and acquisitions
ACT: Anti-Crosstalk Learning for Cross-Sectional Stock Ranking via Temporal Disentanglement and Structural Purification
Juntao Li, Liang Zhang · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
Action-Space Entropy Regularization in Bayesian Markowitz
Andy Au · 2026 · advanced · portfolio management
bayesian statistics · mathematical finance · optimization · portfolio management · portfolio optimization
Action-State Dependent Dynamic Model Selection
Alessio Sancetta, Francesco Cordoni · 2023 · advanced · portfolio management
optimization · portfolio management · reinforcement learning
Active Financial Intermediation: Evidence on the Role of Organizational Specialization and Human Capital
Laura Bottazzi, Marco Da Rin, Thomas Hellmann · 2004 · intermediate · other
financial economics
Active Portfolio Management in Concentrated Equity Markets
Brian Ceco, Ting-Kam Leonard Wong, Xiaofei Shi · 2026 · advanced · portfolio management
backtesting · portfolio management · portfolio optimization · stochastic differential equations · stochastic processes · transaction costs
Active Risk Management and Banking Stability
Silva Buston, C.F. · 2013 · advanced · risk management
banking · credit risk · financial stability · risk management
Actuarial Implications and Modeling of Yellow Virus on Sugar Beet After the EU's Ban on Neonicotinoids and Climate Change
Jean Cordier, Martial Phélippé-Guinvarc · 2023 · intermediate · risk management
insurance
Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps
Davood Ahmadian, Foad Shokrollahi, Luca Vincenzo Ballestra · 2021 · advanced · options
brownian motion · option pricing · stochastic processes
Actuarial Transform Pricing
Luiz Vitiello, Oleg A. Ruban, Ser‐Huang Poon · 2010 · advanced · derivatives
mathematical finance
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation
Daniël Linders, Fan Yang, Karim Barigou · 2021 · advanced · risk management
insurance
Adaptative predictability of stock market returns
Casas Villalba, Maria Isabel, Mao, Xiuping, Veiga, Helena · 2020 · advanced · time series
econometrics · regression · statistics · time series · volatility forecasting
Adapted Law Invariance and Time-Consistent Dynamic Risk Measures
Mathias Beiglböck, Maxime Sylvestre, Silvana M. Pesenti · 2026 · advanced · risk management
probability
Adapting Altman's bankruptcy prediction model to the compositional data methodology
Fatemeh Keivani, Germà Coenders, Geòrgia Escaramís · 2026 · intermediate · risk management
credit risk · machine learning · regression
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
Chen Zhou, Cécile Mercadier, Laurens de Haan · 2016 · advanced · statistics
extreme value theory · statistical inference · tail risk · time series
Adapting the Actor Model of Concurrency for High-Frequency Trading: Synchronous Message Delivery (fast_send) and a Tick-to-Book Latency Study
Vincent Maciejewski · 2026 · advanced · programming
high frequency trading
Adapting the CVA model to Leland's framework
A. P. Mogni, P. Amster · 2018 · advanced · options
credit risk · derivatives · mathematical finance · option pricing · partial differential equations · transaction costs
Adaptive Agents and Data Quality in Agent-Based Financial Markets
Brian F. Tivnan, Colin M. Van Oort, Ethan Ratliff-Crain · 2023 · advanced · quantitative trading
market microstructure
Adaptive Alpha Weighting with PPO: Enhancing Prompt-Based LLM-Generated Alphas in Quant Trading
Hiroaki Kawashima, Qizhao Chen · 2025 · intermediate · machine learning
algorithmic trading · financial machine learning · large language models · reinforcement learning · time series
Adaptive and Regime-Aware RL for Portfolio Optimization
Gabriel Nixon Raj · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · portfolio optimization · reinforcement learning · risk management
Adaptive calibration of Heston Model using PCRLB based switching Filter
Kumar Yashaswi · 2021 · advanced · options
bayesian statistics · model calibration · statistical inference · stochastic processes
Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation
Ashraf Ghiye, Baptiste Barreau, Laurent Carlier · 2023 · intermediate · machine learning
machine learning
Adaptive Curves for Optimally Efficient Market Making
Pramod Viswanath, Sanjeev Kulkarni, Viraj Nadkarni · 2024 · advanced · quantitative trading
decentralized finance · liquidity · market making · market microstructure · optimization
Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba
Zhaofeng Zhang · 2025 · advanced · quantitative trading
deep learning · financial machine learning · liquidity risk · market making · neural networks · reinforcement learning
Adaptive Entangled Game Modules in Artificial General Intelligence
Haochen Li, Jingdong Ouyang, Leilei Shi · 2026 · advanced · machine learning
machine learning
Adaptive Finite-Budget Training for CVaR Risk-Aware Q-Learning
Junjie Lei, Wenjie Huang, Yifan Wu · 2026 · advanced · machine learning
machine learning · reinforcement learning · risk management
Adaptive Market Intelligence: A Mixture of Experts Framework for Volatility-Sensitive Stock Forecasting
Diego Vallarino · 2025 · intermediate · machine learning
machine learning · neural networks · regression · time series
Adaptive Modelling Approach for Row-Type Dependent Predictive Analysis (RTDPA): A Framework for Designing Machine Learning Models for Credit Risk Analysis in Banking Sector
Hema Date, Minati Rath · 2023 · intermediate · risk management
banking · credit risk · machine learning
Adaptive Money Market Interest Rate Strategy Utilizing Control Theory
Yuval Boneh · 2024 · advanced · risk management
decentralized finance · interest rates · risk management
Adaptive Multi-Strategy Market-Making Agent For Volatile Markets
Alexey Glushchenko, Ali Raheman, Anton Kolonin · 2022 · advanced · quantitative trading
algorithmic trading · backtesting · cryptocurrencies · market making
Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing
Riccardo Gozzo · 2025 · advanced · options
derivatives · mathematical finance · monte carlo simulation · numerical methods · option pricing
Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
Azar Louzi, Jonathan Spence, Noufel Frikha · 2024 · advanced · risk management
monte carlo simulation · numerical methods
Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
Lei Zhao, Lin Cai, Wu-Sheng Lu · 2025 · advanced · options
deep learning · machine learning · optimization · options hedging · reinforcement learning · risk management
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
Chuyi Yu, Jonathan Chávez-Casillas, José E. Figueroa-López · 2024 · advanced · quantitative trading
high frequency trading · liquidity · market making · market microstructure · optimization
Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models
Cizek, P., Haerdle, W., Spokoiny, V. · 2007 · advanced · time series
econometrics · statistics · time series
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
Bauwens, L., Bos, C.S., van Dijk, H.K. · 1999 · advanced · statistics
bayesian statistics · garch · monte carlo simulation · numerical methods
Adaptive Regime-Aware Stock Price Prediction Using Autoencoder-Gated Dual Node Transformers with Reinforcement Learning Control
Hussein Al Osman, Mahtab Haj Ali, Mohammad Al Ridhawi · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · reinforcement learning · time series
Adaptive singular-point method for pricing and hedging surrenderable equity-linked contracts
Andrea Molent, Marcellino Gaudenzi · 2026 · advanced · derivatives
insurance · interest rates · numerical methods · stochastic processes
Adaptive Strategies for Pension Fund Management
Emmanuel Candes, Peter R. Fisher, Raphael Chinchilla · 2025 · advanced · risk management
pensions · risk management
Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
Amin Milani Fard, Arash Peik, Mehdi Agha Sarram · 2025 · advanced · time series
cryptocurrencies · deep learning · financial machine learning · machine learning · neural networks · time series
Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
Fryzlewicz, Piotr, Schroeder, Anna Louise · 2013 · advanced · time series
statistics · time series
Adaptive Weighted Genetic Algorithm-Optimized SVR for Robust Long-Term Forecasting of Global Stock Indices for investment decisions
Mohit Beniwal · 2025 · intermediate · time series
algorithms · financial machine learning · machine learning · optimization · regression · time series
Adaptive Window Selection for Financial Risk Forecasting
Chenxin Lyu, Ruodu Wang, Yinhuan Li · 2026 · advanced · risk management
risk management · statistics
Adaptive-Robust Portfolio Optimisation
Leandro Sánchez-Betancourt, Theerawat Bhudisaksang, Álvaro Cartea · 2025 · advanced · portfolio management
model risk · optimization · partial differential equations · portfolio optimization · stochastic calculus · stochastic differential equations
AdaVol: An Adaptive Recursive Volatility Prediction Method
Nicklas Werge, Olivier Wintenberger · 2022 · advanced · time series
econometrics · garch · time series · volatility forecasting
Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman
Angelos Stefanidis, Daniil Mikriukov, Jionglong Su · 2026 · advanced · portfolio management
bayesian statistics · deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Adjustment to target capital, finance and growth
Antonio Ciccone, Elias Papaioannou · 2006 · intermediate · statistics
financial economics
Admissible Information Structures, Immersion, and the Order of Non-Anticipative Aggregation
Alejandro Rodriguez Dominguez · 2026 · advanced · stochastic calculus
asset pricing · martingales · stochastic processes
Admissible Portfolio Optimization: Information Constraints, Conditional Efficient Frontiers, and the Price of Causal Identification
Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management
causal identification · optimization · portfolio management · portfolio optimization
ADOL - Markovian approximation of rough lognormal model
Andrey Itkin, Peter Carr · 2019 · advanced · options
brownian motion · option pricing · rough volatility · stochastic calculus · stochastic processes
Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
Harshitha, Manideep Gongalla, Rahul Arulkumaran · 2024 · intermediate · time series
cryptocurrencies · machine learning · time series
Advanced Calibration Analysis and Tools: Identifying Influential Observations in Stochastic Interest Rate Model Calibration
Peter Ruckdeschel, Philipp Mahler · 2026 · advanced · fixed income
interest rates · model calibration · regression · statistical inference
Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications
Amssatou Diagne, Evan Daykin, Jacob Faile · 2025 · intermediate · machine learning
deep learning · natural language processing
Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
Kunyuan Ma, Mengfang Sun, Wenqing Zhang · 2024 · intermediate · risk management
banking · deep learning · financial machine learning · machine learning · neural networks · time series
Advanced simulation paradigm of human behaviour unveils complex financial systemic projection
Changjun Jiang, Cheng Wang, Chuwen Wang · 2025 · advanced · machine learning
machine learning
Advanced Statistical Arbitrage with Reinforcement Learning
Boming Ning, Kiseop Lee · 2024 · advanced · quantitative trading
algorithmic trading · machine learning · optimization · pairs trading · reinforcement learning · statistical arbitrage
Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Service
Eduard Horch, Evgenii Onishchuk, Maksim Dubovitskii · 2024 · intermediate · quantitative trading
decentralized finance
Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets
Md Imrul Hasan Showmick, Md. Jakir Hossen, Md. Yeasin Rahat · 2025 · intermediate · time series
deep learning · financial machine learning · foreign exchange · machine learning · neural networks · time series
Advancing Financial Engineering with Foundation Models: Progress, Applications, and Challenges
Chuang Li, Henglin Liu, Jiangpeng Yan · 2025 · intermediate · machine learning
time series
Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS
Mohit Apte, Yashodhara Haribhakta · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks
Abootaleb Shirvani, Ali Jaffri, Ayush Jha · 2025 · advanced · portfolio management
econometrics · garch · portfolio management · portfolio optimization · risk management · time series
Adversarial blockchain queues and trading on a CFMM
Andrew W. Macpherson · 2023 · advanced · quantitative trading
algorithmic trading
Adversarial Deep Reinforcement Learning in Portfolio Management
Hao Chen, Junhao Zhu, Kangkang Jiang · 2018 · advanced · machine learning
backtesting · deep learning · machine learning · optimization · portfolio management · reinforcement learning
Adversarial Training for Deep Hedging in Nonstationary Markets
Antoine Garin, Daniel Kuhn, Lukas Looser · 2026 · advanced · options
deep learning · financial machine learning · machine learning · optimization
Adversarial Training for Tabular Credit Scoring: A Multi-Attack Robustness Evaluation in P2P Lending
Gijs A. F. Niewzwaag, Manuele Massei, Marcos R. Machado · 2026 · advanced · machine learning
credit risk · deep learning · machine learning · neural networks · stress testing
Advisors and Asset Prices: A Model of the Origins of Bubbles
Harrison Hong, Jose Scheinkman, Wei Xiong · 2005 · advanced · other
asset pricing · financial economics
Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225
Torben B. Rasmussen · advanced · fixed income
fixed income · interest rates · stochastic processes · term structure models
Affine Pricing and Hedging of Collateralized Debt Obligations
Damir Filipović, Zehra Eksi · 2020 · advanced · derivatives
credit derivatives · credit risk · derivatives · model calibration
Affine Pricing Models from Group Quantization and Holonomy
Santiago Garcia · 2026 · advanced · stochastic calculus
mathematical finance
Affine Volterra covariance processes and application to commodity markets
Boris Günther, Ludger Overbeck · 2026 · advanced · stochastic calculus
stochastic calculus · stochastic processes
Affordability, financial innovation and the start of the housing boom
Benjamin J. Keys, Jane K. Dokko, Lindsay E. Relihan · 2019 · intermediate · risk management
housing markets · mortgage markets
Agency‐Based Asset Pricing and the Beta Anomaly
David C. Blitz · 2014 · advanced · portfolio management
asset pricing · capm · financial economics · portfolio management
Agent Policy-Value Audit: Separating Transition Composition from Event Selection in Financial LLM Agents
Chen, Huiwen, Mingyang · 2026 · advanced · machine learning
backtesting · large language models · statistical inference
Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents
Jiawei Du, Joey Tianyi Zhou, Liang Xie · 2025 · intermediate · machine learning
large language models
Agent-based Liquidity Risk Modelling for Financial Markets
Dingqiu Zhu, Jianfei Zhang, Justin Lyon · 2025 · advanced · quantitative trading
liquidity risk · market microstructure · monte carlo simulation · transaction costs
Agent-based model of information diffusion in the limit order book trading
Juho Kanniainen, Mateusz Wilinski · 2025 · advanced · quantitative trading
high frequency trading
Agent-based models for latent liquidity and concave price impact
Bence Toth, Iacopo Mastromatteo, Jean-Philippe Bouchaud · 2014 · advanced · quantitative trading
liquidity · market microstructure
Agent-Based Models for Two Stocks with Superhedging
Dario Crisci, Konrad Gajewski, Sebastian E. Ferrando · 2025 · advanced · options
algorithms
Agent-Based Simulation of a Perpetual Futures Market
Ramshreyas Rao · 2025 · intermediate · quantitative trading
derivatives · market microstructure
Agent-to-Agent Finance: Blockchain Payments and Trust Infrastructure for Autonomous AI Agents
Hui Gong · 2026 · intermediate · machine learning
machine learning
Agentic AI Systems and Financial Stability, From Model Risk to Systemic Risk
Seung Jung Lee, Sriram Nagaraj · 2026 · advanced · risk management
financial stability · model risk · systemic risk
Agentic Artificial Intelligence in Finance: A Comprehensive Survey
Alex Ng, Chia-Yi Chien, Dora Xu · 2026 · intermediate · machine learning
risk management · systemic risk
Agentic Empirical Asset Pricing: Methodological Foundations
Kay Giesecke, Xiaowei Ding, Yingjian Pan · 2026 · advanced · machine learning
asset pricing · backtesting · factor investing · large language models
Agentic Limit Order Books: Phase Transitions and Market Impact
Jan Rosenzweig · 2026 · advanced · quantitative trading
market microstructure · reinforcement learning
Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation
Bokai Cao, Fengrui Hua, Haohan Zhang · 2026 · advanced · quantitative trading
large language models · risk management
AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems
Ivan Letteri · 2026 · advanced · machine learning
algorithmic trading · large language models · risk management
Aggregate Investment and Investor Sentiment
Arif, Salman, Lee, Charles M. C. · 2014 · intermediate · statistics
asset pricing · behavioral finance · equity markets
Aggregate Volatility Expectations and Threshold CAPM
Aslihan Altay-Salih, Eser Arisoy, Levent Akdeniz · 2015 · intermediate · statistics
asset pricing · capm
Aggregation of financial markets
Georg Menz, Moritz Voß · 2023 · advanced · quantitative trading
liquidity
Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets
Marco Ottaviani, Peter Norman Sørensen · 2009 · advanced · quantitative trading
asset pricing · financial economics
Agnostic Risk Parity: Taming Known and Unknown-Unknowns
Emmanuel Sérié, Jean‐Philippe Bouchaud, Julien Kockelkoren · 2016 · advanced · portfolio management
linear algebra · portfolio management · portfolio optimization · risk management
AgonAlpha: Autonomous Alpha Discovery via Prompt Economy and Scalable Agentic Search
Chugang Yi, Haizhao Yang, Shunyao Yu · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · large language models
Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets
Keisuke Hara, Takanori Adachi · 2026 · advanced · stochastic calculus
mathematical finance
AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
Hui Gong · 2026 · advanced · machine learning
large language models · systemic risk
AI and Exchange Rate Predictability
Amin Izadyar · 2026 · advanced · machine learning
foreign exchange · large language models
AI Economist Agent: An Agentic Framework for Evidence-Based Economic and Financial Analysis with RAG, Knowledge Graphs, and Large Language Models
Masahiro Kato · 2026 · advanced · risk management
banking · large language models · stress testing
AI Financial Advice: Supply, Demand, and Life Cycle Implications
Matthew Akuzawa, Taha Choukhmane, Tim de Silva · 2026 · intermediate · portfolio management
financial economics · large language models
AI for AI: Optimizing Additional Infrastructure Build-out to Power Artificial Intelligence Data Centers
Alexander Crosier, Kyle Onghai, Ronnie Sircar · 2026 · advanced · stochastic calculus
mathematical finance · optimization · stochastic processes
AI for trading strategies
Danijel Jevtic, Joerg Osterrieder, Romain Deleze · 2022 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
AI Governance for Institutional Readiness in Finance
Irene Aldridge, Steve Krawciw · 2026 · intermediate · risk management
model risk · systemic risk
AI in Investment Analysis: LLMs for Equity Stock Ratings
Kassiani Papasotiriou, Shayleen Reynolds, Srijan Sood · 2024 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing
AI Trading: Evaluating Large Language Models for Technical Market Analysis
Geofrey Ntale · 2026 · intermediate · machine learning
large language models
AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring
Chun Chet Ng, Jia Yu Lim, Jin Khye Tan · 2025 · intermediate · risk management
banking · credit risk · data science · machine learning
AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets
Shuchen Meng, Xupeng Chen · 2026 · advanced · quantitative trading
algorithmic trading
AI-Driven Multiscenario Interest Rate Forecasting: A Proof of Concept for Banking Asset Management
Christoph Ostermair, David Scholz, Dirk Holländer · 2026 · advanced · time series
bayesian statistics · econometrics · interest rates · machine learning · natural language processing · time series
AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics
Jiajun Gu, Sixun Chen, Xintong Lin · 2024 · intermediate · machine learning
machine learning · momentum · regression
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
Tiago Monteiro · 2024 · advanced · quantitative trading
algorithmic trading · backtesting · financial machine learning · machine learning · neural networks · portfolio optimization
AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
Chao Huang, Tianyu Fan, Yangqin Jiang · 2025 · advanced · machine learning
cryptocurrencies · equity markets · large language models · risk management
Air Pollution, Affect, and Forecasting Bias: Evidence from Chinese Financial Analysts
Nianhang Xu, Raymond Fisman, Rui Dong · 2019 · intermediate · statistics
behavioral finance
ajdmom: A Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes
Jian-Qiang Hu, Yan-Feng Wu · 2024 · intermediate · stochastic calculus
jump processes · python · stochastic processes
Algometrics: Forecasting Under Algorithmic Feedback
Marc Schmitt · 2026 · advanced · time series
financial machine learning · statistical inference · time series
Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models
Anatoliy Swishchuk, Luca Lalor · 2024 · advanced · quantitative trading
algorithmic trading · high frequency trading · jump processes · optimal execution · optimization
Algorithmic Monitoring: Measuring Market Stress with Machine Learning
Marc Schmitt · 2026 · intermediate · risk management
financial machine learning · machine learning · regression
Algorithmic trading and investment-to-price sensitivity
Aliyev, Nihad, Huseynov, Fariz, Rzayev, Khaladdin · 2022 · intermediate · quantitative trading
algorithmic trading · financial economics
Algorithmic trading and stochastic integration
Aleksandar Arandjelovic, Uwe Schmock · 2026 · advanced · stochastic calculus
machine learning · mathematical finance · stochastic calculus · stochastic processes
Algorithmic trading in a microstructural limit order book model
Côme Huré, Frédéric Abergel, Huyên Pham · 2020 · advanced · quantitative trading
algorithmic trading · market making · market microstructure · optimization · stochastic processes
Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning
Farokh Marvasti, Mahdi Shamsi, Naseh Majidi · 2022 · advanced · quantitative trading
algorithmic trading · cryptocurrencies · deep learning · machine learning · neural networks · reinforcement learning
Algorithms for Claims Trading
Carmine Ventre, Lisa Wilhelmi, Martin Hoefer · 2024 · advanced · risk management
algorithms · financial networks · optimization
AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
Bao Chan Nguyen, Nguyet Nguyen Thi, The Anh Pham · 2026 · intermediate · quantitative trading
algorithmic trading · backtesting
Aligning Language Models with Investor and Market Behavior for Financial Recommendations
Fernando Spadea, Oshani Seneviratne · 2025 · advanced · machine learning
behavioral finance · financial machine learning · large language models · machine learning
Aligning Multilingual News for Stock Return Prediction
Andreas Veneris, Charles Martineau, Ing-Haw Cheng · 2025 · intermediate · machine learning
natural language processing
All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant
Roger Lee · 2023 · advanced · quantitative trading
decentralized finance · mathematical finance
Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
Chenkai Wang, Junji Ren, Peng Yang · 2024 · advanced · quantitative trading
model calibration · time series
Almost Perfect Shadow Prices
Eberhard Mayerhofer · 2024 · advanced · quantitative trading
mathematical finance · optimization · transaction costs
Almost-Exact Simulation Scheme for Heston-type Models: Bermudan and American Option Pricing
Anatoliy Malyarenko, Mara Kalicanin Dimitrov, Marko Dimitrov · 2025 · advanced · options
numerical methods · option pricing · stochastic processes
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
Doriana Ruffino, Fabio Maccheroni, Massimo Marinacci · 2010 · advanced · portfolio management
portfolio management · portfolio optimization
Alpha Discovery via Grammar-Guided Learning and Search
Dong Hao, Han Yang, Qi Shi · 2026 · advanced · machine learning
financial machine learning · machine learning
Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment
Weizhe Ren, Yang Li, Yichen Qin · 2024 · intermediate · machine learning
machine learning
Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment
Hang Yuan, Jian Guo, Saizhuo Wang · 2024 · advanced · machine learning
large language models
Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment
Hang Yuan, Heung-Yeung Shum, Jian Guo · 2023 · advanced · machine learning
large language models
Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning
Cheng Hua, Daxin Jiang, Jing Li · 2025 · advanced · machine learning
factor investing · financial machine learning · large language models · machine learning · reinforcement learning
AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay
Jiarui Yang, Jiayao Mai, Jinrui Chen · 2025 · advanced · machine learning
financial machine learning · large language models · machine learning
AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
Dhagash Mehta, Harrison Garber, Jingrao Lyu · 2025 · intermediate · portfolio management
equity markets · large language models · portfolio management
AlphaCrafter: A Full-Stack Multi-Agent Framework for Cross-Sectional Quantitative Trading
Jiaheng Liu, Jiaqi Wang, Jiayi Sheng · 2026 · advanced · quantitative trading
algorithmic trading · factor investing · large language models
AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining
Binqi Chen, Guoyi Shao, Hongjun Ding · 2025 · advanced · quantitative trading
quantitative trading
AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
Cuicui Luo, Hamid Arian, Hao Shi · 2024 · advanced · machine learning
deep learning · factor investing · machine learning
AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models
Bo An, Huaiyu Jia, Jieshun You · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · machine learning
AlphaLogics: A Market Logic-Driven Multi-Agent System for Scalable and Interpretable Alpha Factor Generation
Shengli Zhang, Taotao Wang, Yihan Xia · 2026 · advanced · portfolio management
backtesting · factor investing
AlphaPADI: Formulaic Alpha Discovery via Pool-Aware Hierarchical Discrete Diffusion
Chen-Hui Song, Fei Shen, Haowen Pan · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning
AlphaQCM: Alpha Discovery in Finance with Distributional Reinforcement Learning
Ke Zhu, Zhoufan Zhu
MDP · Markov decision process · Q function · Q-network · QCM · alpha discovery
AlphaQuanter: An End-to-End Tool-Augmented Agentic Reinforcement Learning Framework for Stock Trading
Changlong Yu, Jiashu Wang, Weixiang Yan · 2025 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · reinforcement learning
AlphaRJM: Reward-Jump Memory for Stochastic Return-Guided Alpha Discovery
Sayan Dhan, Selvaraju Natarajan · 2026 · advanced · machine learning
machine learning · reinforcement learning · stochastic processes
AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration
Binqi Chen, Hongjun Ding, Jinsheng Huang · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · reinforcement learning
AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics
Hassan Sawaf, Kamer Ali Yuksel · 2025 · advanced · machine learning
financial machine learning · large language models
AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market
Paulo André Lima de Castro · 2025 · intermediate · machine learning
backtesting · machine learning
AlphaZeroBeta: Deep Reinforcement Learning for Market-Neutral Portfolios
Boris Belyakov · 2026 · advanced · portfolio management
backtesting · deep learning · financial machine learning · neural networks · portfolio management · portfolio optimization
Alternative Asymmetric Stochastic Volatility Models
Asai, M., McAleer, M.J. · 2010 · advanced · time series
econometrics · statistical inference · time series
Alternative Investment Performance Fee Arrangements and Implication for SEC Regulatory Policy: A Comment
William Margrabe · intermediate · other
other
Alternative Loss Function in Evaluation of Transformer Models
Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Alternative models for FX: pricing double barrier options in regime-switching Lévy models with memory
Sergei Levendorskiĭ, Svetlana Boyarchenko · 2024 · advanced · options
derivatives · numerical methods · option pricing
Alternative Trading Systems and Liquidity
Hans Degryse, Mark Van Achter · 2001 · intermediate · quantitative trading
liquidity · market microstructure
Alternatives to classical option pricing
Svetlozar T. Rachev, W. Brent Lindquist · 2024 · advanced · options
asset pricing · derivatives · mathematical finance · option pricing
am-AMM: An Auction-Managed Automated Market Maker
Austin Adams, Ciamac C. Moallemi, Dan Robinson · 2024 · advanced · quantitative trading
liquidity · market making
AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
Chang-Tien Lu, Dan Wang, Jianfeng He · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · volatility forecasting
Ambiguïté, comportements et marchés financiers
Jean-Marc Tallon, Meglena Jeleva · 2014 · intermediate · portfolio management
asset pricing · financial economics · portfolio management
Ambiguity and Coordination in a Global. Game Model of Financial Crises
Daniel Laskar · 2012 · advanced · risk management
risk management
Ambiguity and the Historical Equity Premium
Fabrice Collard, Jean‐Marc Tallon, Kevin Keith Sheppard · 2011 · advanced · time series
asset pricing · financial economics · model calibration · time series
Ambiguity and Volatility : Asset Pricing Implications
Pataracchia, B. · 2011 · advanced · portfolio management
asset pricing · financial economics
Ambiguity Aversion, the Equity Premium and the Welfare Costs of Business Cycles
Alonso, Irasema, Prado, Jr., Jose Mauricio · 2007 · advanced · other
asset pricing · financial economics
Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature
Francesca Rinaldi, Massimo Guidolin · 2011 · intermediate · portfolio management
asset pricing · financial economics
Ambiguity Preferences and Portfolio Choices
Jean-Marc Tallon, Milo Bianchi · 2019 · intermediate · portfolio management
financial economics
Ambiguity Preferences and Portfolio Choices: Evidence from the Field
Jean-Marc Tallon, Milo Bianchi · 2014 · intermediate · portfolio management
portfolio management
Ambiguity, Pessimism, Optimism and Financial Crises in a Simple Global Game Model
Daniel Laskar · 2013 · advanced · risk management
financial economics
American Call Options Pricing With Modular Neural Networks
Ananya Unnikrishnan · 2024 · intermediate · options
deep learning · machine learning · neural networks · option pricing
American Exchange option driven by a Lévy process
Zakaria Marah · 2023 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
American Option Pricing Under Time-Varying Rough Volatility: A Signature-Based Hybrid Framework
Roshan Shah · 2025 · advanced · options
derivatives · machine learning · numerical methods · option pricing · rough volatility · stochastic processes
American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution
Lars Stentoft · 2008 · advanced · options
derivatives · garch · option pricing
American option pricing using generalised stochastic hybrid systems
Agnes Mallinger, Amira Meddah, Evelyn Buckwar · 2024 · advanced · options
jump processes · numerical methods · option pricing · stochastic processes
American Option Pricing using Self-Attention GRU and Shapley Value Interpretation
Yanhui Shen · 2023 · intermediate · options
deep learning · neural networks · option pricing
American options in the Volterra Heston model
Elizabeth Zúñiga, Etienne Chevalier, Sergio Pulido · 2021 · advanced · options
derivatives · numerical methods · option pricing · rough volatility · stochastic processes
American options in time-dependent one-factor models: Semi-analytic pricing, numerical methods and ML support
Andrey Itkin, Dmitry Muravey · 2023 · advanced · options
numerical methods · option pricing
American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs
Amit N. Kumar, Rohan, Siddanth Shetty · 2026 · advanced · options
deep learning · neural networks · option pricing · partial differential equations
American options valuation in time-dependent jump-diffusion models via integral equations and characteristic functions
Andrey Itkin · 2025 · advanced · options
derivatives · jump processes · numerical methods · option pricing · stochastic processes
American Passport options in an exponential Lévy model
Zakaria Marah · 2023 · advanced · options
derivatives · option pricing · partial differential equations · stochastic processes
American Put Option pricing using Least squares Monte Carlo method under Bakshi, Cao and Chen Model Framework (1997) and comparison to alternative regression techniques in Monte Carlo
Anurag Sodhi · 2018 · advanced · options
monte carlo simulation · option pricing
Amortizing Perpetual Options
Zachary Feinstein · 2025 · advanced · options
derivatives · mathematical finance · option pricing
Amortizing the Calibration Triple: A Projection-Consistent Neural Operator for Local-Stochastic Volatility
Anaïs Després, Francois Buet-Golfouse, Martin Dureau · 2026 · advanced · options
deep learning · model calibration · neural networks · numerical methods · stochastic differential equations · volatility surface
Amsterdam and London as financial centers in the eighteenth century
Carlos, Ann M., Neal, Larry · 2011 · intermediate · other
banking
An ‘Atypical’ Case? The First Emergence of Brussels as an International Financial Centre, 1830-1860
Stefano Ugolini · 2011 · intermediate · other
banking
An Accurate Discretized Approach to Parameter Estimation in the CKLS Model via the CIR Framework
Sourojyoti Barick · 2025 · advanced · fixed income
interest rates · statistical inference · stochastic differential equations
An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options
Chinonso Nwankwo, Weizhong Dai · 2020 · advanced · options
numerical methods · option pricing · partial differential equations
An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
Hong Kee Sul, Jimyeong Kim, Soohan Kim · 2023 · advanced · quantitative trading
algorithmic trading · machine learning · optimal execution · reinforcement learning
An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming
Chi-Wen Jevons Lee, Joaguin R. Trigueros, N. K. Chidambaran · 1998 · intermediate · options
option pricing
An Adaptive Multi Agent Bitcoin Trading System
Aadi Singhi · 2025 · advanced · machine learning
algorithmic trading · backtesting · cryptocurrencies · financial machine learning · large language models · machine learning
An adaptive network-based approach for advanced forecasting of cryptocurrency values
Ali Mehrban, Pegah Ahadian · 2024 · intermediate · machine learning
cryptocurrencies · machine learning
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
Joseph de Vilmarest, Nicklas Werge · 2023 · intermediate · time series
statistics · time series · volatility forecasting
An adoption model of cryptocurrencies
Rzayev, Khaladdin, Sakkas, Athanasios, Urquhart, Andrew · 2025 · intermediate · time series
cryptocurrencies
An Advanced Ensemble Deep Learning Framework for Stock Price Prediction Using VAE, Transformer, and LSTM Model
Anindya Sarkar, G. Vadivu · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
An Agent-Based Model to Study Informational Cascades in Financial Markets
Frédéric Amblard, Sadek Benhammada, Salim Chikhi · 2021 · advanced · quantitative trading
quantitative trading
An Algebraic Framework for the Modeling of Limit Order Books
Johannes Bleher, Michael Bleher · 2024 · advanced · quantitative trading
market microstructure · stochastic processes
An Algorithmic Framework for Systematic Literature Reviews: A Case Study for Financial Narratives
Gabin Taibi, Joerg Osterrieder · 2026 · intermediate · machine learning
algorithms · natural language processing
An Algorithmic Information-theoretic Approach to the Behaviour of Financial Markets
Hector Zenil, Jean-Paul Delahaye · 2011 · advanced · statistics
algorithms · time series
An Ambit Field Framework for the Full Panel of Day-ahead Electricity Prices
Thomas K. Kloster · 2025 · advanced · stochastic calculus
derivatives · stochastic processes
An analysis of capital market through the lens of integral transforms: exploring efficient markets and information asymmetry
Abhijit Dutta, Kiran Sharma, Rupak Mukherjee · 2025 · intermediate · time series
market efficiency · time series
An Analysis of the Interdependence Between Peanut and Other Agricultural Commodities in China's Futures Market
Suke Li · 2025 · intermediate · time series
commodities · econometrics · garch · regression · time series
An Analytic COS Method for Compound Option Valuation
Cornelis W. Oosterlee, Zhipeng Huang · 2026 · advanced · options
derivatives · mathematical finance · numerical methods · option pricing
An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
Graham L. Giller · 2024 · intermediate · portfolio management
portfolio optimization · statistics
An Analytic Solution for Interest Rate Swap Spreads
Grinblatt, Mark · 1995 · advanced · fixed income
fixed income · interest rates · liquidity
An analytical perturbative solution to the Merton Garman model using symmetries
Nathaniel Wiesendanger Shaw, Xavier Calmet · 2019 · advanced · options
mathematical finance · option pricing
An Anlysis Of The Real Interest Rate Under Regime Shifts
Garcia, R., Perron, P. · 1990 · advanced · time series
econometrics · statistics · time series
An Application of Dirac's Interaction Picture to Option Pricing
Mauricio Contreras G · 2020 · advanced · options
derivatives · option pricing · partial differential equations
An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index
Klaus Reiner Schenk-Hopp�, Martin Stalder, Thorsten Hens · intermediate · portfolio management
equity markets · financial economics · portfolio management
An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
Ava Zhao, Danran Chen, Jirat Suchato · 2024 · intermediate · quantitative trading
pairs trading · stochastic processes · time series
An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians
Gechun Liang, Shuo Huang, Thaleia Zariphopoulou · 2018 · advanced · stochastic calculus
numerical methods · partial differential equations
An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model
Francis X. Diebold, Glenn D. Rudebusch, Jens H. E. Christensen · 2008 · advanced · fixed income
fixed income · interest rates · mathematical finance · term structure models
An arbitrage-free interpolation of class $C^2$ for option prices
Fabien Le Floc'h · 2020 · advanced · options
model calibration · option pricing · volatility surface
An asset-level analysis of financial tail risks under extreme weather events
Baer, Moritz, Bernhofen, Mark, Borsuk, Marcin · 2025 · advanced · risk management
copulas · tail risk
An Asymmetric Capital Asset Pricing Model
Abdulnasser Hatemi-J · 2024 · intermediate · risk management
asset pricing · capm · market risk
An asynchronous double auction market to study the formation of financial bubbles and crashes
Frédéric Amblard, Sadek Benhammada, Salim Chikhi · 2017 · intermediate · quantitative trading
financial economics
An auto-regressive conditional binomial option pricing model
Prigent, Jean-Luc, Renault, Olivier, Scaillet, Olivier · 2000 · advanced · options
jump processes · market microstructure · option pricing · stochastic processes
An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks
Csóka, Péter, Herings, P.J.J. · 2023 · advanced · risk management
financial networks
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
Chang, C-L., McAleer, M.J., Wang, C-H. · 2016 · advanced · time series
econometrics · exchange traded funds · time series
An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models
Mark Podolskij, Silja Kinnebrock · 2008 · advanced · statistics
econometrics · market microstructure · regression · statistical inference · stochastic processes
An Econometric Analysis of Nonsyschronous-Trading
Andrew W. Lo, Craig A. MacKinlay · advanced · statistics
econometrics · time series
An econometric analysis of volatility discovery
Fruet Dias, Gustavo, Papailias, Fotis, Scherrer, Cristina · 2023 · advanced · time series
econometrics · statistical inference · statistics · time series
An Econometric Study of Vine Copulas
Dominique Guegan, Pierre-André Maugis · 2010 · advanced · statistics
copulas · econometrics · risk management · statistical inference
An Economy with Personal Currency: Theory and Evidence
Juergen Huber, Martin Angerer, Martin Shubik · 2009 · intermediate · risk management
risk management
An effective interest rate cap: a clarification
Mikhail V. Sokolov · 2023 · intermediate · fixed income
interest rates
An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers
Guillermo Angeris, Max Resnick, Tarun Chitra · 2023 · advanced · quantitative trading
algorithms · convex optimization · optimization
An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps
Keyuan Wu, Tenghan Zhong, Yuxuan Ouyang · 2025 · advanced · options
derivatives · machine learning · model calibration · option pricing · rough volatility
An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book
Jiahao Yang, Jun Zhou, Ming Zhang · 2025 · intermediate · machine learning
deep learning · high frequency trading · machine learning · neural networks
An Efficient Machine Learning Framework for Option Pricing via Fourier Transform
Liying Zhang, Ying Gao · 2025 · advanced · options
algorithms · derivatives · financial machine learning · machine learning · numerical methods · option pricing
An Efficient SSP-based Methodology for Assessing Climate Risks of a Large Credit Portfolio
Emmanuel Gobet, Florian Bourgey, Ying Jiao · 2024 · advanced · risk management
credit risk
An Efficient Unified Approach for Spread Option Pricing in a Copula Market Model
Edoardo Berton, Lorenzo Mercuri · 2021 · advanced · options
copulas · derivatives · option pricing
An Emerging Market Financial Conditions Index: A VAR Approach
Michael A. Stemmer, Rémy Charleroy · 2014 · advanced · time series
econometrics · time series
An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings
Andreas Milidonis, Erik Berwart, Massimo Guidolin · 2013 · intermediate · risk management
risk management
An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules
Andrea Resti, Giovanni Petrella · 2016 · intermediate · risk management
fixed income · liquidity · liquidity risk
An Empirical Analysis of Intertemporal Asset Pricing Models with Transaction Costs and Habit Persistence
Marno Verbeek, Wessel Marquering · 1998 · advanced · statistics
asset pricing · financial economics · transaction costs
An Empirical Analysis of Scam Tokens on Ethereum Blockchain
Vahidin Jeleskovic · 2024 · intermediate · statistics
cryptocurrencies
An empirical analysis of the hedging effectiveness of currency futures
Veld, C.H., de Jong, A., de Roon, F.A. · 1995 · intermediate · derivatives
derivatives · foreign exchange · risk management
An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
Carmine Ventre, Haochen Li, Maria Polukarov · 2023 · advanced · time series
market microstructure · volatility forecasting
An empirical approach to financial crisis indicators based on random matrices
Antoine Kornprobst, Raphaël Douady · 2018 · advanced · risk management
statistics
An Empirical Assessment of Characteristics and Optimal Portfolios
Christopher G. Lamoureux, Huacheng Zhang · 2021 · advanced · portfolio management
asset pricing · portfolio management · portfolio optimization
An Empirical Assessment of the Accounting Semi-Identity Problem's Pervasiveness and Severity
F. Javier Sánchez-Vidal · 2025 · intermediate · statistics
econometrics
An empirical behavioral model of price formation
J. Doyne Farmer, Szabolcs Mike · 2005 · advanced · quantitative trading
behavioral finance · financial economics · market microstructure · stochastic processes
An Empirical Comparison of Default Swap Pricing Models
Patrick Houweling, Ton Vorst · 2002 · intermediate · fixed income
credit derivatives · credit risk · fixed income
An Empirical Implementation of the Shadow Riskless Rate
Davide Lauria, Frank J. Fabozzi, JiHo Park · 2024 · advanced · statistics
asset pricing · linear algebra · numerical methods
An Empirical Investigation of the Forward Interest Rate Term Structure
Andrew Matacz, Jean‐Philippe Bouchaud · 1999 · advanced · fixed income
fixed income · interest rates · term structure models
An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities
Arthur Gervais, Kaihua Qin, Liyi Zhou · 2021 · advanced · risk management
decentralized finance
An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap
Jan Arvid Berg, Lioba Heimbach, Robin Fritsch · 2022 · intermediate · quantitative trading
decentralized finance · market efficiency · market making
An empirical study of market risk factors for Bitcoin
Shubham Singh · 2024 · intermediate · statistics
asset pricing
An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds
Rajesh ADJ Jeyaprakash, Senthil Arasu Balasubramanian, Vijay Maddikera · 2025 · intermediate · portfolio management
mutual funds
An Empirical Study on the Holiday Effect of China's Time-Honored Companies
Haoxuan Xu, Jiayi Xu, Lei Wang · 2023 · intermediate · statistics
statistics
An End to Consensus? The Selective Impact of Corporate Law Reform on Financial Development
Deakin, S., Sarkar, P., Singh, A. · 2011 · intermediate · other
other
An End-To-End LLM Enhanced Trading System
Ronitt Mehra, Ziyao Zhou · 2025 · intermediate · machine learning
large language models · machine learning · natural language processing
An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
Chufeng Li, Jianyong Chen · 2024 · intermediate · time series
deep learning · financial machine learning · machine learning · neural networks · time series
An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading
Diego Klabjan, Shuyang Wang · 2023 · advanced · machine learning
algorithmic trading · cryptocurrencies · deep learning · machine learning · reinforcement learning
An Entropic Factor Model for Robust Portfolio Replication
Argimiro Arratia, Henryk Gzyl · 2026 · advanced · portfolio management
factor investing · optimization
An Equilibrium Model for the Cross-Section of Liquidity Premia
Chen Yang, Johannes Muhle-Karbe, Xiaofei Shi · 2020 · advanced · stochastic calculus
asset pricing · liquidity · liquidity risk · stochastic differential equations · transaction costs
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior
Gechun Liang, Thaleia Zariphopoulou, Wing Fung Chong · 2018 · advanced · risk management
mathematical finance · stochastic differential equations
An ergodic theorem for multi-period mutual insurance
John Armstrong · 2026 · advanced · risk management
financial economics · insurance
An Evaluation of Deep Learning Models for Stock Market Trend Prediction
Andrew McCarren, Gonzalo Lopez Gil, Paul Duhamel-Sebline · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
An Expanded Local Variance Gamma model
Andrey Itkin, Peter Carr · 2018 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
An Explainable Market Integrity Monitoring System with Multi-Source Attention Signals and Transparent Scoring
Sandeep Neela · 2026 · intermediate · risk management
market microstructure · statistics · time series
An explanation for the distribution characteristics of stock returns
Bo Li · 2023 · intermediate · statistics
statistics
An Explicit Scheme for Pathwise XVA Computations
Botao Li, Bouazza Saadeddine, Lokman Abbas-Turki · 2024 · advanced · derivatives
monte carlo simulation · neural networks · numerical methods · regression · stochastic differential equations
An Explicit Solution for the Problem of Optimal Investment with Random Endowment
Christoph Knochenhauer, Michael Donisch · 2025 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
An Explicit Solution to Black-Scholes Implied Volatility
Wolfgang Schadner · 2026 · advanced · options
option pricing · probability
An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables
Garvit Arora, Shubhangi Tiwari, Xuan Mei · 2024 · intermediate · risk management
machine learning
An extendable, integrated, and dynamic approach to forecasting and stress-testing credit risk
Arno Botha, Conrad Beyers, Marcel Muller · 2026 · advanced · risk management
credit risk · monte carlo simulation · stress testing
An extended CIR process with stochastic discontinuities
Claudio Fontana, Simone Pavarana, Thorsten Schmidt · 2025 · advanced · fixed income
fixed income · interest rates · jump processes · stochastic processes
An extended macro-finance model with financial factors
Hans DEWACHTER, Leonardo IANIA · 2009 · advanced · fixed income
financial economics · liquidity
An extended Merton problem with relaxed benchmark tracking
Lijun Bo, Xiang Yu, Yijie Huang · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic calculus · stochastic differential equations
An Extension of Good-Deal Asset Price Bounds
Longarela, Iñaki R. · 2001 · advanced · risk management
asset pricing
An extremal fractional Gaussian with a possible application to option-pricing with skew and smile
Alexander Jurisch · 2018 · advanced · options
option pricing · stochastic processes
An extreme Gradient Boosting (XGBoost) Trees approach to Detect and Identify Unlawful Insider Trading (UIT) Transactions
Igor Griva, Krishna Neupane · 2025 · intermediate · machine learning
machine learning
An Historical Perspective on the Quest for Financial Stability and the Monetary Policy Regime
Michael D. Bordo · 2017 · intermediate · risk management
financial stability
An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts
Sotirios D. Nikolopoulos · 2025 · intermediate · risk management
credit risk
An Impact Analysis of Microfinance in Bosnia and Herzegovina
Denis Nadolnyak, Valentina Hartarska · 2007 · intermediate · portfolio management
portfolio management
An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges
Benjamin Kraner, Claudio Tessone, Jianhong Lin · 2024 · intermediate · quantitative trading
algorithms
An Improved Estimator For Black-Scholes-Merton Implied Volatility
Hallerbach, W.G.P.M. · 2004 · intermediate · options
derivatives · option pricing
An Impulse Control Approach to Market Making in a Hawkes LOB Market
Jonathan Kochems, Konark Jain, Nick Firoozye · 2025 · advanced · quantitative trading
market making · market microstructure · optimization · stochastic processes
An Infinite-Dimensional Insider Trading Game
Christian Keller, Michael C. Tseng · 2026 · advanced · quantitative trading
financial economics · mathematical finance
An information based one-factor asset pricing model
Ghosh, Anisha, Julliard, Christian, Taylor, Alex · 2016 · advanced · statistics
asset pricing
An Information-Geometric Framework for Bayesian Credit Risk Monitoring
Lorenzo Quirini · 2026 · advanced · risk management
bayesian statistics · credit risk · statistical inference · statistics
An information-theoretic asset pricing model
Ghosh, Anisha, Julliard, Christian, Taylor, Alex. P · 2025 · advanced · statistics
asset pricing
An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default
Germano, Guido, Sariev, Eduard · 2018 · advanced · risk management
credit risk · machine learning
An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans
Duc-Thi Luu, Khuong Nguyen-An, Minh-Quan Nguyen · 2024 · intermediate · derivatives
mathematical finance · partial differential equations
An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences
Jianming Xia, Sheng Wang, Zongxia Liang · 2024 · advanced · portfolio management
mathematical finance · portfolio optimization
An Integrated Approach to Hedging and Pricing Eurodollar Derivatives
Robert Jarrow, Stuart Turnbull · 1996 · advanced · fixed income
derivatives · fixed income · interest rates
An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
Stefan Weber, Sören Bettels · 2024 · advanced · risk management
machine learning · monte carlo simulation · numerical methods
An Interpretable Deep Learning Model for General Insurance Pricing
Bernard Wong, Patrick J. Laub, Tu Pho · 2025 · advanced · risk management
deep learning · insurance · machine learning · neural networks
An Intertemporal CAPM with stochastic volatility
Campbell, John Y., Giglio, Stefano, Polk, Christopher · 2018 · advanced · portfolio management
asset pricing
An introduction to statistical finance
Jean‐Philippe Bouchaud · 2002 · intermediate · statistics
statistics · time series
An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability
Hui Jun Zhang, Oliver Linton, Seok Young Hong · 2015 · advanced · statistics
econometrics · hypothesis testing · market efficiency · statistical inference · statistics · time series
An Investigation of Underwriting Fees for Asset-Backed Securities
Aron A. Gottesman, David Puskar · 2012 · intermediate · fixed income
fixed income
An investor-led framework of pilot indicators to assess banks on the transition to net zero
Bienkowska, Beata, Dietz, Simon, Hastreiter, Nikolaus · 2022 · intermediate · risk management
banking
An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns
Stig V. Møller, Tom Engsted · 2008 · advanced · statistics
asset pricing · econometrics · hypothesis testing · statistical inference
An Offline Learning Approach to Propagator Models
Eyal Neuman, Wolfgang Stockinger, Yufei Zhang · 2023 · advanced · quantitative trading
financial machine learning · machine learning · market microstructure · optimal execution
An Old Friend: The Stock Market's Shiller P/E
Cliff Asness · 2012 · beginner · time series
equity markets · equity valuation
An old wine in new shari'a compliant bottles? A time-frequency wavelet analysis of the efficiency of monetary policy in dual financial systems
Amine Ben Amar · 2018 · intermediate · time series
financial economics · interest rates · time series
An Operator-Based Visual Analytics Pipeline for Synthetic Systemic Risk Dynamics
Ana Isabel Castillo Pereda · 2026 · intermediate · risk management
contagion · financial networks · systemic risk
An operator-level ARCH Model
Alexander Aue, Gregory Rice, Jeremy VanderDoes · 2026 · advanced · time series
statistical inference · statistics · stochastic processes · time series
An Optimal Transport approach to arbitrage correction: application to Volatility Stress-Tests
Marius Chevallier, Pierre-Emmanuel Lévy-dit-Vehel, Stefano De Marco · 2025 · advanced · options
derivatives · optimization · stress testing · volatility surface
An optimal transport foundation for a class of dynamically consistent risk measures
Max Nendel, Michael Kupper, Sven Fuhrmann · 2026 · advanced · risk management
stochastic processes
An overall perspective on banking regulation
Xavier Freixas · 2003 · intermediate · risk management
banking · financial stability
An SFP--FCC Method for Pricing and Hedging Early-exercise Options under Lévy Processes
Chan, Tat Lung · 2019 · advanced · options
derivatives · numerical methods · option pricing · options hedging
An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing
Amirhessam Yazdi, Ghazal Farhani, Sina Kazemian · 2025 · advanced · options
machine learning · neural networks · numerical methods · option pricing · partial differential equations
Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
Sourojyoti Barick, Sudip Ratan Chandra · 2025 · advanced · stochastic calculus
jump processes · monte carlo simulation · stochastic processes
Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches
Xuefan, Pan · 2023 · intermediate · machine learning
natural language processing
Analysis of bank leverage via dynamical systems and deep neural networks
Lillo, Fabrizio, Livieri, Giulia, Marmi, Stefano · 2023 · advanced · risk management
banking · deep learning · neural networks · time series
Analysis of Contagion in China's Stock Market: A Hawkes Process Perspective
Junwei Yang · 2025 · advanced · time series
contagion · stochastic processes · time series
Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance
Kirill Kolmykov · 2023 · intermediate · other
decentralized finance
Analysis of frequent trading effects of various machine learning models
Jiahao Chen, Xiaofei Li · 2023 · intermediate · quantitative trading
algorithmic trading · algorithms · high frequency trading · machine learning · neural networks
Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
Beier Liu, Haiyun Zhu · 2024 · intermediate · quantitative trading
market efficiency
Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios
Chudik, A., Pesaran, M. H., Smith, R. P. · 2025 · advanced · statistics
econometrics · panel data
Analysis of Optimal Portfolio Management Using Hierarchical Clustering
Kapil Panda · 2023 · intermediate · portfolio management
machine learning · portfolio management · portfolio optimization
Analysis of Realized Volatility in Two Trading Sessions of the Japanese Stock Market
Tetsuya Takaishi, Ting Ting Chen, Zeyu Zheng · 2013 · intermediate · time series
statistics · time series
Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation
Isao Yagi, Shuto Endo, Takanobu Mizuta · 2025 · intermediate · quantitative trading
algorithmic trading
Analysis of the Impact of the Union Budget Announcements on the Indian Stock Market: A Fractal Perspective
Andrew Eberhard, Asha Rao, Geetika Verma · 2025 · intermediate · statistics
statistics
Analysis of the optimal exercise boundary of American put options with delivery lags
Gechun Liang, Zhou Yang · 2018 · advanced · options
derivatives · option pricing
Analysis of the Principal Components of Correlation Matrices of S&P 500 Financial Data from an Econophysics Perspective
Javier Gómez Morales · 2026 · intermediate · statistics
linear algebra · statistics · time series
Analysis of the RMM-01 Market Maker
Colin Roberts, Waylon Jepsen · 2023 · advanced · quantitative trading
market making · option pricing
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
Anne MacKay, Marie-Claude Vachon, Zhenyu Cui · 2022 · advanced · derivatives
stochastic processes
Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach
Hyong Chol O, Tae Song Kim · 2020 · advanced · fixed income
credit risk · fixed income
Analyst Reports and Stock Performance: Evidence from the Chinese Market
Haolong Chen, Jiayou Liang, Rui Liu · 2024 · intermediate · machine learning
deep learning · machine learning · natural language processing · neural networks
Analytic approximation for Bachelier option prices and applications
Elisa Alòs, Òscar Burés · 2026 · advanced · options
option pricing · stochastic calculus
Analytic Approximation of Finite‐Maturity Timer Option Prices
Fabio Mercurio, Minqiang Li · 2014 · advanced · options
derivatives · option pricing · stochastic processes
Analytic Calibration in Andreasen-Huge SABR Model
K. E. Feldman · 2020 · advanced · options
model calibration · option pricing
Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
Mikołaj Łabędzki · 2025 · advanced · options
model calibration · option pricing · stochastic processes
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Byoung Ki Seo, Kyungsub Lee · 2021 · advanced · options
liquidity · options hedging
Analytic Pricing of Bermudan Swaptions with Few Exercise Dates
Emiliano Papa · 2026 · advanced · options
derivatives · fixed income · interest rates · option pricing
Analytic Pricing of SOFR Futures Contracts with Smile and Skew
Aurelio Romero-Bermúdez, Colin Turfus · 2024 · advanced · fixed income
derivatives · fixed income · interest rates · partial differential equations
Analytic RFR Option Pricing with Smile and Skew
Aurelio Romero-Bermúdez, Colin Turfus · 2023 · advanced · options
fixed income · interest rates · option pricing · term structure models
Analytical approximations of local-Heston volatility model and error analysis
Emmanuel Gobet, Romain Bompis · 2018 · advanced · options
mathematical finance · option pricing · stochastic calculus · stochastic differential equations
Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications
Fukiat Nualsri, Khamron Mekchay, Kittisak Chumpong · 2024 · advanced · stochastic calculus
partial differential equations · stochastic differential equations · stochastic processes
Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk
Dae Song Choe, Gyong-Dok Rim, Hyong Chol O · 2022 · advanced · fixed income
credit risk · fixed income · option pricing · partial differential equations
Analytical quasi maximum likelihood inference in multivariate volatility models
Hafner, C.M., Herwartz, H. · 2003 · advanced · time series
garch · statistical inference · statistics
Analytical valuation of vulnerable derivative claims with bilateral cash flows under credit, funding and wrong-way risk
Cristin Buescu, Juan Jose Francisco Miguelez · 2023 · advanced · derivatives
credit risk · derivatives · partial differential equations
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
Chang, C-L., McAleer, M.J., Tansuchat, R. · 2010 · advanced · time series
econometrics · garch · time series · volatility forecasting
Analyzing Communicability and Connectivity in the Indian Stock Market During Crises
Charu Sharma, Niteesh Sahni, Pawanesh Pawanesh · 2025 · advanced · risk management
financial networks · hypothesis testing · machine learning · statistics
Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs
Narayan Tondapu · 2024 · intermediate · time series
foreign exchange · garch · statistics · time series · volatility forecasting
Analyzing distortion riskmetrics and weighted entropy for unimodal and symmetric distributions under partial information constraints
Baishuai Zuo, Chuancun Yin · 2025 · advanced · risk management
risk management
Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
Amirhossein Karamoozian, Shafique Ur Rehman, Touqeer Ahmad · 2024 · advanced · risk management
copulas · cryptocurrencies · extreme value theory · garch · tail risk
Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach
H. Vicky Zhao, Huisheng Wang · 2025 · intermediate · portfolio management
optimization
Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis
Danielsson, Jon, Saltoglu, Burak · 2003 · advanced · quantitative trading
liquidity · market microstructure
Anatomy of a Stablecoin's failure: the Terra-Luna case
Antonio Briola, David Vidal-Tomás, Tomaso Aste · 2022 · intermediate · risk management
cryptocurrencies · financial networks
Anatomy of the Market: A Body-Tail Test of Factor Models
Useong Shin · 2026 · advanced · statistics
asset pricing · hypothesis testing
Anchored Geodesic Analysis for Multivariate Extremes
Alberto Quaini, Chen Zhou · 2026 · advanced · risk management
extreme value theory · statistics
Anglo-Saxon Capitalism in Crisis? Models of Liberal Capitalism and the Preconditions for Financial Stability
Fovargue-Davies, M., Konzelmann, S. · 2011 · intermediate · risk management
economic policy · financial stability
Announcement effects of convertible bond loans versus warrant-bond loans : An empirical analysis for the Dutch market
Veld, C.H., de Roon, F.A. · 1995 · intermediate · fixed income
convertible bonds · corporate finance
Annuities, Bequest and Portfolio Diversification
Emmanuel Thibault, Hippolyte d'Albis · 2010 · intermediate · portfolio management
interest rates · portfolio optimization
Annuities, Bequests and Portfolio Diversification
D'ALBIS Hippolyte, THIBAULT Emmanuel · 2009 · advanced · portfolio management
interest rates · portfolio management · portfolio optimization
Anomalies and News
Jeffrey Pontiff, Joseph Engelberg, R. David McLean · 2018 · intermediate · statistics
asset pricing
Anomalous diffusion and price impact in the fluid-limit of an order book
Derick Diana, Tim Gebbie · 2023 · advanced · quantitative trading
market microstructure · numerical methods · stochastic processes
Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
Antoine Jacquier, Lorenzo Torricelli · 2019 · advanced · options
option pricing · stochastic processes
Anomalous Impact in Reaction-Diffusion Financial Models
Bence Toth, Iacopo Mastromatteo, Jean-Philippe Bouchaud · 2014 · advanced · quantitative trading
quantitative trading
Anomalous impact in reaction-diffusion models
CFM · 2014 · advanced · quantitative trading
quantitative trading
Anomalous Price Impact and the Critical Nature of Liquidity in Financial Markets
Bence Toth, Cyril Deremble, Jean-Philippe Bouchaud · 2011 · advanced · quantitative trading
financial economics · liquidity · market microstructure
Anomaly detection in European cryptocurrency exchange-traded products
Julia Kończal, Rafał Połoczański · 2026 · intermediate · quantitative trading
cryptocurrencies · extreme value theory · machine learning
Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy
Kleyton da Costa · 2023 · advanced · machine learning
machine learning · neural networks
Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks
Lehdili Noureddine, Maud Thomas, Nisrine Madhar · 2022 · advanced · machine learning
machine learning · market risk · neural networks · time series
Anomaly prediction in XRP price with topological features
Illia Donhauzer, Pierluigi Cesana, Tomoyuki Shirai · 2026 · intermediate · time series
cryptocurrencies · machine learning
Anonymization and Information Loss
Baozhong Yang, Dexin Zhou, Ke Wu · 2025 · advanced · machine learning
large language models · natural language processing
Another look at yield spreads: The role of liquidity
D H Kim · 2002 · intermediate · fixed income
financial economics · interest rates · liquidity · term structure models
Anti-correlation network among China A-shares
Peng Liu · 2024 · intermediate · statistics
financial networks
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Ana Beatriz Galvão, Michael P. Clements · 2014 · advanced · time series
econometrics · equity markets
Anticipating the financial crisis: Evidence from insider trading in banks
José M. Marín, José-Luis Peydró, Ozlem Akin · 2016 · intermediate · risk management
banking
Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup
Aman Saggu, Ender Demir, Lennart Ante · 2024 · intermediate · statistics
cryptocurrencies
Anticipatory Portfolio Optimization
Miquel Noguer i Alonso · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic processes
Apparent multifractality in financial time series
Jean-Philippe Bouchaud, Marc Potters, Martin Meyer · 1999 · intermediate · time series
time series
Applicability of Large Corporate Credit Models to Small Business Risk Assessment
Khalid El-Awady · 2021 · intermediate · risk management
credit risk · deep learning · machine learning
Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers
Birbil, S.I., Frenk, J.B.G., Kaynar, B. · 2007 · intermediate · portfolio management
monte carlo simulation · numerical methods · optimization · portfolio optimization · risk management
Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs
Nigar Karimova · 2024 · intermediate · risk management
credit risk · machine learning
Application of Deep Learning for Factor Timing in Asset Management
Haoshu Lyu, Maysam Khodayari Gharanchaei, Prabhu Prasad Panda · 2024 · intermediate · machine learning
backtesting · deep learning · factor investing · machine learning · neural networks
Application of deep quantum neural networks to finance
Takayuki Sakuma · 2020 · advanced · options
machine learning · neural networks · option greeks · option pricing
Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging
Jakub Michańków, Paweł Sakowski, Zofia Bracha · 2025 · advanced · options
deep learning · options hedging · reinforcement learning
Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock
Dengxin Huang · 2023 · beginner · machine learning
machine learning · regression
Application of Neural Networks to House Pricing and Bond Rating
Daniëls, H.A.M., Kamp, B., Verkooijen, W.J.H. · 1997 · intermediate · machine learning
machine learning · neural networks · real estate
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks
Marco Bianchetti, Sergei Kucherenko, Stefano Scoleri · 2026 · advanced · options
monte carlo simulation · numerical methods · option greeks · option pricing
Application of the Kelly Criterion to Prediction Markets
Bernhard K Meister · 2024 · intermediate · portfolio management
probability
Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting
Xitai Yu · 2023 · intermediate · time series
time series
Applications of Mean Field Games in Financial Engineering and Economic Theory
Rene Carmona · 2020 · advanced · stochastic calculus
financial engineering · mathematical finance · optimization
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
Frensi Zejnullahu, Joerg Osterrieder, Maurice Moser · 2022 · intermediate · machine learning
algorithmic trading · deep learning · neural networks · reinforcement learning
Applying Deep Learning to Calibrate Stochastic Volatility Models
Abir Sridi, Paul Bilokon · 2023 · advanced · options
deep learning · machine learning · model calibration · neural networks · option pricing
Applying Informer for Option Pricing: A Transformer-Based Approach
Feliks Bańka, Jarosław A. Chudziak · 2025 · intermediate · options
deep learning · machine learning · neural networks · option pricing · time series
Applying News and Media Sentiment Analysis for Generating Forex Trading Signals
Oluwafemi F Olaiyapo · 2024 · intermediate · machine learning
foreign exchange · machine learning · natural language processing
Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis
Arno Botha, Tanja Verster · 2025 · intermediate · risk management
credit risk
Approaching multifractal complexity in decentralized cryptocurrency trading
Jarosław Kwapień, Marcin Królczyk, Marcin Wątorek · 2024 · advanced · time series
cryptocurrencies · time series
Approximate Arbitrage
Bernardo, Antonio, Ledoit, Olivier · 1999 · advanced · derivatives
mathematical finance
Approximate Design-Based Intervals for Downsampled Cross-Sectional Market Aggregates: A Randomized Design for Bandwidth-Constrained Financial Data Pipelines
Minmin Zeng · 2026 · advanced · statistics
statistical inference · statistics
APPROXIMATE HEDGING IN A LOCAL VOLATILITY MODEL WITH PROPORTIONAL TRANSACTION COSTS
Emmanuel Lépinette, Tuan Tran Quoc · 2014 · advanced · options
derivatives · option pricing · options hedging · transaction costs
Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model
Xudong Zheng, Yuecai Han · 2022 · advanced · options
brownian motion · derivatives · option pricing · stochastic processes
Approximate XVA for European claims
Alessandro Ramponi, Fabio Antonelli, Sergio Scarlatti · 2020 · advanced · risk management
credit risk · derivatives · numerical methods · stochastic differential equations
Approximation and regularity results for the Heston model and related processes
Edoardo Lombardo · 2025 · advanced · stochastic calculus
numerical methods · stochastic differential equations · stochastic processes
Approximation of stochastic insurer balance-sheet results using signatures of economic scenarios
Alexandre Boumezoued, Arthur Bourdon, Benjamin Jourdain · 2026 · intermediate · risk management
insurance · regression
Approximation of supply curves
Andres M. Alonso, Zehang Li · 2023 · intermediate · quantitative trading
quantitative trading
Approximation of the distribution of a stationary Markov process with application to option pricing
Fabien Panloup, Gilles Pagès · 2009 · advanced · stochastic calculus
numerical methods · option pricing · stochastic differential equations · stochastic processes
Arbitrage Analysis in Polymarket NBA Markets
Guang Cheng, Haoxuan Zou, Jiaxin Yang · 2026 · intermediate · quantitative trading
algorithmic trading · liquidity · market microstructure
Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
Cuong Le Van, Nguyen Manh-Hung, Thai Ha-Huy · 2016 · advanced · other
financial economics
Arbitrage and endogenous market integration
Zigrand, Jean-Pierre · 1999 · advanced · quantitative trading
financial economics · liquidity
Arbitrage and equilibrium with portofolio constraints
Bernard Cornet, Ramu Gopalan · 2009 · advanced · other
asset pricing · financial economics
Arbitrage and price revelation with private beliefs
Lionel de Boisdeffre · 2012 · advanced · other
financial economics
Arbitrage and sampling uncertainty in financial stochastic programming models
Berkelaar, A.B., Hoek, H., Lucas, A. · 1999 · advanced · portfolio management
optimization · pensions · stochastic processes
Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
Abhijit Chakraborty, Yuichi Ikeda · 2024 · advanced · statistics
cryptocurrencies
Arbitrage in Estimate Nothing: an example
Johannes Brutsche, Julian Sester, Thorsten Schmidt · 2026 · advanced · stochastic calculus
mathematical finance · probability
Arbitrage in stationary markets
Dhruv Kapoor, Igor Evstigneev · 2006 · advanced · stochastic calculus
probability · stochastic processes
Arbitrage networks
Rahi, Rohit, Zigrand, Jean-Pierre · 2008 · advanced · quantitative trading
financial networks
Arbitrage on Decentralized Exchanges
Chen Yang, Xue Dong He, Yutian Zhou · 2025 · advanced · quantitative trading
quantitative trading
Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives
Raymond Brummelhuis, Zhongmin Luo · 2018 · advanced · fixed income
credit derivatives · credit risk · derivatives
Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence
Andrea Ricci, Massimo Guidolin · 2018 · intermediate · statistics
asset pricing · equity markets
Arbitrage theory for non convex financial market models
Emmanuel Lépinette, Tuan Tran · 2017 · advanced · stochastic calculus
mathematical finance · stochastic processes · transaction costs
Arbitrage with bounded Liquidity
Christoph Schlegel, Quintus Kilbourn · 2025 · advanced · quantitative trading
financial economics · liquidity · mathematical finance
Arbitrage-Aware Multi-Step Forecasting of Implied Volatility Surfaces: Modelling Surface Trajectories Using Latent Diffusion
Dominik Manuel Buchegger, Lukas Gonon · 2026 · advanced · options
deep learning · machine learning · volatility forecasting · volatility surface
Arbitrage-Free Bond and Yield Curve Forecasting with Neural Filters under HJM Constraints
Cody Hyndman, Xiang Gao · 2025 · advanced · fixed income
fixed income · interest rates · machine learning · neural networks · term structure models
Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
Hongbiao Zhao, Jiwook Jang, Patrick J. Laub · 2025 · advanced · risk management
insurance · jump processes · monte carlo simulation · stochastic processes
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Brian Ning, Maxime Bergeron, Sebastian Jaimungal · 2021 · advanced · options
deep learning · machine learning · stochastic differential equations · volatility surface
Arbitrage-Free Multi-Maturity Risk-Neutral Marginals
Charlie Che, Hao Qin, Liming Feng · 2026 · advanced · options
probability
Arbitrage-Free Option Price Surfaces via Chebyshev Tensor Bases and a Hamiltonian Fog Post-Fit
Robert Jenkinson Alvarez · 2025 · advanced · options
convex optimization · numerical methods · option pricing
Arbitrage-Free Price-Update and Price-Impact Functions
Gur Huberman, Werner Stanzl · 2001 · advanced · quantitative trading
financial economics · market microstructure
Arbitrage-Free Pricing with Diffusion-Dependent Jumps
Hamza Virk, Majnu John, Yihren Wu · 2025 · advanced · stochastic calculus
jump processes · stochastic differential equations · stochastic processes
Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets
Kenneth F. Kroner, Robin J. Brenner · 1999 · advanced · time series
asset pricing · econometrics · time series
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. · 2004 · advanced · statistics
hedge funds · hypothesis testing · market risk · statistical inference
Are AI Risks Priced in the U.S. Stock Market? Evidence from Financial News Factors
Yanhui Shen · 2026 · advanced · statistics
asset pricing · equity markets · statistical inference
Are All Booms and Busts Created Equal? A New Methodology for Understanding Bull and Bear Stock Markets
German Forero-Laverde · 2016 · intermediate · statistics
equity markets · statistics
Are Banks Liquidity Transformers?
Deep, Akash, Schaefer, Guido · 2004 · intermediate · risk management
banking · liquidity
Are Banks Too Big to Fail or Too Big to Save? International Evidence from Equity Prices and CDS Spreads
Demirgüc-Kunt, A., Huizinga, H.P. · 2010 · intermediate · risk management
banking · credit derivatives · credit risk · equity markets
Are Charter Value and Supervision Aligned? A Segmentation Analysis
Ana Lozano-Vivas, Jesus T. Pastor, Juan Aparicio · 2024 · advanced · risk management
banking · regression
Are Completion Portfolios Effective for Managing Concentrated Stock Risk?
Joseph Liberman, Marcus Stevens, Nathan Sosner · 2025 · intermediate · risk management
portfolio management · risk management
Are Critical Slowing Down Indicators Useful to Detect Financial Crises?
Hayette Gatfaoui, Isabelle Nagot, Philippe de Peretti · 2016 · intermediate · risk management
statistics · time series
Are cryptocurrencies real financial bubbles? Evidence from quantitative analyses
Camilla Ricci, Marco Bianchetti, Marco Scaringi · 2026 · intermediate · time series
cryptocurrencies · statistical inference · time series
Are Expectations Misled by Chance? Quasi-Experimental Evidence from Financial Analysts
Egon Franck, Pascal Flurin Meier, Raphael Flepp · 2022 · advanced · statistics
behavioral finance · causal identification · regression
Are financial crashes predictable?
Jean-Philippe Bouchaud, Jean-Pierre Aguilar, Laurent Laloux · 1999 · advanced · time series
time series
Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium
Gasparini, Matteo · 2023 · advanced · statistics
asset pricing · climate finance
Are financial regulations impairing the transition to net zero?
Beinhocker, Eric, Carr, Ben, Fry, Sophie · 2023 · intermediate · risk management
banking
Are Large Traders Harmed by Front-running HFTs?
Xue Cheng, Ziyi Xu · 2022 · advanced · quantitative trading
high frequency trading · market microstructure
Are People Systematically Inactive Across Financial Decisions? Linking Evidence from Mortgage and Retirement Saving Decisions
Camilla Skovbo Christensen, Claus Thustrup Kreiner, Henrik Yde Andersen · 2025 · advanced · statistics
financial economics · mortgage markets · pensions
Are the Central European Stock Markets Still Different? A Cointegration Analysis
Rousova, Linda · 2009 · intermediate · time series
econometrics · equity markets · time series
Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?
Jesper Pedersen, Peter Norman Sørensen, Rasmus Fatum · 2010 · intermediate · quantitative trading
foreign exchange · hypothesis testing · time series
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs
Mayordomo, Sergio, Peña, Juan Ignacio, Romo, Juan · 2009 · advanced · derivatives
credit derivatives · derivatives · hypothesis testing · statistical arbitrage · statistical inference
Are there Monday effects in stock returns: a stochastic dominance approach
Cho, Young-Hyun, Linton, Oliver, Whang, Yoon-Jae · 2006 · advanced · statistics
equity markets · hypothesis testing · statistical inference
Are Three Matrices All You Need To Beat the Market? Observable Matrix Dynamics for Portfolio Optimization
Igor Halperin · 2026 · advanced · portfolio management
backtesting · momentum · portfolio management · portfolio optimization · volatility forecasting
Are trading invariants really invariant? Trading costs matter
Fabrizio Lillo, Frédéric Bucci, Jean‐Philippe Bouchaud · 2020 · intermediate · quantitative trading
market microstructure · transaction costs
Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?
Alexei Orlov, Massimo Guidolin · 2020 · advanced · statistics
asset pricing · hedge funds
Are We Becoming Greener? Life-time Experiences and Responsible Investment
Bianchi, Milo, Liu, Zhengkai, Wang, Gang · 2022 · advanced · statistics
esg · sustainable investing
Are we in a bubble? A simple time-series-based diagnostic
Franses, Ph.H.B.F. · 2013 · intermediate · time series
econometrics · hypothesis testing · statistics · time series
Are Whitepaper Claims Reflected in Market Structure? A Contamination-Aware Pipeline and a Power-Limited Null
Murad Farzulla · 2026 · advanced · statistics
cryptocurrencies · hypothesis testing · natural language processing · statistical inference
ARL-Based Multi-Action Market Making with Hawkes Processes and Variable Volatility
Carmine Ventre, Maria Polukarov, Ziyi Wang · 2025 · advanced · quantitative trading
high frequency trading · market making · reinforcement learning · stochastic processes
ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics
Rahul D Ray · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · stochastic differential equations
Artificial intelligence and financial crises
Danielsson, Jon, Uthemann, Andreas · 2025 · advanced · risk management
financial stability · liquidity risk · systemic risk
Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets
Shuchen Meng, Xupeng Chen · 2026 · advanced · risk management
systemic risk
Artificial Intelligence in Equity and Crypto Markets: Progress, Profitability Evidence, and the Limits of Automated Investing
Linsen Zhu, Mengqing Cai · 2026 · intermediate · machine learning
algorithmic trading · financial machine learning · large language models · machine learning · reinforcement learning
Artificial Intelligence in Ship Finance: Applications, Opportunities, and a Case Study in AI-Augmented Loan Origination
Lasse Dierich, Orestis Schinas · 2026 · intermediate · machine learning
large language models · natural language processing
Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets
Kapil Panda · 2023 · intermediate · machine learning
machine learning · neural networks
Artificial Intelligence, Human Capital Risk and Household Portfolio Choice
Berg, K., Danyu-Zhang, J., Gaviano, L. G. · 2026 · intermediate · portfolio management
equity markets · financial economics · risk management
Asian Basket Spread Options: A New Approximation Based on Stochastic Taylor Expansions
Fabien Le Floc'h · 2025 · advanced · options
derivatives · option pricing · stochastic calculus · stochastic processes
Asian Option Pricing under Uncertain Volatility Model
Chunyang Liu, Yuecai Han · 2018 · advanced · options
option pricing · partial differential equations
Asian Option Pricing with Orthogonal Polynomials
Sander Willems · 2018 · advanced · options
mathematical finance · option pricing
Asian option valuation under price impact
Priyanshu Tiwari, Sourav Majumdar · 2025 · advanced · options
derivatives · market microstructure · option pricing
Asian options for local-stochastic volatility models in the short-maturity regime
Dan Pirjol, Lingjiong Zhu · 2024 · advanced · options
option pricing
ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
Andrew Maksakov, Murad Farzulla · 2026 · advanced · risk management
contagion · cryptocurrencies · decentralized finance · liquidity risk · systemic risk
Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events
Haibo Wang · 2025 · advanced · risk management
econometrics · portfolio management · risk management · time series
Assessing financial model risk
Barrieu, Pauline, Scandolo, Giacomo · 2014 · advanced · risk management
model risk · risk management
Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable
Adriana Ocejo, Riley Jones · 2019 · intermediate · options
insurance · monte carlo simulation · option pricing
Assessing Investment and Longevity Risks within Immediate Annuities
Bauer, Daniel, Weber, Frederik · 2007 · intermediate · risk management
insurance
Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis
Caden Lin, Paul Glasserman · 2023 · advanced · machine learning
backtesting · large language models · natural language processing
Assessing Risk through Environmental, Social and Governance Exposures
Lukasz Pomorski, Shaun Fitzgibbons · 2017 · intermediate · risk management
esg · risk management
Assessing Stablecoin Credit Risks
Ethan Jones, Yuval Boneh · 2024 · intermediate · risk management
credit risk · decentralized finance · risk management · systemic risk
Assessing the Cost of Regulatory Protections: Evidence on the Decision to Sell Securities Outside the United States
Stephen Choi · intermediate · other
corporate finance
Assessing the costs of protection in a context of switching stochastic regimes
Barrieu, Pauline, Bellamy, Nadine, Sahut, Jean-Michel · 2012 · advanced · options
stochastic processes
Assessing the Impact of the ECB's Monetary Policy on the Stock Markets: A Sectoral View
Alberto Montagnoli, Boriss Siliverstovs, Konstantin A. Kholodilin · 2008 · intermediate · statistics
causal identification · equity markets
Assessing the Interaction between Real Estate and Equity in Households Portfolio Choice
Kévin Beaubrun-Diant, Tristan-Pierre Maury · 2011 · intermediate · portfolio management
equity markets · panel data · real estate · statistical inference
Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis
Dimitrios Karyampas, Álvaro Cartea · 2012 · advanced · time series
market microstructure · monte carlo simulation · statistics
Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?
Bernhard Haslhofer, Burkhard Raunig, Esther Segalla · 2023 · intermediate · risk management
cryptocurrencies
Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
Danny Dongning Sun, Jian Xu, Shao-Lun Huang · 2025 · advanced · time series
deep learning · machine learning · volatility forecasting
Assessment of loan losses after default
Pomazanov Mikhail · 2025 · intermediate · risk management
bayesian statistics · credit risk
Asset Allocation and Bad Habits
Andrew Ang · 2014 · intermediate · portfolio management
portfolio management
Asset Allocation in a Low Yield Environment
Zachary T. Mees · 2017 · intermediate · portfolio management
fixed income · interest rates
Asset Allocation of Mutual Fund Investors
Dengpan Luo · 2003 · intermediate · portfolio management
mutual funds
Asset allocation using a Markov process of clustered efficient frontier coefficients states
Jamey Thompson, Nolan Alexander, William Scherer · 2026 · intermediate · portfolio management
portfolio management · stochastic processes
Asset Allocation: From Markowitz to Deep Reinforcement Learning
Ricard Durall · 2022 · intermediate · portfolio management
machine learning · portfolio optimization · reinforcement learning
Asset and Factor Risk Budgeting: A Balanced Approach
Adil Rengim Cetingoz, Olivier Guéant · 2023 · advanced · portfolio management
factor investing · optimization · portfolio optimization · risk management
Asset Management Costs and Financial Performance of Dutch Pension Funds in 2011-2014
Hollanders, David · 2016 · intermediate · portfolio management
pensions
Asset management with an ESG mandate
Davide Stocco, Emilio Barucci, Michele Azzone · 2024 · intermediate · portfolio management
asset pricing · esg · portfolio management · portfolio optimization
Asset Opacity and Liquidity
Stenzel, A., Wagner, W.B. · 2013 · advanced · quantitative trading
financial economics · liquidity
Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement
C. A. Valle, J. E. Beasley, N. Meade · 2025 · advanced · portfolio management
portfolio management · portfolio optimization · regression
Asset Price Bubbles and Systemic Risk
Isabel Schnabel, Markus Brunnermeier, Simon Rother · 2019 · advanced · risk management
banking · systemic risk
Asset price bubbles under model uncertainty and short-sale constraints: A discrete-time analysis
Lin Zhang, Wenqing Zhang · 2025 · advanced · stochastic calculus
asset pricing · mathematical finance
Asset Price Bubbles: An Option-based Indicator
Lassi Roininen, Martin Simon, Petteri Piiroinen · 2018 · advanced · options
bayesian statistics · martingales · model calibration · option pricing · volatility surface
Asset Price Changes, External Wealth and Global Welfare
Timothy Meyer · 2024 · intermediate · statistics
equity markets · financial economics
Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs
Gerasymchuk, S., Pavlov, O.V. · 2010 · intermediate · time series
asset pricing · financial economics
Asset price dynamics with value-at-risk constrained traders
Danielsson, Jon, Shin, Hyun Song, Zigrand, Jean-Pierre · 2001 · advanced · risk management
asset pricing · financial stability · risk management
Asset price manipulation with several traders
Walther, A. · 2012 · advanced · quantitative trading
asset pricing · financial economics · market microstructure
Asset Price Volatility and Investment Horizons: An Experimental Investigation
Aleksei Chernulich, Jan Tuinstra, Mikhail Anufriev · 2020 · intermediate · time series
asset pricing · financial economics
Asset Prices and Exchange Rates
Pavlova, Anna, Rigobon, Roberto · 2004 · advanced · other
asset pricing · contagion · equity markets · financial economics · foreign exchange
Asset prices and omitted moments; A stochastic dominance analysis of market efficiency
Post, G.T. · 2003 · advanced · statistics
asset pricing · market efficiency
Asset Prices and Trading Volume Under Fixed Transactions Costs
Andrew Lo, Harry Mamaysky, Jiang Wang · 2009 · advanced · quantitative trading
asset pricing · financial economics · liquidity · transaction costs
Asset Prices with Investor Protection and Past Information
Ben-Zhang Yang, Jia Yue, Ming-Hui Wang · 2019 · advanced · stochastic calculus
asset pricing · brownian motion · stochastic processes
Asset Prices, Traders' Behavior, and Market Design
Anufriev, M., Panchenko, V. · 2007 · advanced · quantitative trading
asset pricing · financial economics
Asset Pricing and Decarbonization: Diversification versus Climate Action
Christoph Hambel, Holger Kraft, Rick Van der Ploeg · 2020 · advanced · portfolio management
asset pricing
Asset Pricing and Deep Learning
Chen Zhang · 2022 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks · time series
Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation
Bruno Biais, Sophie Moinas, Sébastien Pouget · 2025 · advanced · statistics
asset pricing · financial economics
Asset pricing implications of benchmarking: A two-factor CAPM
Fernando Zapatero, Juan-Pedro Gómez · 2001 · advanced · portfolio management
asset pricing · capm
Asset Pricing in Pre-trained Transformer
Shanyan Lai · 2025 · advanced · machine learning
asset pricing · deep learning · machine learning · neural networks
Asset Pricing in the Presence of Market Microstructure Noise
Peter Yegon, Svetlozar T. Rachev, W. Brent Lindquist · 2025 · advanced · options
asset pricing · derivatives · market microstructure · option pricing
Asset Pricing Model in Markets of Imperfect Information and Subjective Views
Amine Ben Amar, Hafid Lalioui, Makram Bellalah · 2025 · advanced · portfolio management
asset pricing · bayesian statistics
Asset pricing tests with long run risks in consumption growth
Constantinides, George M., Ghosh, Anisha · 2008 · advanced · statistics
asset pricing · econometrics · hypothesis testing · time series
Asset pricing under optimal contracts
Cvitanić, Jakŝa, Xing, Hao · 2018 · advanced · portfolio management
asset pricing · financial economics · optimization · portfolio management
Asset Pricing vs Asset Expected Returning in Factor Models
Alessandro Melone, Carlo A. Favero · 2019 · advanced · statistics
asset pricing · econometrics
Asset Pricing with Heterogeneous Beliefs and Illiquidity
Johannes Muhle-Karbe, Marcel Nutz, Xiaowei Tan · 2019 · advanced · quantitative trading
asset pricing · liquidity · liquidity risk · optimization · partial differential equations
Asset pricing with heterogeneous investors and portfolio constraints
Chabakauri, Georgy · 2010 · advanced · portfolio management
asset pricing · financial economics · mathematical finance
Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints
Chabakauri, Georgy · 2015 · advanced · portfolio management
asset pricing
Asset pricing with index investing
Chabakauri, Georgy, Rytchkov, Oleg · 2021 · advanced · portfolio management
asset pricing · equity markets · financial economics
Asset pricing with limited risk sharing and heterogeneous agents
Gomes, Francisco, Michaelides, Alexander · 2005 · advanced · other
asset pricing · equity markets · financial economics
Asset pricing with uncertain betas: A long-term perspective
Gollier, Christian · 2012 · advanced · other
asset pricing · capm · financial economics
Asset pricing, measure changes, and a new Lévy model
Dilip B. Madan, King Wang · 2026 · advanced · stochastic calculus
jump processes · mathematical finance · measure theory · stochastic processes
Asset Returns, Portfolio Choice, and Proportional Wealth Taxation
Anders G Frøseth · 2026 · intermediate · portfolio management
asset pricing · capm · portfolio optimization
Asset Volatility
Johnny Kang, Maria Correia, Scott A. Richardson · 2017 · advanced · risk management
credit markets · credit risk · regression · volatility forecasting
Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk
Wilfried Kuissi-Kamdem · 2025 · advanced · portfolio management
interest rates · mathematical finance · stochastic calculus · stochastic processes
Asset-price redistribution
Fagereng, Andreas, Gomez, Matthieu, Gouin-Bonenfant, Emilien · 2025 · advanced · statistics
financial economics · panel data
Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM
Konstantinos-Leonidas Bisdoulis · 2024 · intermediate · machine learning
machine learning · time series
Assets Relative Risk for Long-term Investors
Gollier, Christian · 2007 · intermediate · portfolio management
equity markets · portfolio management · portfolio optimization
Assets Returns Volatility and Investment Horizon: The French Case
Bec, Frédérique, Gollier, Christian · 2008 · intermediate · time series
econometrics · time series
Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model
Ehsan Abbasnejad, Haiyao Cao, Javen Qinfeng Shi · 2022 · intermediate · machine learning
algorithmic trading · financial machine learning · machine learning · natural language processing
Asymmetric Correlation Propagationin Factor Stochastic Volatility Models
Marín Díazaraque, Juan Miguel, Romero, Eva, Veiga, Helena · 2026 · advanced · time series
statistical inference · statistics · time series
Asymmetric Long-Memory GARCH: Sign-Dependent Kernel Injection in a Two-Dimensional Markov Chain
Kennedy Titus Kayaki, Kyungsub Lee · 2026 · advanced · time series
garch · stochastic processes · time series
Asymmetric Nonlinear Return Extrapolation and Optimal Portfolio Choice under Stochastic Volatility
Dong Yan, Wenrui Ye, Wenting Chen · 2026 · advanced · portfolio management
behavioral finance · portfolio management · portfolio optimization
Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes
Priyanka Chudasama, Srikanth Krishnan Iyer · 2025 · advanced · stochastic calculus
market microstructure · rough volatility · stochastic processes
Asymmetry and Leverage in Conditional Volatility Models
McAleer, M.J. · 2014 · advanced · time series
garch · statistics · stochastic processes · time series
Asymmetry and leverage in realized volatility
Asai, M., McAleer, M.J., Medeiros, M.C. · 2008 · advanced · time series
time series
Asymmetry and Long Memory in Volatility Modelling
Asai, M., McAleer, M.J., Medeiros, M.C. · 2010 · advanced · time series
econometrics · time series · volatility forecasting
Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns
Hamed Farahani, R. A. Serota · 2025 · intermediate · statistics
statistics · tail risk
Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing
Debdoot Ghosh · 2026 · advanced · portfolio management
optimization · portfolio optimization
Asymptotic analysis of different covariance matrices estimation for minimum variance portfolio
Emmanuel Gobet, Jean-Philippe Lemor, Linda Chamakh · 2021 · advanced · portfolio management
portfolio optimization · probability · statistics
Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations
Mykhaylo Shkolnikov, Ronnie Sircar, Thaleia Zariphopoulou · 2015 · advanced · stochastic calculus
optimization · partial differential equations · portfolio management · portfolio optimization · stochastic calculus · stochastic processes
Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling
Fan Yang, Minh Chau Nguyen, Tony S. Wirjanto · 2025 · advanced · risk management
insurance · optimization
Asymptotic Arbitrage in Large Financial Markets With Friction
Emmanuel Lépinette, Lavinia Ostafe · 2012 · advanced · stochastic calculus
mathematical finance · measure theory · transaction costs
Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives
Max Nendel · 2026 · advanced · risk management
insurance · risk management
Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall
Azar Louzi, Gilles Pagès, Noufel Frikha · 2023 · advanced · risk management
statistics
Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs
Akihiko Takahashi, Masaaki Fujii, Masayuki Takahashi · 2017 · advanced · machine learning
deep learning · machine learning · numerical methods
Asymptotic fractional-order stochastic dominance with bounded relative risk aversion
Jiehua Xie, Liulei Sun, Wei Zou · 2026 · advanced · portfolio management
portfolio management
Asymptotic Inference about Predictive Accuracy Using High Frequency Data
Andrew J. Patton, Jia Li · 2013 · advanced · statistics
statistical inference
Asymptotic Invariance of Kelly Allocation Under Power-Law Asset Dynamics: Evidence from Bitcoin
Ivan J. Vera-Marun · 2026 · advanced · portfolio management
portfolio management · portfolio optimization
Asymptotic methods for transaction costs
Eberhard Mayerhofer · 2024 · advanced · quantitative trading
optimization
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
Fan Yang, Gilles Stupfler, Tiantian Mao · 2024 · advanced · risk management
extreme value theory
Asymptotic Results for GMM Estimators of Stochastic Volatility Models
Geert Dhaene, Olivier Vergote · 2003 · advanced · statistics
statistical inference · time series
Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Models
Sourojyoti Barick · 2026 · advanced · statistics
extreme value theory · jump processes · statistical inference · stochastic processes
Asymptotic Static Hedge via Symmetrization
Flavia Barsotti, Jiro Akahori, Yuri Imamura · 2018 · advanced · options
option pricing · options hedging · partial differential equations
Asymptotically-informed neural networks for Black-Scholes implied volatility computation
Samira Amiriyan, Youness Boutaib · 2026 · advanced · options
machine learning · neural networks · numerical methods
Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility
Dan Pirjol, Lingjiong Zhu · 2023 · advanced · options
jump processes · option pricing · stochastic processes
Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion
Dan Pirjol, Lingjiong Zhu · 2023 · advanced · fixed income
brownian motion · stochastic processes
Asymptotics of Ruin Probabilities in a Subordinated Cramér-Lundberg Model
Jonathan Klinge, Maren Diane Schmeck · 2026 · advanced · risk management
insurance · probability · stochastic processes
Asymptotics of Sum of Heavy-tailed Risks with Copulas
Fan Yang, Yi Zhang · 2024 · advanced · risk management
copulas · risk management · tail risk
Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
Bingzhen Geng, Hongfu Wan, Yang Liu · 2024 · advanced · risk management
insurance · monte carlo simulation · systemic risk · tail risk
Asymptotics of the time-discretized log-normal SABR model: The implied volatility surface
Dan Pirjol, Lingjiong Zhu · 2020 · advanced · options
stochastic differential equations · stochastic processes · volatility surface
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets
Jan-Peter Calliess, Peer Nagy, Stefan Zohren · 2023 · advanced · quantitative trading
algorithmic trading · deep learning · market microstructure · reinforcement learning
At-the-money short-time call-price asymptotics for new classes of exponential Lévy models
Allen Hoffmeyer, Christian Houdré · 2026 · advanced · options
mathematical finance · option pricing · stochastic processes
Atlas-X Equity Financing: Unlocking New Methods to Securely Obfuscate Axe Inventory Data Based on Differential Privacy
Antigoni Polychroniadou, Gabriele Cipriani, Richard Hua · 2024 · advanced · quantitative trading
algorithms · time series
ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination
Angeliki Dimitriou, Charidimos Papadakis, Giorgos Filandrianos · 2025 · advanced · machine learning
algorithmic trading · large language models · machine learning
Attention Factors for Statistical Arbitrage
Elliot L. Epstein, Jaewon Choi, Markus Pelger · 2025 · advanced · quantitative trading
factor investing · financial machine learning · machine learning · statistical arbitrage · transaction costs
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
Christophe Mues, Cristián Bravo, Kamesh Korangi · 2024 · advanced · risk management
banking · credit risk · deep learning · machine learning · neural networks
Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book
Jiwon Jung, Kiseop Lee · 2024 · advanced · quantitative trading
deep learning · neural networks · time series
Attracting investor attention through advertising
Lou, Dong · 2009 · intermediate · statistics
equity markets
Attributing Differences Between Forecast Runs to Input Changes, With Applications to CCAR and CECL Exercises
Junze Lin, Xuan Mei · 2026 · advanced · risk management
credit risk
Attributing Forecast Gaps to Component Models in Complex Model Suites
Junze Lin, Xuan Mei · 2026 · advanced · risk management
credit risk
Attribution Methods in Asset Pricing: Do They Account for Risk?
Dangxing Chen, Yuan Gao · 2024 · advanced · machine learning
asset pricing · financial machine learning · machine learning
Auditing Asset-Specific Preferences in Financial Large Language Models: Evidence from Bitcoin Representations and Portfolio Allocation
Wenbin Wu · 2026 · advanced · machine learning
large language models
Auditing Collector-Generated Graduation Labels on Pump.fun: Measurement Error and Temporal Non-Generalization
Arati Uday Kamat · 2026 · advanced · statistics
model calibration · statistical inference · statistics
Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility
Ding, Y. · 2021 · advanced · time series
garch · statistics · time series · volatility forecasting
Augmenting Fundamental Analysis with Large Language Models: A RAG-Based System for Generating Investor Briefs
Bartosz Ziółko, Kacper Dobrzeniewski · 2026 · intermediate · machine learning
large language models · natural language processing
Aumann and Serrano’s economic index of risk for sums of gambles
Minqiang Li · 2014 · intermediate · risk management
risk management
Auto-Balancer: Harnessing idle network resources for enhanced market stability
Arman Abgaryan, Utkarsh Sharma · 2025 · advanced · quantitative trading
market microstructure
Auto-Regressive Control of Execution Costs
Simeon Kolev · 2024 · intermediate · quantitative trading
optimal execution · regression
Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)
Benjamin Livshits, Daniel Perez, Jiahua Xu · 2023 · advanced · machine learning
decentralized finance · deep learning · machine learning · reinforcement learning
Autocallable Options Pricing with Integration-Based Exponential Amplitude Loading
Amir Naveh, Bartolomeo Montrucchio, Christian Mattia · 2025 · advanced · options
algorithms · derivatives · option pricing
Autodeleveraging as Online Learning
Mauricio Jean Pieer Trujillo Ramirez, Nagu Thogiti, Tarun Chitra · 2026 · advanced · risk management
derivatives · optimization
Autodeleveraging: Impossibilities and Optimization
Tarun Chitra · 2025 · advanced · derivatives
derivatives
Automate Strategy Finding with LLM in Quant Investment
Chengzhong Liu, Holam Yu, Jingshu Peng · 2024 · advanced · machine learning
algorithmic trading · factor investing · financial machine learning · large language models
Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data
Aaron Wray, Dave Cliff, Matthew Meades · 2020 · advanced · quantitative trading
algorithmic trading · deep learning · financial machine learning · market microstructure · neural networks
Automated Liquidity: Market Impact, Cycles, and De-pegging Risk
B. K. Meister · 2026 · advanced · quantitative trading
decentralized finance · liquidity · stochastic processes
Automated Market Makers
Kurt Nielsen, Mohsen Pourpouneh, Omri Ross · 2020 · intermediate · quantitative trading
liquidity · market making
Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
Ali Sunyaev, Daniel Kirste, Niclas Kannengießer · 2023 · intermediate · quantitative trading
decentralized finance · liquidity · market making
Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
Ali Sunyaev, Daniel Kirste, Niclas Kannengießer · 2025 · advanced · quantitative trading
liquidity · optimization · stochastic processes
Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions
David Bouba, Louis Bertucci, Olivier Guéant · 2022 · advanced · quantitative trading
liquidity · optimization
Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
Ali Sunyaev, Daniel Kirste, Niclas Kannengießer · 2025 · intermediate · quantitative trading
decentralized finance · liquidity · market making
Automated Market Making and Arbitrage Profits in the Presence of Fees
Ciamac C. Moallemi, Jason Milionis, Tim Roughgarden · 2023 · advanced · quantitative trading
liquidity · market making · transaction costs
Automated Market Making and Decentralized Finance
Marcello Monga · 2024 · advanced · quantitative trading
cryptocurrencies · decentralized finance · market making · statistical arbitrage
Automated Market Making and Loss-Versus-Rebalancing
Anthony Lee Zhang, Ciamac C. Moallemi, Jason Milionis · 2022 · advanced · quantitative trading
liquidity · market making · market microstructure
Automated Market Making: the case of Pegged Assets
David Bouba, Julien Guilbert, Louis Bertucci · 2024 · advanced · quantitative trading
cryptocurrencies · model calibration · stochastic processes
Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering
Hamp, James, Luan, Qinmeng · 2025 · advanced · machine learning
algorithms · machine learning · time series
Automated Risk Management Mechanisms in DeFi Lending Protocols: A Crosschain Comparative Analysis of Aave and Compound
Erum Iftikhar, John Cartlidge, Wei Wei · 2025 · intermediate · risk management
decentralized finance · panel data · risk management · statistical inference
Automated Trading System for Straddle-Option Based on Deep Q-Learning
Shengze Xu, Xinyu Ying, Yiran Wan · 2025 · advanced · quantitative trading
deep learning · neural networks · reinforcement learning · time series · volatility trading
Automatic Financial Feature Construction
Jianwu Lin, Jie Fang, Shutao Xia · 2019 · intermediate · machine learning
financial machine learning · machine learning · neural networks
Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning
Jiayu Yi, Minxuan Hu, Wenxi Sun · 2026 · advanced · options
financial engineering · machine learning · option pricing · options hedging · reinforcement learning · risk management
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
Darcy Pu, Zefeng Chen · 2026 · advanced · machine learning
equity markets · large language models
Autonomous Money Supply Strategy Utilizing Control Theory
Yuval Boneh · 2024 · intermediate · risk management
decentralized finance
Autonomous Sparse Mean-CVaR Portfolio Optimization
Cheng Li, Yangyu Zhang, Yizun Lin · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
AutoQuant: An Auditable Expert-System Framework for Execution-Constrained Auto-Tuning in Cryptocurrency Perpetual Futures
Kaihong Deng · 2025 · advanced · quantitative trading
backtesting · cryptocurrencies · optimization · transaction costs
Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making
Frank M. V. Feys · 2026 · advanced · quantitative trading
market making · mathematical finance
Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases
Adriano Koshiyama, Nick Firoozye · 2019 · advanced · quantitative trading
backtesting · regression
AWARE-FX: An Auditable Knowledge-Guided AI System for Measuring Corporate Foreign-Exchange Hedging Disclosure
Qi Wang · 2026 · intermediate · risk management
derivatives · foreign exchange · natural language processing · risk management
Axes that matter: PCA with a difference
Antoine Savine, Brian Huge · 2025 · advanced · machine learning
derivatives · machine learning · monte carlo simulation
Axial-LOB: High-Frequency Trading with Axial Attention
Damian Kisiel, Denise Gorse · 2022 · advanced · machine learning
deep learning · high frequency trading · machine learning · neural networks
Axient: Canonical Protocol-Graph Composition for Leveraged Event Markets: Single State Authority, Atomic Composition, Durable Sagas, and Exactly-Once Recovery
Maksym Nechepurenko · 2026 · advanced · risk management
credit risk
Axient: Debt-Free Finality for Leveraged Binary Event Markets
Maksym Nechepurenko · 2026 · advanced · risk management
liquidity · risk management
Axient: On-Chain Credit and Loss Allocation for Leveraged Event Markets: A Venue-Agnostic Protocol for Traders, Credit Providers, Market Makers, and Liquidation Backstops
Maksym Nechepurenko · 2026 · advanced · risk management
credit risk · liquidity · liquidity risk
Axiomatic Market Making
Frank M. V. Feys · 2026 · advanced · quantitative trading
financial economics · market making · market microstructure · mathematical finance
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
Maxim Bichuch, Zachary Feinstein · 2022 · advanced · quantitative trading
decentralized finance · market making
Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds
Dassios, Angelos, Lim, Jia Wei, Qu, Yan · 2020 · advanced · stochastic calculus
martingales · monte carlo simulation · stochastic processes
B-spline techniques for volatility modeling
Sylvain Corlay · 2016 · advanced · options
model calibration · volatility surface
Back to basics: historical option pricing revisited
Jean-Philippe Bouchaud, Marc Potters · 1998 · advanced · options
derivatives · option pricing · options hedging · statistics
Back-of-the-envelope swaptions in a very parsimonious multicurve interest rate model
Roberto Baviera · 2017 · advanced · fixed income
derivatives · fixed income · interest rates · option pricing · term structure models
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials
Christophe Hurlin, Sullivan Hué, Yang Lu · 2024 · advanced · risk management
risk management
Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
Andrey Urusov, Rostislav Berezovskiy, Yury Yanovich · 2024 · intermediate · quantitative trading
backtesting · decentralized finance · market making
Backtesting Value-at-Risk: A Generalized Markov Framework
Thor Pajhede · 2015 · advanced · risk management
econometrics · hypothesis testing · market risk · risk management · statistical inference · time series
Backward Deep BSDE Methods and Applications to Nonlinear Problems
Bernhard Hientzsch, Narayan Ganesan, Yajie Yu · 2020 · advanced · machine learning
deep learning · neural networks · numerical methods · option pricing · stochastic differential equations · stochastic processes
Backward stochastic difference equations on lattices with application to market equilibrium analysis
Jun Sekine, Masaaki Fukasawa, Takashi Sato · 2023 · advanced · stochastic calculus
stochastic processes
Bad Habits and Good Practices
Amit Goyal, Antti Ilmanen, David G. Kabiller · 2015 · intermediate · portfolio management
behavioral finance · portfolio management
Bailouts in Financial Networks
Beni Egressy, Roger Wattenhofer · 2021 · advanced · risk management
banking · financial networks · optimization
Bailouts, Bail-ins and Banking Crises
Todd Keister, Yuliyan Mitkov · 2019 · advanced · risk management
banking · financial stability
Balancing on the Life Cycle: Target Date Funds Need Better Diversification
Jusvin Dhillon · 2016 · intermediate · portfolio management
portfolio management
Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model
Benjamin Avanzi, Bernard Wong, Jinxia Zhu · 2026 · advanced · risk management
financial stability · optimization · stochastic processes
Balancing the Payment System
Paolo Dini, Tomaž Fleischman · 2020 · intermediate · risk management
liquidity · liquidity risk
Baldovin-Stella stochastic volatility process and Wiener process mixtures
Damien Challet, Pier Paolo Peirano · 2012 · advanced · stochastic calculus
brownian motion · probability · stochastic processes
Bank Bond Holdings and Bail-in Regulatory Changes: Evidence from Euro Area Security Registers
Alessandro Diego Scopelliti, Carlo Altavilla, Cecilia Melo Fernandes · 2025 · intermediate · risk management
banking
Bank competition and credit risk in the Euro area, 2005-2017: Is there evidence of convergence?
Helen Louri, Maria Karadima · 2020 · intermediate · risk management
banking · credit risk
Bank Competition and Financial Stability: Much Ado About Nothing?
Diana Zigraiova, Tomas Havranek · 2015 · intermediate · risk management
econometrics · statistical inference · statistics
Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer
Benbouzid, Nadia, Kumar, Abhishek, Mallick, Sushanta K. · 2022 · advanced · risk management
banking · credit risk · financial stability
Bank Deposits and Liquidity Regulation: Evidence from Ethiopia
Francesco Strobbe, Nicola Limodio · 2017 · intermediate · risk management
banking · liquidity · liquidity risk
Bank Disclosure and Market Assessment of Financial Fragility : Evidence from Banks' Equity Prices
Penas, M.F., Tumer-Alkan, G. · 2008 · intermediate · risk management
banking · equity markets
Bank Earnings and Regulatory Capital Management Using Available for Sale Securities
Barth, Mary E., Gomez-Biscarri, Javier, Kasznik, Ron · 2014 · intermediate · risk management
banking
Bank efficiency and risk during the financial crisis: Evidence from weight restricted DEA models
Mette Asmild, Minyan Zhu · 2012 · intermediate · risk management
banking
Bank Failure: Evidence from the Colombia Financial Crisis
Gomez-Gonzalez, Jose E., Kiefer, Nicholas M. · 2006 · intermediate · risk management
banking · statistics
Bank Lending Margins in the Euro Area: The Effects of Financial Fragmentation and ECB Policies
Helen Louri, Petros M. Migiakis · 2016 · intermediate · risk management
banking · causal inference · econometrics · panel data
Bank liquidity, interbank markets and monetary policy
Antoine Martin, David Skeie, Xavier Freixas · 2010 · advanced · risk management
banking · economic policy · financial stability · liquidity · liquidity risk
Bank Location and Financial Liberalization Reforms: Evidence from Microgeographic Data
Carlo Menon, Eva Lefevere, Marieke Huysentruyt · 2010 · intermediate · statistics
banking
Bank Performance Determinants: State of the Art and Future Research Avenues
Anas Azzabi, Younes Lahrichi · 2023 · beginner · risk management
banking
Bank Risk Taking and Liquidity Creation Following Regulatory Interventions and Capital Support
Berger, Allen N., Bouwman, Christa H. S., Kick, Thomas · 2014 · advanced · risk management
banking · causal inference · liquidity
Bank Run Exposure in a Paycheck-to-Paycheck Economy with Loss-Averse Depositors
G. Charles-Cadogan · 2026 · advanced · risk management
banking · behavioral finance · liquidity risk
Bank Size, Credit and the Sources of Bank Market Risk
Ryan Stever · 2007 · intermediate · risk management
banking · credit risk · financial economics · market risk
Bank-Advisor Certification and Willingness to Pay for Sustainable Finance Products
Katharina Holzheu, Tobias Wekhof · 2025 · intermediate · statistics
causal inference · esg · sustainable investing
Bankers and bank investors: reconsidering the economies of scale in banking
Anderson, Ronald W., Jõeveer, Karin · 2012 · intermediate · other
banking · financial economics
Bankers’ Outside Options and Financial Risk
Georg Schneider, Valentin Kecht · 2026 · intermediate · risk management
banking · credit risk · financial economics · financial stability
Bankers’ pay and the evolving structure of US banking
Anderson, Ronald W., Jõeveer, Karin · 2025 · intermediate · other
banking
Banking as an emerging technology: Hoare's Bank, 1702-1742
Joachim Voth, Peter Temin · 2006 · intermediate · risk management
banking
Banking competition and stability: The role of leverage
Kebin Ma, Xavier Freixas · 2014 · intermediate · risk management
banking · financial stability · liquidity risk · systemic risk
Banking Deregulation and The Rise in House Price Comovement
Landier, Augustin, Sraer, David, Thesmar, David · 2013 · intermediate · statistics
banking · causal identification · financial economics · housing markets
Banking Deregulations, Financing Constraints and Firm Entry Size
Ramana Nanda, William R. Kerr · 2009 · intermediate · other
banking · financial economics
Banking Fragility & Disclosure: International Evidence
Solomon Tadesse · 2006 · intermediate · risk management
banking · financial stability · systemic risk
Banking in Africa
Robert Cull, Thorsten Beck · 2013 · intermediate · risk management
banking
Banking on Experiments?
Martin Dufwenberg · 2014 · intermediate · risk management
banking
Banking on trust: institutional trust and the geography of financial exclusion in Central and Eastern Europe
Rodríguez-Pose, Andrés, Sandu, Alexandra · 2025 · intermediate · risk management
banking · regression · statistics
Banking Regulation and Financial Accelerators: A One-Period Model with Unlimited Liability
Bühler, Wolfgang, Koziol, Christian · 2004 · advanced · risk management
banking · credit risk
Banking Relationships and Syndicated Loans during the 2008 Financial Crisis
Catherine Refait-Alexandre, Herve Alexandre, Karima Bouaiss · 2014 · intermediate · risk management
banking
Banking sector (under?) development in Central and Eastern Europe
Dinger, Valeriya, von Hagen, Jürgen · 2005 · intermediate · risk management
banking
Banking Sector Development and Household Saving in Emerging Eastern Europe
Ramiz Rahmanov · 2015 · intermediate · statistics
banking · financial economics · regression
Banking services for everyone? Barriers to bank access and use around the world
Beck, T.H.L., Demirgüc-Kunt, A., Martinez Peria, M. · 2008 · intermediate · risk management
banking
Banking stability measures
Goodhart, Charles, Segoviano, Miguel A. · 2009 · advanced · risk management
banking · copulas · financial stability · systemic risk
Banking Supervision and External Autditors: What works best?
Davide Romelli, Donato Masciandaro · 2017 · intermediate · risk management
banking
Banking Supervision Outsourcing: Economics, Rules and Drivers
Donato Masciandaro · 2016 · advanced · risk management
banking
Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers
Carlos Altavilla, Frank Smets, José-Luis Peydró · 2020 · advanced · risk management
banking · causal identification
Banking with Contingent Contracts, Macroeconomic Risks, and Banking Crises
Hans Gersbach · 2008 · advanced · risk management
banking · financial economics
Banking-on-the-Average Rules
Hans Gersbach, Volker Hahn · 2009 · intermediate · risk management
banking
Bankruptcy analysis using images and convolutional neural networks (CNN)
Fabio Barros, Francisco Paletta, Jose Mazzon · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks
Bankruptcy Law and Bank Financing
Emanuele Tarantino, Giacomo Rodano, Nicolas Serrano-Velarde · 2015 · advanced · other
banking · causal identification · corporate finance
Bankruptcy Law and Corporate Investment Decisions
Tarantino, E.T. · 2009 · advanced · other
other
Bankruptcy Prediction from 10-K Narratives: Evidence from Interpretable Text Scores and Accounting Baselines
Lixing Lin, Luyun Lin, Moxuan Zheng · 2026 · intermediate · risk management
natural language processing
Bankruptcy prediction using disclosure text features
Sridhar Ravula · 2021 · intermediate · machine learning
financial machine learning · machine learning · natural language processing
Banks and Markets: The Changing Character of European Finance
Rajan, Raghuram G., Zingales, Luigi · 2003 · intermediate · other
banking · financial economics
Banks and the net zero transition: tracking progress with the TPI Net Zero Banking Assessment Framework
Commarmond, Sidonie, Diaz Puerto, Nelson, Dietz, Simon · 2023 · beginner · risk management
banking
Banks and the World's Major Banking Centers, 2010
Choi, Sang Rim, Park, Daekeun, Tschoegl, Adrian E. · 2014 · intermediate · statistics
banking
Banks as Buyers of Last Resort for Government Bonds?
Daniel Gros · 2017 · intermediate · risk management
banking
Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy
Landier, Augustin, Sraer, David, Thesmar, David · 2013 · intermediate · risk management
banking · interest rates
Banks versus Bonds: A Simple Theory of Comparative Financial Institutions
Ben Polak, Sandeep Baliga · 1995 · intermediate · risk management
banking · financial economics
Banks Versus Bonds: the Emergence and Persistence of Two Financial Systems
Ben Polak, Sandeep Baliga · 1998 · intermediate · other
banking · financial economics
Banks, Bonds, and Collateral: A Microfounded Comparison under Adverse Selection
Lukyanov, Georgy · 2025 · advanced · risk management
corporate finance · credit markets · financial stability
Banks, government bonds, and default: what do the data say?
Alberto Martin, Nicola Gennaioli, Stefano Rossi · 2017 · intermediate · risk management
banking
Banks, liquidity crises and economic growth
Alejandro Gaytan, Romain Rancière · 2003 · advanced · risk management
banking · financial economics · liquidity
Banks’ Earnings: an empirical evidence of the influence of economic and financial markets factors
Hervé Alexandre, Stéphane Albert · 2013 · intermediate · risk management
banking · panel data
Banks’ equity stakes in firms: A blessing or curse in credit markets?
Falko Fecht, Günseli Tümer-Alkan, José-Luis Peydró · 2021 · intermediate · risk management
banking · causal identification · credit markets
Banks' strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market
Gabbi, Giampaolo, Germano, Guido, Iori, Giulia · 2015 · intermediate · fixed income
banking
Bargaining Power, Business Cycle and Levered Equity Risk
Chen, Zhiyao, Strebulaev, Ilya A. · 2016 · advanced · portfolio management
corporate finance · financial economics
Barriers to portfolio investment in emerging stock markets
Demirgüç-Kunt, A., Huizinga, H.P. · 1995 · intermediate · statistics
equity markets · transaction costs
Basel and procyclicality: a comparison of the standardised and IRB approaches to an improved credit risk method
Goodhart, Charles, Segoviano, Miguel A. · 2004 · advanced · risk management
banking · credit risk
Basel II and developing countries: diversification and portfolio effects
Griffith-Jones, Stephany, Segoviano, Miguel Angel, Spratt, Stephen · 2003 · intermediate · risk management
banking · credit risk
BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models
Sohom Ghosh, Sudip Kumar Naskar · 2025 · intermediate · machine learning
equity markets · financial machine learning · large language models · machine learning · natural language processing
Basis Immunity: Isotropy as a Regularizer for Uncertainty
Florent Segonne · 2025 · advanced · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization · risk management
Basket implied volatility skew and stickiness
Jun Maeda, Masaaki Fukasawa, Tatsuya Ogiwara · 2026 · advanced · options
rough volatility · stochastic processes
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
Lech A. Grzelak, Nicola F. Zaugg · 2024 · advanced · options
copulas · derivatives · model calibration · numerical methods · option pricing
Battery Storage Co-Optimization in Day-Ahead and Real-Time Markets with Bayesian Optimization
Mike Ludkovski, Thiha Aung · 2026 · advanced · quantitative trading
bayesian statistics · numerical methods · optimization
Battery valuation on electricity intraday markets with liquidity costs
Enzo Cognéville, Thomas Deschatre, Xavier Warin · 2024 · advanced · quantitative trading
liquidity · stochastic processes
Bayesian Analysis of High Dimensional Vector Error Correction Model
Alexander Y Shestopaloff, Parley R Yang · 2023 · advanced · time series
bayesian statistics · econometrics · statistical inference · time series
Bayesian Analysis of Realized Matrix-Exponential GARCH Models
Asai, M., McAleer, M.J. · 2018 · advanced · time series
bayesian statistics · garch · statistical inference · time series · volatility forecasting
Bayesian Analysis of the Black-Scholes Option Price
Darsinos, T., Satchell, S.E. · 2001 · advanced · options
bayesian statistics · derivatives · option pricing · statistical inference
Bayesian CART models for aggregate claim modeling
Charles C. Taylor, Georgios Aivaliotis, Lanpeng Ji · 2024 · advanced · risk management
bayesian statistics · insurance · statistics
Bayesian Confidence Recalibration and Research-Equilibrium Criticality: Temporal Support in Robust Portfolios
Han Yanç · 2026 · advanced · portfolio management
bayesian statistics · optimization · portfolio optimization
Bayesian Distributionally Robust Merton Problem with Nonlinear Wasserstein Projections
Hao Liu, Jiayi Cheng, Jose Blanchet · 2025 · advanced · portfolio management
bayesian statistics · optimization · portfolio management · portfolio optimization
Bayesian Dynamic Modeling of Realized Volatility in Financial Asset Price Forecasting
Mike West, Patrick Woitschig · 2026 · advanced · time series
bayesian statistics · statistical inference · time series · volatility forecasting
Bayesian Estimation of Corporate Default Spreads
Beau Robinette, Maksim Papenkov · 2025 · advanced · risk management
bayesian statistics · credit risk · statistical inference
Bayesian Estimation of Risk-Premia in an APT Context
Darsinos, T., Satchell, S.E. · 2003 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
Bayesian estimation of the gaussian mixture garch model
Ausín Olivera, María Concepción, Galeano, Pedro · 2005 · advanced · time series
bayesian statistics · garch · statistics · time series
Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information
Darsinos, T., Satchell, S.E. · 2001 · advanced · options
bayesian statistics · option pricing · statistical inference · volatility forecasting
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff
Fernando Hernandez, Jose Blanchet, Markus Pelger · 2022 · advanced · statistics
bayesian statistics · optimization · statistical inference · time series
Bayesian learning for the Markowitz portfolio selection problem
Carmine de Franco, Huyên Pham, Johann Nicolle · 2018 · advanced · portfolio management
bayesian statistics · mathematical finance · optimization · partial differential equations · portfolio management · portfolio optimization
Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery
Dieter Hess, Nikolaus Hautsch · 2004 · intermediate · statistics
statistics
Bayesian Markov switching model for BRICS currencies' exchange rates
Ahmad, Wasim, Kumar, Utkarsh, Uddin, Gazi Salah · 2024 · advanced · time series
bayesian statistics · econometrics · foreign exchange · statistical inference · time series
Bayesian Model Averaging in the Presence of Structural Breaks
Franses, Ph.H.B.F., Paap, R., Ravazzolo, F. · 2006 · advanced · time series
bayesian statistics · regression
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
Strachan, R.W., van Dijk, H.K. · 2003 · advanced · statistics
bayesian statistics · regression · statistical inference
Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance
Farhana Afroz, Lisan Al Amin, Malay Kumar Devnath · 2025 · advanced · risk management
bayesian statistics · market risk · risk management · statistical inference · time series · volatility forecasting
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks
Gareth William Peters, Mario V. Wüthrich, Rodrigo S. Targino · 2017 · advanced · risk management
insurance · monte carlo simulation · risk management
Bayesian Optimization for CVaR-based portfolio optimization
Jinglai Li, Robert Millar · 2025 · intermediate · portfolio management
bayesian statistics · optimization · portfolio management · portfolio optimization · risk management
Bayesian Optimization of ESG Financial Investments
Eduardo C. Garrido-Merchán, Gabriel González Piris, Maria Coronado Vaca · 2023 · intermediate · portfolio management
bayesian statistics · esg · optimization · portfolio optimization
Bayesian Parametric Portfolio Policies
Miguel C. Herculano · 2026 · advanced · portfolio management
bayesian statistics · portfolio management · portfolio optimization
Bayesian Portfolio Optimization by Predictive Synthesis
Hibiki Kaibuchi, Kentaro Baba, Masahiro Kato · 2025 · advanced · portfolio management
bayesian statistics · portfolio optimization
Bayesian Reconciliation of Return Predictability
Borys Koval, Leopold Sögner, Sylvia Frühwirth-Schnatter · 2022 · advanced · statistics
bayesian statistics · econometrics · regression · statistical inference · time series
Bayesian regularized artificial neural networks for the estimation of the probability of default
Germano, Guido, Sariev, Eduard · 2020 · intermediate · machine learning
bayesian statistics · credit risk · machine learning · neural networks
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
Bo An, Chuqiao Zong, Haochong Xia · 2026 · advanced · quantitative trading
algorithmic trading · bayesian statistics · deep learning · financial machine learning · machine learning · reinforcement learning
Bayesian solutions for the factor zoo: we just ran two quadrillion models
Bryzgalova, Svetlana, Huang, Jiantao, Julliard, Christian · 2023 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
BDG inequalities and their applications for model-free continuous price paths with instant enforcement
Rafał M. Łochowski · 2021 · advanced · stochastic calculus
martingales · measure theory · stochastic calculus · stochastic processes
BDLOB: Bayesian Deep Convolutional Neural Networks for Limit Order Books
Stefan Zohren, Stephen Roberts, Zihao Zhang · 2018 · advanced · machine learning
bayesian statistics · deep learning · machine learning · neural networks
Be Water: An Evolutionary Proof for Trend-Following
Yijia Chen · 2026 · advanced · quantitative trading
trend following
Bear Markets and Recessions versus Bull Markets and Expansions
Abdulnasser Hatemi-J · 2020 · advanced · statistics
causal inference · econometrics · hypothesis testing · statistical inference · time series
Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence
Duy Khanh Lam · 2025 · advanced · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
Before and after default: information and optimal portfolio via anticipating calculus
Bernardo D'Auria, Giulia Di Nunno, José A. Salmerón · 2022 · advanced · stochastic calculus
portfolio optimization · stochastic calculus · stochastic processes
Before the Accord: U.S. Monetary-Financial Policy 1945-51
Barry Eichengreen and Peter M. Garber. · 1990 · intermediate · fixed income
economic policy · financial stability · interest rates
Behavior and Performance of Investment Newsletters Analysts
Alok Kumar, Vicente Pascual Pons-Sanz · 2002 · intermediate · portfolio management
portfolio management
Behavior of Liquidity Providers in Decentralized Exchanges
Lioba Heimbach, Roger Wattenhofer, Ye Wang · 2021 · intermediate · quantitative trading
decentralized finance · liquidity
Behavioral Consistency Validation for LLM Agents: An Analysis of Trading-Style Switching through Stock-Market Simulation
Guancheng Wan, Guangnan Ye, Hongfeng Chai · 2026 · intermediate · machine learning
behavioral finance · large language models
Behavioral heterogeneity in return expectations across equity style portfolios
Milan Vidojevic, Philip A. Stork, Remco C. J. Zwinkels · 2020 · advanced · statistics
asset pricing · behavioral finance
Behavioral Machine Learning? Regularization and Forecast Bias
Jing Gao, Keer Yang, Murray Z. Frank · 2023 · advanced · time series
financial machine learning · machine learning
Behavioral Participating Insurance: Optimal Investment under Probability Distortion and Aspiration Constraints
Hao Liu, Yang Liu, Zhenyu Shen · 2026 · advanced · risk management
behavioral finance · insurance · optimization · probability
Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
Abootaleb Shirvani, Ali M. Jaffri, Ayush Jha · 2025 · advanced · portfolio management
behavioral finance · portfolio optimization · probability · statistics
Behavioural effects on XVA
Chris Kenyon, Hayato Iida · 2018 · advanced · risk management
credit risk · derivatives
Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values
Lake, A. · 2020 · intermediate · statistics
behavioral finance · housing markets · hypothesis testing
Behind the Benchmark: Dissecting Active Bond Fund Performance
Vikas Jain, 甘应进 · 2026 · intermediate · fixed income
exchange traded funds · fixed income · mutual funds
Belief at Risk: Quantifying Agentic AI Model Risk with LLM-Inferred Bayesian State Filters
Matthew Francis Dixon · 2026 · advanced · risk management
bayesian statistics · large language models · model risk · risk management · tail risk
Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment
Annika Weber, Christine Laudenbach, Johannes Wohlfart · 2021 · intermediate · portfolio management
behavioral finance · equity markets
Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
Martin T. Wells, Tejas Ramdas · 2024 · advanced · quantitative trading
deep learning · financial machine learning · machine learning · market microstructure · neural networks
Benchmark Beating with the Increasing Convex Order
Jianming Xia · 2023 · advanced · portfolio management
optimization · portfolio optimization
Benchmark-Neutral Risk-Minimization for insurance products and nonreplicable claims
Eckhard Platen, Michael Schmutz, Thorsten Schmidt · 2025 · advanced · risk management
martingales · risk management
Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance
Aidan Hung-Wen Tsai, Chi-Sheng Chen · 2025 · intermediate · machine learning
decentralized finance · deep learning · machine learning · neural networks · time series
Benchmarking Deep Time Series Models for Equity Portfolios
Aoxin Zhang, Kwanting Leung, Yuhan Cheng · 2026 · advanced · portfolio management
deep learning · machine learning · optimization · portfolio management · portfolio optimization · time series
Benchmarking Large Language Model Volatility
Boyang Yu · 2023 · intermediate · machine learning
large language models · natural language processing
Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
Alexander Aue, Matthew J. Schneider, Prabir Burman · 2024 · intermediate · portfolio management
portfolio management
Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off
G. Raghavan, K. Srinivasan, Prashik N. Somkuwar · 2026 · advanced · portfolio management
optimization · portfolio optimization · tail risk
Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management
Arpad Rimmel, Bich-Liên Doan, Fabrice Daniel · 2023 · advanced · machine learning
backtesting · deep learning · machine learning · portfolio management · reinforcement learning
Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly
Brendan Bradley, Jeffrey A. Wurgler, Malcolm P. Baker · 2010 · intermediate · portfolio management
asset pricing
Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity
Gurjeet Dhesi, Marcel Ausloos, Muhammad Shakeel · 2021 · intermediate · statistics
statistics
Berms without Calibration
K. E. Feldman · 2025 · advanced · fixed income
derivatives · fixed income · interest rates · option pricing
Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation
Koichi Miyamoto · 2021 · advanced · options
algorithms · derivatives · numerical methods · option pricing
Bernstein Approximations to the Copula Function and Portfolio Optimization
A. Sancetta, Satchell, S.E. · 2001 · advanced · portfolio management
copulas · portfolio optimization · statistics
BERT vs GPT for financial engineering
Edward Sharkey, Philip Treleaven · 2024 · intermediate · machine learning
commodities · deep learning · financial machine learning · large language models · machine learning · natural language processing
BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
Enmin Zhu, Jerome Yen · 2024 · intermediate · machine learning
deep learning · machine learning · natural language processing
Bertrand oligopoly in insurance markets with Value at Risk Constraints
Kolos Csaba Ágoston, Veronika Varga · 2024 · advanced · risk management
insurance
Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
Chuancun Yin, Mengshuo Zhao · 2024 · advanced · risk management
optimization
Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets
Haoying Dai · 2025 · advanced · options
option greeks · options hedging
Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
CY Yan, Nate Leung, Steve Keol · 2025 · intermediate · quantitative trading
decentralized finance · liquidity · market making
Betting Against (Bad) Beta
Miguel C. Herculano · 2024 · advanced · portfolio management
asset pricing · capm · factor investing
Betting Against Beta
Andrea Frazzini · 2014 · intermediate · portfolio management
asset pricing · capm · equity markets · factor investing
Betting against Quant: Examining the Factor Exposures of Thematic Indexes
David C. Blitz · 2021 · intermediate · portfolio management
asset pricing · factor investing
Betting and financial markets are cointegrated on election night
Auld, T. · 2022 · advanced · quantitative trading
market efficiency · time series
Betting Around the Clock: Time Change and Long Term Model Risk
Umberto Cherubini · 2026 · advanced · stochastic calculus
mathematical finance · stochastic processes
Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models
Karmanpartap Singh Sidhu, Pranshi Saxena · 2026 · intermediate · options
garch · jump processes · monte carlo simulation · option pricing · volatility forecasting
Beyond capacity: contractual form in electricity reliability obligations
Han Shu, Jacob Mays · 2022 · advanced · risk management
financial economics · risk management · stochastic processes
Beyond carbon pricing: the role of banking and monetary policy in financing the transition to a low-carbon economy
Campiglio, Emanuele · 2015 · intermediate · risk management
banking · credit markets · economic policy · financial economics
Beyond Cash Flows: A Multi-Agent AI Framework for Valuing Clinical-Stage, Cross-Border Biotechnology
Yuhan Fang · 2026 · advanced · machine learning
equity valuation · large language models
Beyond Co-Movement: Locality by Exposures Enables a Joint Factor-Graph Framework for Portfolio Diversification
Danilo Mandic, Giorgos Iacovides, Parisa Yazdanparast · 2026 · advanced · portfolio management
factor investing · machine learning · optimization · portfolio management · portfolio optimization
Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios
Bernd Johannes Wuebben · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Beyond Direct Indexing: Dynamic Direct Long-Short Investing
Joseph Liberman, Nathan Sosner, Pedro Freitas · 2023 · intermediate · portfolio management
factor investing
Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization
Longbing Cao, Xin Li, Yan Ke · 2026 · advanced · portfolio management
esg · machine learning · optimization · portfolio optimization · sustainable investing
Beyond GMV: the relevance of covariance matrix estimation for risk-based portfolio construction
Clint Howard, Harald Lohre, M. Sipke Dom · 2025 · advanced · portfolio management
optimization · portfolio optimization
Beyond Lognormal Sums: A Four-Moment Probability Framework for Basket and Spread Option Pricing
Dongdong Hu, Frederi Viens, Hasanjan Sayit · 2026 · advanced · options
derivatives · option pricing · probability · statistics
Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
Andrew Lesniewski, Giulio Trigila · 2024 · advanced · machine learning
deep learning · machine learning · numerical methods · stochastic differential equations · stochastic processes
Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
Fuat Alican, Hasan Ugur Koyluoglu, Yigit Ihlamur · 2026 · advanced · portfolio management
copulas · statistics · tail risk
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction
Dehao Dai, Ding Ma, Dou Liu · 2026 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing
Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI
Allen Yikuan Huang, Zheqi Fan · 2026 · advanced · portfolio management
factor investing · large language models
Beyond Rough Volatility: Decoupling Memory and Scaling via a Generalized Langevin Equation
Andrey Itkin · 2026 · advanced · stochastic calculus
rough volatility · stochastic differential equations · stochastic processes
Beyond Sequential Prediction: Learning Financial Market Dynamics in Volatile and Non-Stationary Environments through Sentiment-Conditioned Generative Modelling
Alexis Lazanas, Spyridon Karpouzis · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series
Beyond Supra-Competitive Outcomes: Collusive Behaviour in Deep Reinforcement Learning for Optimal Execution Games
Carlo Campajola, Christos Spyridon Koulouris · 2026 · advanced · quantitative trading
algorithmic trading · deep learning · optimal execution · reinforcement learning
Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon
Abootaleb Shirvani, Barret Shao, Frank Fabozzi · 2024 · advanced · quantitative trading
garch · market microstructure · option pricing · tail risk · time series
Beyond the Fixed Price: Valuation and Risk of Non-Standard Renewable PPAs
Amia Santini, Nicola Bartolini, Silvia Romagnoli · 2026 · advanced · derivatives
monte carlo simulation · risk management · stochastic processes
Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations
Anders Rahbek, Frederik Vilandt, Giuseppe Cavaliere · 2025 · advanced · time series
econometrics · hypothesis testing · statistical inference · time series
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
Krishna Neupane, Prem Sapkota, Ujjwal Prajapati · 2026 · advanced · machine learning
causal identification · causal inference · data science · machine learning · natural language processing
Beyond the Skew-Stickiness Ratio: Transport Geometry of Spot-Driven Variance Surface Dynamics
Charlie Che, Pradeepta Das · 2026 · advanced · options
mathematical finance · volatility surface
Beyond the Smile: A Hybrid Convolutional VAE for Crypto Volatility Surfaces
Allam Reddy, Manan Chopra, Sadanand Singh · 2026 · advanced · options
cryptocurrencies · deep learning · machine learning · neural networks · volatility surface
Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
Abootaleb Shirvani, Ayush Jha, Frank J. Fabozzi · 2024 · advanced · time series
time series
Beyond the VIX: Alternate Measures of Macro and Financial Uncertainty
Two Sigma · 2018 · intermediate · time series
time series
Beyond TVL: An Explainable Risk Scoring Framework for Tokenized Real-World Assets
Khadijah, Rischan Mafrur · 2026 · intermediate · risk management
liquidity · liquidity risk
Beyond VaR and CVaR: Topological Risk Measures in Financial Markets
Amit Kumar Jha · 2023 · advanced · risk management
equity markets · market risk
Beyond Visual Realism: Toward Reliable Financial Time Series Generation
Fan Zhang, Jiabin Luo, Shuanghong Huang · 2026 · advanced · machine learning
backtesting · deep learning · machine learning · time series
BHC Derivatives Usage, Cost of Debt and Lending Patterns
Deng, Saiying, Elyasiani, Elyas, Mao, Connie X. · 2013 · advanced · risk management
banking · credit risk · derivatives · risk management
Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
Eshwar Sai Kandimalla, Hem Sundhar Korukunda, Sravan Chowdary Kankanala · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series
Bi-LSTM Price Prediction based on Attention Mechanism
Jiashu Lou, Leyi Cui, Ye Li · 2022 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Bias-variance trade-off in portfolio optimization under expected shortfall with ℓ 2 regularization
Caccioli, Fabio, Kondor, Imre, Papp, Gábor · 2019 · advanced · portfolio management
optimization · portfolio optimization · risk management · statistics
Biases in Long-Horizon Predictive Regressions
Jacob Boudoukh, Ronen Israel · 2020 · advanced · statistics
econometrics · regression · statistical inference · time series
Bid--Ask Martingale Optimal Transport
Bryan Liang, Marcel Nutz, Shunan Sheng · 2026 · advanced · options
derivatives · martingales · option pricing · options hedging
Bifurcation Routes to Volatility Clustering under Evolutionary Learning
Gaunersdorfer, A., Hommes, C.H., Wagener, F.O.O. · 2003 · advanced · time series
asset pricing · financial economics
Bilateral international investments: The big sur?
Fernando Broner, Goetz von Peter, Sergio L. Schmukler · 2023 · intermediate · other
banking
Bimodal Dynamics of the Artificial Limit Order Book Stock Exchange with Autonomous Traders
Matej Steinbacher, Matjaz Steinbacher, Mitja Steinbacher · 2025 · advanced · quantitative trading
quantitative trading
Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach
Akash Deep, Chris Monico, Frank J. Fabozzi · 2025 · advanced · options
machine learning · market microstructure · option pricing
Binding Commitments and Credit Spreads in Sustainability-Linked Bonds
Long, S., Mohaddes, K., Ul Haq, I. · 2026 · advanced · fixed income
credit markets · fixed income
BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
Daniel Gordon, Sebastian G. Huayamares, Valentina Aparicio · 2024 · intermediate · machine learning
deep learning · large language models · machine learning · natural language processing
Biology-inspired geometric representation of probability and applications to completion and options' pricing
Felix Polyakov · 2022 · intermediate · options
derivatives · mathematical finance · option pricing · probability
Bitcoin Does Not Hedge Inflation
Mykola Pinchuk · 2023 · intermediate · statistics
cryptocurrencies · hypothesis testing
Bitcoin ETF: Opportunities and risk
Di Wu · 2024 · intermediate · risk management
cryptocurrencies · exchange traded funds · risk management
Bitcoin ETFs and structural decoupling in the cryptocurrency market: evidence from altcoin correlation dynamics
Huang, Hancheng, Huang, Jun, Li, Yuxuan · 2026 · intermediate · time series
cryptocurrencies · exchange traded funds
Bitcoin Forecasting with Classical Time Series Models on Prices and Volatility
Alexander Aue, Anmar Kareem · 2025 · intermediate · time series
garch · statistics · time series · volatility forecasting
Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy
Haoyang Yu, Luyao Zhang, Yulin Liu · 2023 · intermediate · quantitative trading
backtesting · cryptocurrencies
Bitcoin option pricing: A market attention approach
Alet Roux, Alvaro Guinea Julia · 2021 · advanced · options
cryptocurrencies · derivatives · option pricing · stochastic processes
Bitcoin Price Forecasting Based on Hybrid Variational Mode Decomposition and Long Short Term Memory Network
Emmanuel Boadi · 2025 · intermediate · time series
deep learning · machine learning · neural networks · time series
Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis
D. Frank Hsu, Jingyan Xu, Wei Ye · 2026 · intermediate · machine learning
financial machine learning · machine learning
Bitcoin Price Prediction: Peer-Reviewed Evidence and Social Media Discourse
Carlos Baquero · 2026 · intermediate · time series
cryptocurrencies
Bitcoin Returns and Public Attention to COVID-19: Do Timing and Individualism Matter?
Huaxin Wang-Lu · 2022 · intermediate · time series
cryptocurrencies · time series
Bitcoin Runs on a Clock: Why Every Price Indicator Dies and the Halving Clock Doesn't
Josh Molnar · 2026 · advanced · time series
cryptocurrencies · hypothesis testing · statistical inference · time series
Bitcoin supply, demand, and price dynamics
Dennis Porter, Dr. Murray A. Rudd · 2025
Bitcoin · Cryptocurrency · Market Behavior · Price Dynamics · Supply and Demand
Bitcoin, Currencies, and Fragility
Nassim Nicholas Taleb · 2021 · intermediate · risk management
cryptocurrencies · financial economics
Black to Negative: Embedded optionalities in commodities markets
Aldous Birchall, Richard J. Martin · 2020 · intermediate · options
commodities · derivatives · option pricing
Black was right: Price is within a factor 2 of Value
CFM · 2017 · intermediate · time series
trend following
Black-Litterman and ESG Portfolio Optimization
Aviv Alpern, Svetlozar Rachev · 2025 · intermediate · portfolio management
esg · portfolio management · portfolio optimization · sustainable investing
Black-Litterman Asset Allocation under Hidden Truncation Distribution
Andrew L. Nguyen, Jungjun Park · 2023 · intermediate · portfolio management
portfolio management
Black-Scholes Model, comparison between Analytical Solution and Numerical Analysis
Francesco Romaggi · 2025 · intermediate · options
numerical methods · option pricing · partial differential equations
Black-Scholes without stochastics or PDEs
Richard J. Martin · 2023 · intermediate · options
derivatives · mathematical finance · option pricing
Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?
Frans J. de Weert, Mark Mink · 2022 · advanced · options
derivatives · mathematical finance · option pricing
Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
Quechen Yang · 2024 · advanced · machine learning
cryptocurrencies · financial machine learning · machine learning
Block Structure Multivariate Stochastic Volatility Models
Asai, M., Caporin, M. · 2009 · advanced · time series
econometrics · statistics · time series
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
Lucija Žignić, Stjepan Begušić, Zvonko Kostanjčar · 2024 · advanced · statistics
statistics · time series
Blockchain analysis of the Bitcoin market
Makarov, Igor, Schoar, Antoinette · 2021 · intermediate · other
algorithms · cryptocurrencies
Blockchain mechanism and distributional characteristics of cryptos
Cathy Yi-Hsuan Chen, Kainat Khowaja, Min-Bin Lin · 2020 · advanced · time series
cryptocurrencies · statistics · time series
Blockchain Metrics and Indicators in Cryptocurrency Trading
José M. Amigó, Juan C. King, Roberto Dale · 2024 · intermediate · quantitative trading
algorithmic trading · cryptocurrencies · machine learning
Blockchain Network Analysis: A Comparative Study of Decentralized Banks
Luyao Zhang, Yufan Zhang, Yulin Liu · 2022 · intermediate · risk management
decentralized finance · financial networks
Blockchain scaling and liquidity concentration on decentralized exchanges
Amit Chaudhary, Basile Caparros, Olga Klein · 2023 · advanced · quantitative trading
causal inference · decentralized finance · liquidity · market microstructure · transaction costs
Blockholder Disclosure Thresholds and Hedge Fund Activism
Bernhardt, Dan, Ordonez-Calafi, Guillem · 2019 · advanced · other
corporate governance · financial economics · hedge funds
Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
Przemysław Rola · 2025 · advanced · quantitative trading
high frequency trading · market microstructure · stochastic processes
Bond and Stock Returns in a Simple Exchange Model
Campbell, John · 1986 · advanced · other
asset pricing · financial economics · mathematical finance
Bond funds and credit risk
Choi, Jaewon, Dasgupta, Amil, Oh, Ji · 2022 · advanced · risk management
credit markets · credit risk · mutual funds
Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia
Magnus Sander, Martin M. Andreasen, Stig V. Møller · 2016 · intermediate · fixed income
asset pricing · fixed income · regression
Bond market clienteles, the yield curve and the optimal maturity structure of government debt
Guibaud, Stéphane, Nosbusch, Yves, Vayanos, Dimitri · 2011 · advanced · fixed income
financial economics · fixed income · interest rates · term structure models
Bond Market Exposures to Macroeconomic and Monetary Policy Risks
Dongho Song · 2014 · advanced · fixed income
asset pricing · fixed income · interest rates · term structure models
Bond Market Focus: Understanding Treasury Yields with Survey Data
Antti Ilmanen, Thomas Maloney · 2025 · intermediate · fixed income
fixed income · interest rates
Bond Market Focus: Yield Curves and Mean Reverting Rate Expectations
Antti Ilmanen · 2025 · intermediate · fixed income
fixed income · interest rates
Bond Market Making with a Hit-Ratio Target
Alexander Barzykin, Axel Ciceri · 2026 · advanced · quantitative trading
fixed income · market making · optimization
Bond markets where prices are driven by a general marked point process
Björk, T., Kabanov, Y., Runggaldier, W. · 1995 · advanced · fixed income
fixed income · interest rates · jump processes · martingales · measure theory · stochastic processes
Bond return predictability in expansions and recessions
Magnus Sander, Stig V. Møller, Tom Engsted · 2013 · intermediate · fixed income
econometrics · fixed income · regression
Bond Risk Premiums at the Zero Lower Bound
Andrew Meldrum, Kasper Jørgensen, Martin Møller Andreasen · 2019 · advanced · fixed income
asset pricing · econometrics · fixed income · interest rates · term structure models
Bond supply and excess bond returns
Greenwood, Robin, Vayanos, Dimitri · 2008 · advanced · fixed income
asset pricing · fixed income
Bond underwriting fees and keiretsu affiliation in Japan
Roosenboom, P.G.J., Schramade, W.L.J., de Jong, A. · 2005 · intermediate · fixed income
corporate finance
Bond variance risk premia
Mueller, Philippe, Vedolin, Andrea, Yen, Yu-Min · 2012 · advanced · fixed income
fixed income · liquidity risk
BondBERT: What we learn when assigning sentiment in the bond market
Eva Christodoulaki, Jing Chen, John Cartlidge · 2025 · advanced · machine learning
deep learning · financial machine learning · fixed income · machine learning · natural language processing
Bonds or Loans? The Effect of Macroeconomic Fundamentals
Galina Hale · 2005 · intermediate · fixed income
fixed income
Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
Dhiti Osatakul, Shuanming Li, Xueyuan Wu · 2024 · advanced · risk management
insurance · probability
Book vs. fair value accounting in banking and intertemporal smoothing
Dimitrios P. Tsomocos, Xavier Freixas · 2004 · advanced · risk management
banking · financial economics
Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns
Mark S. Grinblatt, Söhnke M. Bartram, Yoshio Nozawa · 2024 · advanced · fixed income
asset pricing · credit markets · fixed income
Boom, Bubble, or Buildout? A Multi-Method Evaluation of Whether Artificial Intelligence Is in an Ongoing Financial Bubble
Qianan Wang, Zen Chen · 2026 · advanced · statistics
asset pricing · econometrics · financial economics
Booms and Busts in Asset Prices
Albert Marcet, Klaus Adam · 2011 · advanced · time series
asset pricing · bayesian statistics
Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets
Marc Steffen Rapp, Marina Kononova, Matthias Xaver Hanauer · 2022 · intermediate · machine learning
asset pricing · financial machine learning · machine learning · regression
Boosting Binomial Exotic Option Pricing with Tensor Networks
Maarten van Damme, Martin Ganahl, Rishi Sreedhar · 2025 · advanced · options
derivatives · numerical methods · option pricing
Boosting Stock Price Prediction with Anticipated Macro Policy Changes
Ashiqul Haque Ahmed, Duc Minh Cao, Jonayet Miah · 2023 · intermediate · time series
economic policy · machine learning
Boosting the Accuracy of Stock Market Prediction via Multi-Layer Hybrid MTL Structure
Yuxi Hong · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks
Davide La Cara, Massimiliano Marcellino, Massimo Guidolin · 2021 · intermediate · time series
econometrics · garch · time series · volatility forecasting
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Nour Meddahi, Sílvia Gonçalves, Ulrich Hounyo · 2013 · advanced · statistics
statistical inference
Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models
Anders Rahbek, Giuseppe Cavaliere, Heino Bohn Nielsen · 2018 · advanced · statistics
econometrics · hypothesis testing · statistical inference
Bootstrapping autoregressive duration models
Anders Rahbek, Frederik Vilandt, Giuseppe Cavaliere · 2026 · advanced · statistics
econometrics · statistical inference · statistics · time series
Bootstrapping high-frequency jump tests
Dovonon, Prosper, Goncalves, Silvia, Hounyo, Ulrich · 2017 · advanced · statistics
hypothesis testing · jump processes · statistical inference
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Ulrich Hounyo · 2014 · advanced · statistics
statistical inference · statistics · stochastic processes
Bootstrapping Liquidity in BTC-Denominated Prediction Markets
Fedor Shabashev · 2025 · intermediate · quantitative trading
liquidity · market making
Bootstrapping pre-averaged realized volatility under market microstructure noise
Nour Meddahi, Sílvia Goncalves, Ulrich Hounyo · 2013 · advanced · statistics
market microstructure · statistical inference · statistics
Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
Ulrich Hounyo · 2013 · advanced · statistics
econometrics · statistical inference
Boundary behaviour of the Volterra square-root process
Kristof Wiedermann, Martin Friesen, Stefan Gerhold · 2026 · advanced · stochastic calculus
rough volatility · stochastic processes
Boundary error control for numerical solution of BSDEs by the convolution-FFT method
Cody Hyndman, Xiang Gao · 2025 · advanced · options
numerical methods · stochastic differential equations
Boundary-Induced Apparent Risk Aversion in Nonergodic Multiplicative Growth
Boyan Xing, Ling Zhang, Zhenyu She · 2026 · advanced · portfolio management
mathematical finance · optimization · stochastic processes
Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities."
George M. Constantinides, Thaleia Zariphopoulou · advanced · options
asset pricing · derivatives · option pricing · transaction costs
Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences
George M. Constantinides, Thaleia Zariphopoulou · advanced · options
asset pricing · derivatives · optimization · option pricing · transaction costs
Branching-ratio approximation for the self-exciting Hawkes process
Jean-Philippe Bouchaud, Stephen J. Hardiman · 2014 · advanced · quantitative trading
statistical inference · stochastic processes
BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges
Aleksandr Simonyan · 2024 · advanced · machine learning
cryptocurrencies · deep learning · financial machine learning · large language models · machine learning · time series
Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice
Byung Hwa Lim, Hyeng Keun Koo, Jaegi Jeon · 2025 · advanced · portfolio management
machine learning · mathematical finance · neural networks · optimization · portfolio optimization
Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
Byung Hwa Lim, Hyeng Keun Koo, Jaegi Jeon · 2025 · advanced · portfolio management
machine learning · neural networks · optimization · portfolio management · portfolio optimization
Breaking the Dimensional Barrier: Dynamic Portfolio Choice with Parameter Uncertainty via Pontryagin Projection
Hyeng Keun Koo, Jeonggyu Huh · 2026 · advanced · portfolio management
deep learning · monte carlo simulation · numerical methods · optimization · portfolio management · portfolio optimization
Breaking the Trend: How to Avoid Cherry-Picked Signals
Sebastien Valeyre · 2025 · intermediate · quantitative trading
trend following
Brexit Risk and Asset Volatility
Two Sigma · 2016 · intermediate · time series
time series
Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile
Lassi Roininen, Martin Simon, Petteri Piiroinen · 2019 · advanced · options
derivatives · foreign exchange · model calibration · option pricing · tail risk
Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
François Benhmad, Fredy Pokou, Jules Sadefo Kamdem · 2025 · advanced · risk management
backtesting · deep learning · financial machine learning · garch · market risk · reinforcement learning
Bridging financial reporting research and policy: a discussion of “the impact of accounting standards on pension investment decisions”
Cascino, Stefano · 2018 · intermediate · portfolio management
causal identification · pensions
Bridging socioeconomic pathways of $$\textrm{CO}_2$$ emission and credit risk
Emmanuel Gobet, Florian Bourgey, Ying Jiao · 2022 · advanced · risk management
credit risk · financial economics · optimization
Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks
Jules Arzel, Noureddine Lehdili · 2026 · advanced · options
deep learning · derivatives · optimization · option pricing · options hedging
Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data
Anton Golub, James B. Glattfelder · 2022 · advanced · time series
brownian motion · time series
Bridging the Reality Gap in Limit Order Book Simulation
Mathieu Rosenbaum, Patrick Noble, Saad Souilmi · 2026 · advanced · quantitative trading
market microstructure
Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock
Julián Andrada-Félix, Marta Gómez-Puig, Simón Sosvilla-Rivero · 2025 · intermediate · fixed income
fixed income
British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach
Andrey Ukhov, William Goetzmann · 2005 · intermediate · portfolio management
equity markets · portfolio management · portfolio optimization
Broken Symmetry of Stock Returns -- a Modified Jones-Faddy Skew t-Distribution
Arshia Ghasemi, Hamed Farahani, R. A. Serota · 2025 · intermediate · time series
statistics · stochastic differential equations · stochastic processes
Broken Symmetry, Conservation Law, and Scaling in Accumulated Stock Returns -- a Modified Jones-Faddy Skew t-Distribution Perspective
Arshia Ghasemi, R. A. Serota, Siqi Shao · 2026 · intermediate · time series
statistics · stochastic processes
Broker-Trader Partial Information Nash-Equilibria
Sebastian Jaimungal, Xuchen Wu · 2024 · advanced · quantitative trading
market microstructure · mathematical finance · optimization · stochastic calculus · stochastic differential equations
Brownian ReLU(Br-ReLU): A New Activation Function for a Long-Short Term Memory (LSTM) Network
Elijah Agbosu, George Awiakye-Marfo, Samuel Asante Gyamerah · 2026 · intermediate · machine learning
deep learning · machine learning · neural networks · stochastic processes · time series
BSDE representations for optimal switching problems with controlled volatility
Idris Kharroubi, Romuald Elie · 2014 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic differential equations · stochastic processes
Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments
Bao, T., Hommes, C.H., Makarewicz, T.A. · 2014 · intermediate · statistics
asset pricing · financial economics
Bubble Investors: What Were They Thinking?
Ravi Dhar, William Goetzmann · 2006 · intermediate · statistics
behavioral finance · equity markets · market efficiency
Bubbles and Crashes with Partially Sophisticated Investors
Bianchi, Milo, Jehiel, Philippe · 2025 · advanced · other
asset pricing · financial economics
Bubbles in Asset Prices
Burton G. Malkiel · 2010 · intermediate · risk management
asset pricing · economic policy · market efficiency
Bubbles vs. Baselines: Token Valuation and Institutional Capital in PoS Networks under EIP-1559
Mikhail Perepelitsa · 2026 · advanced · portfolio management
asset pricing · cryptocurrencies · financial economics
Bubbles, crashes and intermittency in agent based market models
Irene Giardina, Jean‐Philippe Bouchaud · 2002 · advanced · time series
financial economics · time series
Budgeted Robust Intervention Design for Financial Networks with Common Asset Exposures
Giuseppe C. Calafiore · 2026 · advanced · risk management
contagion · financial networks · optimization · risk management · systemic risk
Build America Bonds
Andrew Ang, Vineer Bhansali, Yuhang Xing · 2010 · intermediate · fixed income
financial economics · fixed income
Building “Net-Zero-Aligned” Portfolios
Antonios Lazanas, Lingjuan Ma, Niall Smith · 2025 · intermediate · portfolio management
sustainable investing
Building a Better Commodities Portfolio
Yao Hua Ooi · 2022 · intermediate · portfolio management
commodities · portfolio management · risk management
Building an effective financial stability policy framework: lessons from the post-crisis decade
Demekas, Dimitri G. · 2019 · intermediate · risk management
financial stability
Building an honest microfinance organization: Embezzlement and the optimality of rigid repayment schedules and joint liability
Doh-Shin Jeon, Domenico Menicucci · 2006 · intermediate · risk management
insurance
BUILDING ARBITRAGE-FREE IMPLIED VOLATILITY: SINKHORN'S ALGORITHM AND VARIANTS
Hadrien de March, Pierre Henry-Labordere · 2019 · advanced · options
numerical methods · optimization · option pricing · volatility surface
Building Cross-Sectional Systematic Strategies By Learning to Rank
Bryan Lim, Daniel Poh, Stefan Zohren · 2020 · advanced · machine learning
financial machine learning · machine learning
Building crypto portfolios with agentic AI
Alessandro Piergallini, Antonino Castelli, Paolo Giudici · 2025 · intermediate · portfolio management
cryptocurrencies · portfolio optimization
Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds
B. Guez, E. Benhamou, E. Setrouk · 2025 · advanced · portfolio management
financial machine learning · liquidity · machine learning
Bulls, Bears and Excess Volatility: can currency intervention help?
Corrado, L., Miller, M., Zhang, L. · 2007 · intermediate · time series
economic policy · foreign exchange
Bundling, Belief Dispersion, and Mispricing in Financial Markets
Milo Bianchi, Philippe Jehiel · 2019 · intermediate · other
financial economics
Business Groups in Emerging Markets - Financial Control and Sequential Investment
Hainz, Christa · 2006 · advanced · other
corporate finance · financial economics
Business-cycles and Cash-on-Market: Pre-money Startup Valuation in the Macroeconomic Environment
Benjamin Le Pendeven, Max Berre · 2022 · intermediate · statistics
statistics
Buy the Rumor, Sell the News: When Is News Priced In?
Alireza Kargarzadeh, Arman Khaledian, Nariman Khaledian · 2026 · advanced · statistics
equity markets · large language models · machine learning · natural language processing
Buyback Derangement Syndrome
Scott A. Richardson, Todd Hazelkorn · 2018 · intermediate · other
corporate finance
Buying at Support: The Entry Problem under Multi-Skew Brownian Motion
Jun Maeda · 2026 · advanced · stochastic calculus
brownian motion · optimization · stochastic calculus · stochastic processes
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
Campbell, John, Cochrane, John H. · 1999 · advanced · time series
asset pricing · equity markets · financial economics
ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space
Yang Li, Zhi Chen · 2025 · advanced · machine learning
deep learning · financial machine learning · neural networks
C++ Design Patterns for Low-latency Applications Including High-frequency Trading
Burak Gunduz, Paul Bilokon · 2023 · advanced · programming
c++ · high frequency trading · programming
CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy
Jeyan Thiayagalingam, Jinjun Liang, Jionglong Su · 2023 · advanced · portfolio management
backtesting · deep learning · machine learning · portfolio management · reinforcement learning
CAESar: Conditional Autoregressive Expected Shortfall
Fabrizio Lillo, Federico Gatta, Piero Mazzarisi · 2024 · advanced · risk management
backtesting · risk management · tail risk · time series
Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
James B. Glattfelder, Thomas Houweling · 2024 · beginner · quantitative trading
quantitative trading
Calibrated Credit Intelligence: Shift-Robust and Fair Risk Scoring with Bayesian Uncertainty and Gradient Boosting
Srikumar Nayak · 2026 · advanced · risk management
bayesian statistics · credit risk · machine learning · model calibration · neural networks
Calibrated rank volatility stabilized models for large equity markets
David Itkin, Martin Larsson · 2024 · advanced · stochastic calculus
equity markets · model calibration · stochastic processes
Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
Andrey Itkin · 2026 · advanced · options
derivatives · model calibration · option pricing · stochastic processes
Calibrating rough volatility models: a convolutional neural network approach
Henry Stone · 2018 · advanced · machine learning
deep learning · neural networks · rough volatility · stochastic processes
Calibrating the Heston model with deep differential networks
Chen Zhang, Giovanni Amici, Marco Morandotti · 2024 · advanced · options
deep learning · machine learning · model calibration · neural networks · option pricing
Calibration and Option Pricing with Stochastic Volatility and Double Exponential Jumps
Claudio Aglieri Rinella, Gaetano Agazzotti, Jean-Philippe Aguilar · 2025 · advanced · options
derivatives · jump processes · model calibration · numerical methods · option pricing · stochastic processes
Calibration Bets on the Past: Post-Training Quantization for Financial Time-Series Forecasting
Ivy Gateri Wanjiku, Junyi Ye · 2026 · advanced · machine learning
financial machine learning · machine learning · neural networks · time series · volatility forecasting
Calibration of local volatility using the local and implied instantaneous variance
Gabriel Turinici · 2009 · advanced · options
model calibration · numerical methods · option pricing
Calibration of stochastic volatility models via second order approximation: the Heston model case
Elisa Alòs, Josep Vives, Rafael De Santiago · 2012 · advanced · options
model calibration · option pricing
Calibration of the rating transition model for high and low default portfolios
Asma Khedher, Jian He, Peter Spreij · 2024 · advanced · risk management
credit risk · model calibration · numerical methods · statistical inference
Calibration-Induced Degeneracy in LLM Financial Forecasting: An Audit-Trailed Case Study on Next-Day Market Risk
Arin Mohanty · 2026 · advanced · machine learning
financial machine learning · large language models · statistical inference · volatility forecasting
Call Option Price using Pearson Diffusion Processes
Barun Sarkar, Sesha Meka, Suprio Bhar · 2025 · advanced · options
derivatives · option pricing · stochastic differential equations · stochastic processes
Callable Bonds and Hedging
Haluk Unal, Levent Güntay, N. R. Prabhala · intermediate · fixed income
corporate finance · fixed income · interest rates
Can a financial transaction tax prevent stock price booms?
Adam, Klaus, Beutel, Johannes, Marcet, Albert · 2015 · advanced · other
asset pricing · economic policy · financial economics
Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?
Bruno de Melo, Jamiel Sheikh · 2024 · intermediate · portfolio management
large language models · performance attribution · portfolio management
Can a Lucas model with habit generate realistic conditional volatility in exchange rate returns?
Jingyi Liu · 2008 · advanced · time series
asset pricing · foreign exchange
Can a Machine Correct Option Pricing Models?
Caio Almeida, Francesca Tang, Gustavo Freire · 2022 · intermediate · options
machine learning · neural networks · option pricing · volatility surface
Can a stochastic cusp catastrophe model explain housing market crashes?
Wang, J. · 2015 · advanced · time series
econometrics · housing markets · statistical inference · stochastic processes
Can AI Detect Wash Trading? Evidence from NFTs
Brett Hemenway Falk, Gerry Tsoukalas, Niuniu Zhang · 2023 · advanced · machine learning
cryptocurrencies · machine learning · statistics
Can an unsupervised clustering algorithm reproduce a categorization system?
Dhagash Mehta, Dhruv Desai, Nathalia Castellanos · 2024 · intermediate · machine learning
algorithms · data science · machine learning
Can Artificial Intelligence Trade the Stock Market?
Jędrzej Maskiewicz, Paweł Sakowski · 2025 · intermediate · machine learning
algorithmic trading · deep learning · machine learning · reinforcement learning
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
Hongchul Lee, Joohyoung Jeon · 2026 · advanced · machine learning
algorithmic trading · backtesting · financial machine learning · large language models · portfolio optimization · reinforcement learning
Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
Baptiste Lefort, Beatrice Guez, Damien Challet · 2024 · intermediate · machine learning
equity markets · large language models · natural language processing
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Alejandro Lopez-Lira, Yuehua Tang · 2023 · advanced · machine learning
asset pricing · large language models · natural language processing
Can ChatGPT Overcome Behavioral Biases in the Financial Sector? Classify-and-Rethink: Multi-Step Zero-Shot Reasoning in the Gold Investment
Gaoguo Jia, Liyuan Chen, Qiang Yang · 2024 · intermediate · machine learning
behavioral finance · large language models
Can community-based microfinance groups match savers with borrowers? Evidence from rural Malawi
Marcel Fafchamps, Rachel Cassidy · 2015 · intermediate · other
financial economics · regression · statistical inference
Can Exchange Rates Forecast Commodity Prices?
Barbara Rossi, Kenneth Rogoff, Yu-chin Chen · 2010 · advanced · time series
commodities · econometrics · foreign exchange · time series
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies?
Eser Arisoy, Sofiane Aboura · 2017 · advanced · statistics
asset pricing · tail risk
Can GANs Learn the Stylized Facts of Financial Time Series?
Sohyeon Kwon, Yongjae Lee · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Can GPT models be Financial Analysts? An Evaluation of ChatGPT and GPT-4 on mock CFA Exams
Amarachi Mbakwe, Antony Papadimitriou, Ethan Callanan · 2023 · intermediate · machine learning
large language models
Can Higher-Order Risks Explain the Credit Spread Puzzle?
Cédric Okou, Georges Dionne, Jingyuan Li · 2016 · advanced · fixed income
credit risk · fixed income · liquidity
Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence
Alexei Orlov, Massimo Guidolin · 2018 · advanced · portfolio management
hedge funds · portfolio management · portfolio optimization · regression
Can Large Language Models Beat Wall Street? Unveiling the Potential of AI in Stock Selection
Dimosthenis Kyriazis, Georgios Fatouros, John Soldatos · 2024 · advanced · machine learning
large language models · natural language processing
Can Large Language Models Execute Parent Orders?
Cong Chen, Dongyu Yan, Guangyi Zhang · 2026 · advanced · quantitative trading
algorithmic trading · large language models
Can Large Language Models Improve Venture Capital Exit Timing After IPO?
Mohammadhossien Rashidi · 2025 · intermediate · machine learning
large language models
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
Alejandro Lopez-Lira · 2025 · advanced · quantitative trading
equity markets · large language models
Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis
Frankel, Jeffrey A., Saravelos, George · 2012 · intermediate · risk management
risk management
Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
Deb Narayan Barik, Siddhartha P. Chakrabarty · 2025 · advanced · risk management
optimization · portfolio management · portfolio optimization · risk management · stochastic processes
Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?
Hyeonjun Kim, Mihai Cucuringu, Tiejun Ma · 2025 · advanced · machine learning
backtesting · financial machine learning · large language models
Can Machine Learning Algorithms Outperform Traditional Models for Option Pricing?
Georgy Milyushkov · 2025 · intermediate · options
derivatives · machine learning · neural networks · option pricing
Can machine learning help to select portfolios of mutual funds?
André A. P. Santos, Francisco J. Nogales, Javier Gil-Bazo · 2021 · advanced · portfolio management
financial machine learning · machine learning · mutual funds · portfolio management
Can Machines "Learn" Finance?
Ronen Israel · 2020 · intermediate · machine learning
financial machine learning · machine learning
Can maker-taker fees prevent algorithmic cooperation in market making?
Bingyan Han · 2022 · advanced · quantitative trading
market making · reinforcement learning · transaction costs
Can market volumes reveal traders' rationality and a new risk premium?
Francesca Mariani, Maria Cristina Recchioni, Roberto Giacalone · 2024 · advanced · quantitative trading
optimization
Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles
Monia Magnani · 2024 · advanced · time series
asset pricing · econometrics · economic policy · equity markets · time series
Can Nash inform capital requirements? Allocating systemic risk measures
Zachary Feinstein, Çağın Ararat · 2025 · advanced · risk management
systemic risk
Can No-Arbitrage SDF Models with Regime Shifts Explain the Correlations Between Commodity, Stock, and Bond Returns?
Manuela Pedio, Marta Giampietro, Massimo Guidolin · 2015 · advanced · statistics
asset pricing · commodities
Can Oil Prices Forecast Exchange Rates?
Barbara Rossi, Domenico Ferraro, Ken Rogoff · 2011 · intermediate · time series
econometrics · foreign exchange · time series
Can rare events explain the equity premium puzzle?
Ghosh, Anisha, Julliard, Christian · 2008 · advanced · statistics
asset pricing · capm · equity markets · probability
Can Reinforcement Learning Efficiently Discover Price Manipulation?
Andrea Macrì, Fabrizio Lillo, Ioanna-Yvonni Tsaknaki · 2026 · advanced · quantitative trading
market microstructure · reinforcement learning
Can the stock market anticipate future operating performance? Evidence from equity rights issues
Kabir, R., Roosenboom, P.G.J. · 2002 · intermediate · other
equity markets · statistical inference
Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests
Alejandro Bernales, Massimo Guidolin · 2012 · advanced · options
volatility forecasting · volatility surface · volatility trading
Can we imitate the principal investor's behavior to learn option price?
Xin Jin · 2021 · advanced · options
bayesian statistics · machine learning · neural networks · option pricing · options hedging · reinforcement learning
Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model
Kiyoshi Kanazawa, Yuki Sato · 2023 · advanced · quantitative trading
market microstructure · statistics · time series
Can We Reliably Predict the Fed's Next Move? A Multi-Modal Approach to U.S. Monetary Policy Forecasting
Fiona Xiao Jingyi, Lili Liu · 2025 · advanced · machine learning
financial machine learning · interest rates · machine learning · natural language processing
Can You Delete a Year of Market Data? Machine Unlearning Against Exact Retraining Oracles
Junyi Ye · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Cancellation and Uncertainty Aversion on Limit Order Books
Jeremy Large · 2004 · advanced · quantitative trading
liquidity · market microstructure
Canonical insurance models: stochastic equations and comparison theorems
Christian Furrer, Marcus C. Christiansen · 2024 · advanced · risk management
insurance
Canonical Portfolios: Optimal Asset and Signal Combination
Nick B. Firoozye, Stefan Zohren, Vincent Tan · 2022 · advanced · portfolio management
optimization · portfolio optimization · statistics
Capacity of Smart Beta Strategies from a Transaction Cost Perspective
Andrew Ang, Paolo Miranda, Ronald C. Ratcliffe · 2017 · intermediate · quantitative trading
factor investing · momentum · transaction costs
Capital account liberalization, free long-term capital flows, financial crises and economic development
Ajit Singh · 2002 · intermediate · risk management
economic policy
Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution
Enrique Calderín-Ojeda, Soon Wei Tan, Yuyu Chen · 2026 · advanced · risk management
tail risk
Capital allocation on decentralized lending platforms
Bastien Baude, Hamza El Khalloufi, Vincent Danos · 2026 · advanced · portfolio management
backtesting · decentralized finance · interest rates · optimization · portfolio optimization
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
William F. Sharpe
asset pricing · capm · market risk · portfolio optimization
Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
Abraham Atsiwo, Andrey Sarantsev · 2024 · intermediate · statistics
asset pricing · capm · regression
Capital Controls or Exchange Rate Policy? A Pecuniary Externality Perspective
Alessandro Rebucci, Christopher Otrok, Eric R. Young · 2012 · advanced · risk management
economic policy · financial economics · financial stability
Capital Deaccumulation and the Large Persistent Effects of Financial Crises
Matthew Knowles · 2023 · advanced · risk management
banking · financial economics
Capital Investment and Liquidity Management with collateralized debt
Pierre, Erwan, Villeneuve, Stéphane, Warin, Xavier · 2014 · intermediate · other
corporate finance · liquidity
Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Di Nicolo, G., Gamba, A., Lucchetta, M. · 2011 · advanced · risk management
banking · credit risk · economic policy · liquidity risk
Capital regulation, market-making, and liquidity
Haselmann, Rainer, Kick, Thomas, Singla, Shikhar · 2022 · intermediate · quantitative trading
banking · fixed income · liquidity · market making · market microstructure
Capital Regulation, Monetary Policy and Financial Stability
Koray Alper, Luiz Pereira da Silva, Pierre-Richard Agénor · 2011 · advanced · risk management
banking · credit markets · economic policy · financial stability
Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role
Jamal Valipour, Kavian Abdolahi, Masoud Taherinia · 2024 · intermediate · other
capital structure · corporate finance · regression
Capital Structure and Investment Dynamics with Fire Sales
Gale, Douglas, Piero, Gottardi · 2013 · advanced · risk management
capital structure · financial economics · liquidity
Capital Structure Dynamics and Financial Performance in Indian Banks (An Analysis of Mergers and Acquisitions)
Addada Narasimha Rao, Kumpatla jaya surya, Kurada T S S Satyanarayana · 2023 · intermediate · other
banking · capital structure · hypothesis testing · mergers and acquisitions · statistical inference
Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India
Addada Narasimha Rao, Kurada T S S Satyanarayana · 2023 · intermediate · other
banking · capital structure · corporate finance · regression · statistics
Capital structure, investment, and fire sales
Gale, Douglas, Gottardi, Piero · 2014 · advanced · other
capital structure · financial economics · liquidity
Capital Structure, Rates of Return and Financing Corporate Growth: Comparing Developed and Emerging Markets, 1994-00
Ajit Singh, Jack Glen · 2003 · intermediate · other
capital structure
Capital-Allocation-Induced Risk Sharing
Kenneth Tsz Hin Ng, Runhuan Feng, Wing Fung Chong · 2026 · advanced · risk management
risk management
Capital-Market Effects of Securities Regulation: The Role of Implementation and Enforcement
Christensen, Hans B., Hail, Luzi, Leuz, Christian · 2010 · advanced · other
other
Caplet pricing in affine models for alternative risk-free rates
Claudio Fontana · 2022 · advanced · fixed income
derivatives · fixed income · interest rates · option pricing
CAPM Over the Long-Run: 1926-2001
Andrew Ang, Joseph S. Chen · 2003 · advanced · statistics
asset pricing · capm · regression · statistical inference · time series
CapOptix: An Options-Framework for Capacity Market Pricing
Agostino Capponi, Millend Roy, Vijay Modi · 2025 · advanced · options
derivatives · financial engineering · mathematical finance · option pricing · stochastic processes
Capturing cash non-additivity and horizon risk via BSDEs and generalized shortfall
Emanuela Rosazza Gianin, Giulia Di Nunno · 2026 · advanced · risk management
mathematical finance
Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
Eduardo Abi Jaber, Li, Shaun · 2025 · advanced · options
derivatives · model calibration · option pricing · stochastic processes · volatility surface
Caratheodory, Finite Resources and the Geometry of Arbitrage
B. K. Meister · 2026 · advanced · statistics
financial economics · mathematical finance
Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information
Daniele Mancinelli, Federico D'Amario, Katia Colaneri · 2025 · advanced · portfolio management
esg · optimization · portfolio management · stochastic calculus · stochastic differential equations · sustainable investing
Carbon-Sensitive Fund Construction and Hedging for Green Unit-Linked Life Insurance
Alessandra Cretarola, Daniele Mancinelli, Edoardo Lombardo · 2025 · advanced · risk management
insurance · portfolio management · portfolio optimization · risk management · sustainable investing
Career concerns in financial markets
Dasgupta, Amil, Prat, Andrea · 2004 · advanced · portfolio management
asset pricing · financial economics · mutual funds · portfolio management
CAROs: Climate Risk-Adjusted Refinancing Operations
Chiara Colesanti Senni, Florian B¨oser · 2021 · intermediate · risk management
banking · economic policy · financial stability · interest rates
Cash holding and control-oriented finance
Anderson, Ronald W., Hamadi, Malika · 2016 · intermediate · other
corporate finance · corporate governance
Cash holdings, corporate governance and financial constraints
Edith Ginglinger, Khaoula Saddour · 2007 · intermediate · other
corporate finance · corporate governance · financial economics
Cash Mergers and the Volatility Smile
Bester, Alan, Martinez, Victor Hugo, Rosu, Ioanid · 2018 · advanced · options
derivatives · mergers and acquisitions · option pricing
Cash non-additive risk measures: horizon risk and generalized entropy
Emanuela Rosazza Gianin, Giulia Di Nunno · 2024 · advanced · risk management
mathematical finance
Cash-Flow Maturity and Risk Premia in CDS Markets
Diogo Palhares · 2014 · advanced · fixed income
asset pricing · credit derivatives · credit risk
Cash-invariant hull representation of divergence preferences
Aleš Černý, Johannes Ruf, Martin Schweizer · 2026 · advanced · risk management
risk management
CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets
Josiah Poon, Matloob Khushi, Yu Peng · 2026 · advanced · quantitative trading
algorithmic trading · optimization · portfolio management · risk management · time series
CAT Bond Pricing with Kolmogorov--Arnold Networks
Sean Seow Cheng Hong · 2026 · advanced · machine learning
machine learning · neural networks
Catalytic Finance: When Does It Work?
Hyun Song Shin, Stephen Morris · 2003 · intermediate · risk management
economic policy
Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
Frédéric Godin, Jose Garrido, Parisa Davar · 2024 · advanced · machine learning
extreme value theory · options hedging · reinforcement learning · risk management
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
Leonid Kogan, Yeung Lewis Chan · advanced · portfolio management
asset pricing · financial economics
CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
Yupeng Cao, Zhi Chen, Zhiyang Deng · 2024 · intermediate · machine learning
large language models · machine learning · natural language processing
CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market
Dixon Domfeh, Saeid Safarveisi · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Causal analysis of extreme risk in a network of industry portfolios
Claudia Klüppelberg, Mario Krali · 2025 · advanced · risk management
causal inference · extreme value theory · financial networks
Causal and Predictive Modeling of Short-Horizon Market Risk and Systematic Alpha Generation Using Hybrid Machine Learning Ensembles
Aryan Ranjan · 2025 · advanced · quantitative trading
algorithmic trading · machine learning · market risk · neural networks · risk management
Causal discovery from nonstationary time series
Achintya Gopal, Agathe Sadeghi, M. Fesanghary · 2024 · advanced · statistics
time series
Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
Achintya Gopal, Agathe Sadeghi, Mohammad Fesanghary · 2023 · advanced · statistics
time series
Causal Effects of Protocol-Fee Changes on Liquidity Provision in Automated Market Makers
Wen-Ting Wang · 2026 · advanced · quantitative trading
causal inference · liquidity · panel data · statistical inference
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
Hiroshi Iyetomi, Oliver Kamps, Tobias Wand · 2024 · intermediate · statistics
causal inference · financial networks · time series
Causal Inference in Financial Event Studies
Paul Goldsmith-Pinkham, Tianshu Lyu · 2025 · advanced · statistics
causal identification · causal inference
Causal Interventions in Bond Multi-Dealer-to-Client Platforms
Javier Sabio, Paloma Marín, Sergio Ardanza-Trevijano · 2025 · advanced · quantitative trading
causal inference · data science · fixed income · machine learning
Causal Network Representations in Factor Investing
Clint Howard, Harald Lohre, Sebastiaan Mudde · 2024 · advanced · portfolio management
causal inference · factor investing · financial networks
Causal PDE-Control Models for Dynamic Portfolio Optimization with Latent Drivers
Alejandro Rodriguez Dominguez · 2025 · advanced · portfolio management
causal inference · optimization · partial differential equations · portfolio optimization
Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions
Alejandro Rodriguez Dominguez · 2025 · advanced · portfolio management
causal identification · causal inference · optimization · portfolio management · portfolio optimization
Causal Price-of-Risk Mandates under Overlapping Information
Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management
brownian motion · causal inference · martingales · portfolio management · portfolio optimization · stochastic processes
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
Anish Rai, Buddha Nath Sharma, Md. Nurujjaman · 2025 · advanced · time series
causal inference · time series
Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
Chniguir Mounira, Henchiri Jamel Eddine · 2023 · intermediate · time series
causal inference · econometrics · equity markets · time series
Causality Between Market Liquidity and Depth for Energy and Grains
Chang, C-L., Hammoudeh, S.M., McAleer, M.J. · 2011 · advanced · quantitative trading
causal inference · commodities · econometrics · liquidity · time series
Causality-Inspired Models for Financial Time Series Forecasting
Andre Fujita, Daniel Cunha Oliveira, Mihai Cucuringu · 2024 · advanced · time series
causal inference · financial machine learning · time series
Causes and Consequences of Margin Levels in Futures Markets
Esben Hedegaard · 2014 · advanced · derivatives
commodities · derivatives · liquidity risk
CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features
Mitrodima, Gelly, Oberoi, Jaideep · 2024 · advanced · risk management
market risk · statistics · time series
CBDC Stress Test in a Dual-Currency Setting
Catalin Dumitrescu · 2025 · advanced · risk management
financial stability · machine learning · stress testing
CBI-time-changed Lévy processes for multi-currency modeling
Alessandro Gnoatto, Claudio Fontana, Guillaume Szulda · 2021 · advanced · stochastic calculus
foreign exchange · model calibration · option pricing · stochastic processes
CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance
Arthur Gervais, Kaihua Qin, Liyi Zhou · 2021 · intermediate · risk management
decentralized finance
Centered-Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank-Asset Shares
Harrison Katz · 2025 · advanced · time series
bayesian statistics · statistical inference · time series
Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis
Radovan Fiser, roman Horvath · 2009 · intermediate · time series
econometrics · foreign exchange · garch · time series
Central Bank Design and Banking Supervision
Anca Maria Podpiera, Martin Melecky · 2016 · intermediate · risk management
banking · financial stability
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
Chang, C-L., Ilomäki, J., Laurila, H. · 2019 · intermediate · risk management
economic policy
Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies
Bal??zs ??gert · 2006 · intermediate · statistics
economic policy · financial economics · foreign exchange
Central bank mandates, sustainability objectives and the promotion of green finance
Dikau, Simon, Volz, Ulrich · 2021 · intermediate · risk management
risk management
Central Bank Policies and Financial Markets: Lessons from the Euro Crisis
Ashoka Mody, Milan Nedeljkovic · 2018 · advanced · statistics
econometrics
Central Banking after the Crisis: Brave New World or Back to the Future? Replies to a questionnaire sent to central bankers and economists
Dominique Plihon, Emmanuel Carré, Jézabel Couppey-Soubeyran · 2013 · intermediate · risk management
banking
Central banks and financial crises
Buiter, Willem H. · 2008 · intermediate · risk management
financial stability
Central Banks and the Financial System
Alberto Giovannini, Francesco Giavazzi · 2011 · advanced · risk management
financial stability · liquidity risk
CEO job security and risk-taking
Cziraki, Peter, Xu, Moqi · 2014 · intermediate · other
other
CEO turnover and volatility under long-term employment contracts
Cziraki, Peter, Xu, Moqi · 2020 · intermediate · other
corporate finance
CEOs showing humanity: human care statements in conference calls and stock market performance during a crisis
C. Howe, Lauren, F. Wagner, Alexander, Giurge, Laura M. · 2024 · intermediate · other
other
Certainly Uncertain
Jordan Brooks · 2023 · intermediate · time series
time series
Certified Alpha Capacity: Statistical Arbitrage When Learning Takes Time
Nicolò Bonacorsi · 2026 · advanced · statistics
hypothesis testing · statistical arbitrage · statistical inference
Certified High-Dimensional Wasserstein Robust Portfolio Optimization
Chung-Han Hsieh, Rong Gan · 2026 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization
CFM’s views on Shorts and Derivatives
CFM · 2022 · intermediate · derivatives
derivatives · hedge funds
Chain-structured neural architecture search for financial time series forecasting
Biagio Nigro, Denis Levchenko, Efstratios Rappos · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · optimization · reinforcement learning · time series
Change analysis of a dynamic copula for measuring dependence in multivariate financial data
Dominique Guegan, Jing Zhang · 2010 · advanced · risk management
copulas · hypothesis testing
Change analysis of dynamic copula for measuring dependence in multivariate financial data
Dominique Guégan, Jing Zhang · 2006 · advanced · statistics
copulas · hypothesis testing · statistical inference · statistics
Change of Measure in Midcurve Pricing
K. E. Feldman · 2018 · advanced · fixed income
fixed income · interest rates · option pricing
Change of Measure in the Heston Model given a violated Feller Condition
Sascha Desmettre · 2018 · advanced · stochastic calculus
martingales · measure theory · stochastic calculus · stochastic differential equations · stochastic processes
Change-point estimation for Weibull time series with copula-based Markov models
Chi-Yang Chiu, Li-Hsien Sun, Ning Ning · 2026 · advanced · time series
copulas · monte carlo simulation · statistical inference · statistics · time series
Changing Correlation and Portfolio Diversification Failure in the Presence of Large Market Losses
Sancetta, A., Satchell, S.E. · 2003 · advanced · portfolio management
portfolio management
Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013
Oliver D. Bunn, Robert J. Shiller · intermediate · time series
asset pricing · equity markets · time series
Changing-regime volatility: A fractionally integrated SETAR model
Anne Peguin-Feissolle, Dominique Guegan, Gilles Dufrenot · 2008 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps
Marco Ioffredi, Matteo Tanzi, Stefano Marmi · 2026 · advanced · risk management
systemic risk
Chaotic Bayesian Inference: Strange Attractors as Risk Models for Black Swan Events
Crystal Rust · 2025 · advanced · risk management
bayesian statistics · risk management · statistical inference · systemic risk · tail risk
Chaotic time series in financial processes consisting of savings with piecewise constant monthly contributions
Benito Pires, José Pedro Gaivão · 2022 · advanced · time series
time series
Characteristics Are Covariances: A Unified Model of Risk and Return
Seth Pruitt, Yinan Su · 2018 · advanced · statistics
asset pricing
Characteristics-driven returns in equilibrium
Guillaume Coqueret · 2022 · advanced · statistics
asset pricing
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns
Christian Deffo Tassak, Jules Sadefo-Kamdem, Louis Aimé Fono · 2018 · advanced · portfolio management
portfolio management
Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks
Jan Ryckebusch, Koen Schoors, Luis E. C. Rocha · 2025 · advanced · time series
probability
Characterizing revealing and arbitrage-free financial markets
Lionel De Boisdeffre · 2016 · advanced · other
financial economics
Chasing Your Own Tail (Risk), Revisited
Ashwin Thapar · 2019 · intermediate · portfolio management
portfolio management · risk management · tail risk
ChatGPT and Corporate Policies
Baozhong Yang, Jialin Qian, Manish Jha · 2024 · advanced · other
corporate finance · large language models · natural language processing
ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?
Guofu Zhou, Guohao Tang, Jian Chen · 2025 · advanced · machine learning
equity markets · large language models · natural language processing
ChatGPT as a Time Capsule: The Limits of Price Discovery
Alejandro Lopez-Lira, Sebastian Lehner · 2026 · advanced · machine learning
asset pricing · equity markets · large language models · natural language processing · regression
ChatGPT in Systematic Investing -- Enhancing Risk-Adjusted Returns with LLMs
Andrea Barbon, Carlo Zarattini, Nikolas Anic · 2025 · intermediate · machine learning
backtesting · financial machine learning · large language models · machine learning · momentum · natural language processing
ChatGPT Informed Graph Neural Network for Stock Movement Prediction
Cheng Lu, Di Zhu, Jialu Yuan · 2023 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks
ChatGPT-based Investment Portfolio Selection
Akhilesh Narayan, Oleksandr Romanko, Roy H. Kwon · 2023 · intermediate · portfolio management
large language models · portfolio management · portfolio optimization
Cheats, Banks and Liquidity Constraints
B. E. Sørensen, W. R. M. Perraudin · 1989 · advanced · risk management
banking · credit markets · financial economics
Chebyshev Greeks: Smoothing Gamma without Bias
Andrea Maran, Andrea Pallavicini, Stefano Scoleri · 2021 · advanced · options
derivatives · numerical methods · option greeks
ChequeMark: An Ensemble Machine Learning Framework for After-Hours Business Deposit Fraud Detection
Ann Youduo Xu, Emily Yu, Justin Leski · 2026 · advanced · risk management
data science · machine learning
China and Russia: Institutional Coherence between the Banking Systems
Andrei Vernikov · 2014 · intermediate · risk management
banking
China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
Johansson, Anders C. · 2010 · intermediate · time series
econometrics · equity markets · time series
China’s Model of Managing the Financial System
Markus K. Brunnermeier, Michael Sockin, Wei Xiong · 2020 · advanced · risk management
economic policy · financial economics · financial stability
Choice of Collateral Currency in Differential Swaps
Marek Rutkowski, Ruyi Liu, Yining Ding · 2026 · advanced · derivatives
derivatives · interest rates · risk management
Choice of corporate risk management tools under moral hazard
Bena, Jan · 2006 · advanced · risk management
corporate finance · financial economics · insurance · risk management
Choice of pension management fees and effects on pension wealth
Javier Olivera Angulo, Noelia Bernal · 2019 · intermediate · portfolio management
economic policy · pensions
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
Chang, C-L., Jiménez-Martín, J.A., Maasoumi, E. · 2015 · advanced · risk management
risk management · tail risk
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
Ericsson, Johan, Karlsson, Sune · 2004 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
Choosing the Best Volatility Models:The Model Confidence Set Approach
Asger Lunde, James M. Nason, Peter Hansen · 2003 · advanced · time series
garch · statistical inference · volatility forecasting
Choosing the narrative : the shadow banking crisis in the light of Covid
Miller, Marcus · 2021 · intermediate · risk management
banking · contagion
Choquet rating criteria, risk measures, and risk consistency
Chenxi Xia, Jingping Yang, Nan Guo · 2025 · advanced · risk management
credit risk
Chronologically Consistent Large Language Models
Asaf Manela, Jimmy Wu, Linying Lv · 2025 · advanced · machine learning
backtesting · large language models · machine learning · natural language processing
CIFQA: A Deterministic Tool-Grounded Multi-Agent LLM Framework for Financial Query Answering
Anil Kumar Tiwari, Divya Saxena, Kunjesh Parekh · 2026 · advanced · machine learning
large language models
Cities of Signals: Compression, Separation, and the Geometry of Novelty
Marc da Costa Nunes · 2026 · advanced · statistics
probability · statistics
Claims processing and costs under capacity constraints
Filip Lindskog, Mario V. Wüthrich · 2024 · advanced · risk management
insurance · optimization
Class of topological portfolios: Are they better than classical portfolios?
Amita Sharma, Anubha Goel, Juho Kanniainen · 2026 · advanced · portfolio management
portfolio management · portfolio optimization · risk management
Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring
Hanghang Zheng, Hong Liu, Jasmine Bai · 2025 · advanced · machine learning
deep learning · machine learning
Classical Option Pricing and Some Steps Further
Victor Olkhov · 2020 · advanced · options
mathematical finance · option pricing
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
Qian Hui, Sidney I. Resnick, Tiandong Wang · 2025 · advanced · statistics
extreme value theory · hypothesis testing · statistical inference
Classification of Financial Data Using Quantum Support Vector Machine
A. K. M. Fakhrul Hossain, MD. Muhtasim Fuad, Seemanta Bhattacharjee · 2024 · intermediate · machine learning
machine learning
Classification-Based Analysis of Price Pattern Differences Between Cryptocurrencies and Stocks
Claudio Tessone, Yu Zhang, Zelin Wu · 2025 · intermediate · machine learning
cryptocurrencies · machine learning · time series
Classifying and Clustering Trading Agents
Alexandros Iosifidis, Anubha Goel, Juho Kanniainen · 2025 · intermediate · machine learning
financial machine learning · machine learning
Cleaning correlation matrices
CFM · 2016 · advanced · portfolio management
statistics
Cleaning large correlation matrices: Tools from Random Matrix Theory
Jean-Philippe Bouchaud, Joël Bun, Marc Potters · 2016 · advanced · statistics
statistics
Clear(ed) Decision: The Effect of Central Clearing on Firms Financing Decision
Frederick Zadow, Maximilian Jager · 2023 · advanced · derivatives
capital structure · causal identification · corporate finance · credit derivatives · credit risk · derivatives
Clearing in Liability Networks via Sheaves on Directed Hypergraphs
Robert Ghrist · 2026 · advanced · risk management
financial networks
Clearing prices under margin calls and the short squeeze
Zachary Feinstein · 2021 · advanced · risk management
risk management
Clearing Sections of Lattice Liability Networks
Hans Riess, Julian Gould, Miguel Lopez · 2025 · advanced · risk management
financial networks
Clearing time randomization and transaction fees for auction market design
Thibaut Mastrolia, Tianrui Xu · 2024 · advanced · quantitative trading
market microstructure · optimization · transaction costs
Client engineering of XVA in crisis and normality: Restructuring, Mandatory Breaks and Resets
Chris Kenyon · 2020 · advanced · risk management
credit risk · derivatives
Climate aware lending allocation under NGFS scenarios - A Monte Carlo approach
Marina Palaisti · 2026 · advanced · risk management
credit risk · monte carlo simulation · optimization
Climate change challenges for central banks and financial regulators
Campiglio, Emanuele, Dafermos, Yannis, Monnin, Pierre · 2018 · intermediate · risk management
financial stability
Climate change risks: pricing and portfolio allocation
Anastasios Xepapadeas, Christos Karydas · 2019 · advanced · portfolio management
asset pricing
Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts
Chris Kenyon, Mourad Berrahoui · 2021 · advanced · risk management
risk management
Climate litigation as a financial risk: evidence from a global survey of equity investors
Chan, Tiffanie, Gostlow, Glen, Higham, Catherine · 2026 · intermediate · risk management
risk management
Climate Patents and Financial Markets
Hege, Ulrich, Pouget, Sébastien, Zhang, Yifei · 2024 · intermediate · statistics
causal identification · causal inference · equity markets · statistical inference
Climate Policy and Stranded Carbon Assets: A Financial Perspective
Armon Rezai, Rick Van der Ploeg · 2018 · advanced · other
equity markets · financial economics
Climate Risk Pricing
Nicolae Gârleanu · 2025 · advanced · risk management
asset pricing · climate finance
Climate Risk Stress Testing in California: A Geospatial Framework for Banking and Climate-Exposed Sectors
Aishworzo Saha, Satya Narayana Panda · 2026 · intermediate · risk management
banking · financial stability · real estate · risk management · stress testing
Climate value at risk of global financial assets
Bowen, Alex, Dietz, Simon, Dixon, Charlie · 2016 · advanced · risk management
risk management
Climate-Conditioned Cascade Modeling for Multi-Peril Reinsurance: Analysis and Controlled Numerical Applications
E. Salavati, F. Shokrollahi, N. Karimi · 2026 · advanced · risk management
insurance
Climate-Contingent Finance
John Nay · 2022 · intermediate · risk management
climate finance
Climate-Dyna Deep Hedging for XVAs: Model-Based Reinforcement Learning, Residual Climate HVA, and Hedge-Instrument Discovery
Francois Buet-Golfouse, Xiaozhen Wang · 2026 · advanced · risk management
financial machine learning · reinforcement learning · risk management
Cliquet option pricing in a jump-diffusion Lévy model
Markus Hess · 2018 · advanced · options
derivatives · jump processes · option greeks · option pricing · stochastic processes
Cliquet option pricing with Meixner processes
Markus Hess · 2018 · advanced · options
derivatives · jump processes · option pricing · stochastic processes
Close communications: hedge funds, brokers and the emergence of herding
Engel, Ofer, Kellard, Neil, Millo, Yuval · 2017 · intermediate · quantitative trading
hedge funds
Closed form optimal exercise boundary of the American put option
Yerkin Kitapbayev · 2019 · advanced · options
derivatives · option pricing
Closed-End Formula for options linked to Target Volatility Strategies
Kai Wallbaum, Luca Di Persio, Luca Prezioso · 2019 · advanced · options
derivatives · option greeks · option pricing · options hedging
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES
Fabio Mercurio, Minqiang Li · 2014 · advanced · options
option pricing · partial differential equations
Closed-form approximations in derivatives pricing: The Kristensen-Mele approach
Michael Kurz · 2018 · advanced · options
derivatives · option pricing
Closed-form solutions for generic N-token AMM arbitrage
Christian Harrington, Matthew Willetts · 2024 · advanced · quantitative trading
quantitative trading
Closed-form solutions for VIX derivatives in a Legendre empirical model
Cheng-Long Xu, Ping He, Ying-Li Wang · 2023 · advanced · options
derivatives · option pricing · partial differential equations · stochastic processes
Closing the Investment Gap: How Targeted Financial Information Reduces Demographic Gaps in ETF Allocation
Moawad, Jad · 2025 · intermediate · portfolio management
causal identification · exchange traded funds
Cloud failure and cyber insurance: calibration of stress scenarios and diversification
Daniel Nkameni, Olivier Lopez · 2026 · advanced · risk management
insurance · model calibration · risk management · stress testing
CLQT: A Closed-Loop, Cost-Aware, Strategy-Consistent Benchmark for Diagnostic Evaluation of LLM Portfolio-Management Agents
Bo Qu, Mingguang Chen · 2026 · advanced · machine learning
algorithmic trading · backtesting · large language models · portfolio management · transaction costs
Cluster GARCH
Chen Tong, Ilya Archakov, Peter Reinhard Hansen · 2024 · advanced · time series
garch
Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
Bastien Buchwalter, Francis X. Diebold, Kamil Yilmaz · 2025 · advanced · risk management
econometrics · equity markets · financial networks
Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
Hugo Inzirillo · 2024 · advanced · portfolio management
cryptocurrencies · portfolio management · portfolio optimization
Clustering Financial Time Series: How Long is Enough?
Frank Nielsen, Gautier Marti, Philippe Donnat · 2016 · intermediate · time series
machine learning · statistics · time series
Clustering Uniswap v3 traders from their activity on multiple liquidity pools, via novel graph embeddings
Deborah Miori, Mihai Cucuringu · 2024 · advanced · machine learning
decentralized finance · machine learning
ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
Alexander Y. Shestopaloff, Mihai Cucuringu, Stefan Zohren · 2025 · advanced · quantitative trading
machine learning · market microstructure
CLVR Ordering of Transactions on AMMs
Dahlia Malkhi, Dingyue Liu, Nir Chemaya · 2024 · advanced · quantitative trading
decentralized finance
CNN-DRL for Scalable Actions in Finance
Akram Mirzaeinia, Amir Mirzaeinia, Haseebullah Jumakhan · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · reinforcement learning
Co-Existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model
Adam Majewski, Jean-Philippe Bouchaud, Stefano Ciliberti · 2018 · advanced · statistics
asset pricing · bayesian statistics · statistical inference · trend following
Co-Impact: Crowding Effects in Institutional Trading Activity
Charles-Albert Lehalle, Fabrizio Lillo, Frédéric Bucci · 2018 · advanced · quantitative trading
equity markets · market microstructure
Co-moving systems with explosive regressors and time-varying volatility: evidence from the Spanish housing market
Blanco-Arroyo, Omar, Esteve, Vicente, Prats, Maria A. · 2026 · advanced · time series
econometrics · housing markets · time series
Co-ordination failure and the role of banks in the resolution of financial distress
Pagratis, Spyros · 2004 · intermediate · risk management
banking
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
Gesine Reinert, Mihai Cucuringu, Yutong Lu · 2023 · advanced · statistics
market microstructure · portfolio optimization · statistics
Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation
Kai Moriyama, Kumiko Tanaka-Ishii, Xin Du · 2023 · advanced · time series
deep learning · machine learning · neural networks · time series · volatility forecasting
Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
Andres R. Cruz-Hernández, Hirdesh K. Pharasi, M. Mijaíl Martínez-Ramos · 2024 · advanced · statistics
statistics
Coarse Graining Reveals a Fluctuation-theorem-like Asymmetry in Financial Markets
Haijun Zhou, Jian Gao, Jin Wu · 2026 · advanced · quantitative trading
probability · stochastic processes · time series
CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation
Kiyoshi Izumi, Ryuji Hashimoto, Takehiro Takayanagi · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
Cognition and Wealth: The Importance of Probabilistic Thinking
Lee Lillard, Robert J. Willis · 2001 · intermediate · portfolio management
portfolio management
Cognitive Alpha Mining via LLM-Driven Code-Based Evolution
Fengyuan Liu, Junlan Feng, Qi Liu · 2025 · advanced · machine learning
financial machine learning · large language models · machine learning · optimization
Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
Guolin Tang, Yimin Du · 2025 · intermediate · machine learning
machine learning
Coherent estimation of risk measures
Damian Jelito, Igor Cialenco, Marcin Pitera · 2025 · advanced · risk management
mathematical finance · statistics
Coherent Measures of Risk
David Heath, Freddy Delbaen, Jean-Marc Eber · 1998
Coherent Risk Measures · Expected Shortfall · Financial Regulation · Mathematical Finance · Risk Aggregation · Value at Risk
Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
Duc Thinh Vu, Emmanuel Lepinette · 2024 · advanced · risk management
mathematical finance
Coherent risk measures and uniform integrability
Muqiao Huang, Ruodu Wang · 2024 · advanced · risk management
probability
Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
Pengbin Feng, Xiaojun Guo, Yankaiqi Li · 2024 · advanced · machine learning
deep learning · neural networks
Collateral constraints and asset prices
Chabakauri, Georgy, Yueyang Han, Brandon · 2020 · advanced · other
asset pricing · financial economics
Collateral Restrictions and Liquidity Under-Supply: A Simple Model
Ana Fostel, John Geanakoplos · 2006 · intermediate · risk management
financial economics · liquidity
Collective completeness and pricing hedging duality
Alessandro Doldi, Marco Frittelli, Marco Maggis · 2025 · advanced · stochastic calculus
asset pricing · mathematical finance
Collective completeness and pricing-hedging duality II
Alessandro Doldi, Marco Frittelli, Marco Maggis · 2026 · advanced · stochastic calculus
asset pricing · mathematical finance
Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors
Damien Challet, Kevin Primicerio, Stanislao Gualdi · 2020 · intermediate · portfolio management
financial economics · portfolio management · transaction costs
Combination notes: market segmentation and equity transfer
Schaber, Albert · 2008 · intermediate · fixed income
securitization
Combination of traditional and parametric insurance: calibration method based on the optimization of a criterion adapted to heavy tail losses
Daniel Nkameni, Olivier Lopez · 2025 · advanced · risk management
insurance · optimization · tail risk
Combined climate stress testing of supply-chain networks and the financial system with nation-wide firm-level emission estimates
András Borsos, Christian Diem, Johannes Stangl · 2025 · advanced · risk management
contagion · stress testing · systemic risk
Combined machine learning for stock selection strategy based on dynamic weighting methods
Caiya Zhang, Lin Cai, Zhiyang He · 2025 · advanced · machine learning
backtesting · machine learning
Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall
Chao Wang, James W. Taylor · 2025 · intermediate · risk management
risk management
Combining Charitable Remainder Unitrusts and Tax-Aware Strategies to Diversify Low-Basis Stock
Jonathan Maron, Joseph Liberman, Nathan Sosner · 2026 · intermediate · portfolio management
factor investing · portfolio management
Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
Jakub Michańków, Janusz Morajda, Łukasz Kwiatkowski · 2023 · intermediate · time series
deep learning · garch · neural networks · time series · volatility forecasting
Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading
Koti S. Jaddu, Paul A. Bilokon · 2023 · advanced · quantitative trading
algorithmic trading · backtesting · deep learning · high frequency trading · reinforcement learning
Combining Financial Data and News Articles for Stock Price Movement Prediction Using Large Language Models
Ali Elahi, Fatemeh Taghvaei · 2024 · intermediate · machine learning
large language models · machine learning · natural language processing
Combining Independent Smart Beta Strategies for Portfolio Optimization
Karl Moffett, Phil Maguire, Rebecca Maguire · 2018 · intermediate · portfolio management
factor investing · portfolio management · portfolio optimization
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns
Pierre Perron, Rasmus Tangsgaard Varneskov · 2011 · advanced · time series
statistical inference · stochastic processes · time series · volatility forecasting
Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization
Hejun Huang, Vincent Tam, Zhenglong Li · 2023 · advanced · portfolio management
machine learning · portfolio optimization · reinforcement learning · risk management
Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions
Bertrand K. Hassani, Dominique Guegan · 2016 · advanced · risk management
mathematical finance · risk management
Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization
David Quintana, Pedro Isasi, Sandra García-Rodríguez · 2015 · advanced · portfolio management
optimization · portfolio optimization
Combining supervised and unsupervised learning methods to predict financial market movements
Gabriel Rodrigues Palma, Mariusz Skoczeń, Phil Maguire · 2024 · intermediate · machine learning
cryptocurrencies · financial machine learning · machine learning · time series
Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
Angelos Stefanidis, Jionglong Su, Ruoyu Sun · 2024 · advanced · portfolio management
deep learning · financial machine learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set
Alessandra Amendola, Antonio Naimoli, Giuseppe Storti · 2024 · advanced · risk management
risk management
Combining VPFs and Tax-Aware Strategies to Diversify Low-Basis Stock
Joseph Liberman, Nathan Sosner · 2025 · intermediate · portfolio management
derivatives · factor investing · portfolio management
COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
Xinyi Lu, Zian Wang · 2024 · intermediate · time series
deep learning · garch · machine learning · neural networks · time series · volatility forecasting
Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method"
Francisco M. Fernández · 2021 · intermediate · options
numerical methods · option pricing
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)
Lettau, M. · 1997 · intermediate · statistics
asset pricing · financial economics
Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity
Jean-Marc Tallon, Norio Takeoka, Sujoy Mukerji · 2008 · advanced · portfolio management
portfolio management
Comment on Turbulent cascades in foreign exchange markets
., Alain Arneodo, Didier Sornette · 1996 · advanced · time series
foreign exchange · statistics · time series
Comment on Two-phase behaviour of financial markets
CFM · 2003 · intermediate · statistics
probability · statistics
Commodities for the Long Run
Ari Levine, Caroline Sasseville, Yao Hua Ooi · 2018 · intermediate · portfolio management
commodities
Commodities Trading through Deep Policy Gradient Methods
Jonas Hanetho · 2023 · advanced · machine learning
algorithmic trading · backtesting · commodities · deep learning · neural networks · reinforcement learning
Common Factors in Corporate Bond and Bond Fund Returns
Diogo Palhares, Ronen Israel, Scott A. Richardson · 2018 · advanced · fixed income
asset pricing · credit markets · factor investing · fixed income
Common Firm-level Investor Fears: Evidence from Equity Options
Jozef Barunik, Mattia Bevilacqua, Michael Ellington · 2023 · advanced · options
asset pricing
Common Idiosyncratic Quantile Factors and Asset Prices
Jozef Barunik, Matej Nevrla · 2022 · advanced · statistics
asset pricing · factor investing · tail risk
Common Ownership Patterns in the European Banking Sector – The Impact of the Financial Crisis
Albert Banal-Estañol, Jo Seldeslachts, Nuria Boot · 2021 · intermediate · risk management
banking
Common Risk Exposures in Bond Funds: Implications for Performance Evaluation and Portfolio Construction
David C. Blitz, Frank J. Fabozzi · 2026 · intermediate · portfolio management
asset pricing · fixed income
Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market
Filippo Lechthaler, Lucas Bretschger · 2012 · advanced · statistics
asset pricing · capm · momentum
Common Risk Factors in Decentralized AI Subnets
Philip Z. Maymin · 2026 · advanced · portfolio management
asset pricing · cryptocurrencies · factor investing
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · 1992
Factor Models · Market Risk · Risk Factors · Size and Value · Stocks and Bonds
Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models
Christophe Mues, Cristián Bravo, María Óskarsdóttir · 2026 · advanced · risk management
credit risk · deep learning · large language models · machine learning · neural networks
Communication impacting financial markets
Ioannis Vrontos, Jørgen Vitting Andersen, Petros Dellaportas · 2014 · intermediate · other
other
Community-level Contagion among Diverse Financial Assets
An Pham Ngoc Nguyen, Marija Bezbradica, Martin Crane · 2025 · advanced · risk management
contagion · cryptocurrencies · financial networks
Comomentum: inferring arbitrage activity from return correlations
Lou, Dong, Polk, Christopher · 2022 · advanced · statistics
asset pricing · equity markets · momentum
Comonotonic and moment matching approximations for sums of lognormal random variables
Chunle Huang · 2026 · advanced · risk management
risk management
Comonotonic improvement under feasibility constraints
Christopher Blier-Wong, Jean-Gabriel Lauzier · 2026 · advanced · risk management
optimization · risk management
Comonotonic Monte Carlo and its applications in option pricing and quantification of risk
Alain Chateauneuf, David Vyncke, Mina Mostoufi · 2015 · advanced · options
copulas · monte carlo simulation · option pricing · risk management · tail risk
Company Similarity using Large Language Models
Dhagash Mehta, Dhruv Desai, Dimitrios Vamvourellis · 2023 · intermediate · machine learning
financial machine learning · large language models · machine learning · natural language processing
Comparative analysis of financial data differentiation techniques using LSTM neural network
Dominik Stempień, Janusz Gajda · 2025 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series
Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction
Jue Xiao, Shuochen Bi, Tingting Deng · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Comparative analysis of neural network architectures for short-term FOREX forecasting
Dimitris Kalles, Theodoros Zafeiriou · 2024 · intermediate · machine learning
foreign exchange · machine learning · neural networks · time series
Comparative analysis of stationarity for Bitcoin and the S&P500
Karina Arias-Calluari, Michael S. Harré, Yaoyue Tang · 2024 · intermediate · time series
cryptocurrencies · statistics · time series
Comparative e-backtests for general risk measures
Qiuqi Wang, Yimiao Zhao, Zhanyi Jiao · 2025 · advanced · risk management
backtesting · statistical inference
Comparative Evaluation of Modern Deep Learning Methodologies for Portfolio Optimization
Banjo Francis, Joe Wayne Byers, Samuel Ozechi · 2026 · advanced · portfolio management
backtesting · deep learning · machine learning · neural networks · portfolio optimization · reinforcement learning
Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
Xin Tian · 2025 · intermediate · risk management
backtesting · garch · market risk · risk management · time series
Comparative Performance of Cryptocurrencies through the Aumann and Serrano Economic Index of Riskiness
Jiro Hodoshima, Joseph Sheely, Roberto Serrano · 2022 · beginner · risk management
cryptocurrencies
Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
Jintao Li, Shuaijie Qian · 2024 · advanced · portfolio management
optimization · partial differential equations · portfolio optimization · transaction costs
Comparative Study of Bitcoin Price Prediction
Ali Mohammadjafari · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement
Ibtasam Ahmad, Jumanah Ahmed Darwish, Malik Muhammad Zeeshan Ansar · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Comparing Bitcoin and Ethereum tail behavior via Q-Q analysis of cryptocurrency returns
A. H. Nzokem · 2025 · intermediate · statistics
cryptocurrencies · statistics · tail risk
Comparing Density Forecasts in a Risk Management Context
Diks, C.G.H., Fang, H. · 2016 · intermediate · risk management
risk management · statistics
Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model
Isao Yagi, Takanobu Mizuta · 2023 · advanced · quantitative trading
quantitative trading
Comparing Mixture, Box, and Wasserstein Ambiguity Sets in Distributionally Robust Asset Liability Management
Ahmed Saif, Alireza Ghahtarani, Alireza Ghasemi · 2026 · advanced · risk management
optimization · pensions
Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning
Anna Helena Reali Costa, Caio de Souza Barbosa Costa · 2025 · intermediate · machine learning
machine learning · optimization · reinforcement learning
Comparing Possible Proxies of Corporate Bond Liquidity
Albert Mentink, Patrick Houweling, Ton Vorst · 2003 · intermediate · fixed income
fixed income · liquidity · liquidity risk
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting
Christian Leschinski, Michael Will, Robinson Kruse · 2016 · advanced · time series
econometrics · hypothesis testing · statistical inference · time series
Comparing two approaches for modelling the loss given default of credit cards: Run-off triangles vs regression
Arno Botha, Henko Crewe, Janette Larney · 2026 · intermediate · risk management
credit risk · regression
Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks
Hoong Khen Koo, Wei Yun Tan, Wilson Pang · 2024 · beginner · portfolio management
optimization · portfolio management · portfolio optimization
Comparison of the effects of investor attention using search volume data before and after mobile device popularization
Jonghyeon Min · 2021 · intermediate · statistics
statistics
Compensation-based risk-sharing
Atibhav Chaudhry, Austin Riis-Due, Jan Dhaene · 2025 · advanced · risk management
insurance
Competition and Incentives in a Shared Order Book
Mathieu Rosenbaum, Philippe Bergault, René Aïd · 2025 · advanced · quantitative trading
market making · market microstructure · optimization
Competition and opportunistic advice of financial analysts: theory and evidence
Sette, Enrico · 2007 · intermediate · other
financial economics
Competition between DEXs through Dynamic Fees
Leandro Sanchez-Betancourt, Leonardo Baggiani, Martin Herdegen · 2026 · advanced · quantitative trading
decentralized finance · partial differential equations
Competition Between Mail and Electronic Substitutes in the Financial Sector: A Hotelling Approach
Cremer, Helmuth, De Donder, Philippe, Dudley, Paul · 2012 · intermediate · other
banking
Competition in Dealer Markets with Internalisation and Externalisation
Eyal Neuman, Robert Boyce · 2026 · advanced · quantitative trading
liquidity · market making · market microstructure
Competition in Portfolio Management: Theory and Experiment
Brad Cornell, Debrah Meloso, Elena Asparouhova · 2012 · advanced · portfolio management
asset pricing · financial economics · portfolio management
Competition in the Chilean banking sector: a cross-country comparison
Karasulu, Meral · 2007 · intermediate · risk management
banking · financial economics
Competitive equilibria in trading
Neil A. Chriss · 2024 · advanced · quantitative trading
quantitative trading
Competitive Equilibrium with Incomplete Financial Markets
David Cass · 2006 · advanced · other
financial economics
Competitive optimal portfolio selection under mean-variance criterion
Guojiang Shao, Qi Zhang, Zuo Quan Xu · 2025 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization · stochastic differential equations
Complex discontinuities of the square root of Fredholm determinants in the Volterra Stein-Stein model
Eduardo Abi Jaber, Maxime Guellil · 2025 · advanced · options
numerical methods · option pricing
Complex network analysis of cryptocurrency market during crashes
Anish Rai, Chittaranjan Hens, Kundan Mukhia · 2024 · intermediate · risk management
cryptocurrencies
Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
Farhad Shahbazi, Mohammad Sharifi, Oday Masoudi · 2025 · intermediate · time series
statistics · time series
Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs
Ciamac C. Moallemi, Jason Milionis, Tim Roughgarden · 2023 · advanced · quantitative trading
quantitative trading
Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading
Sahand Hassanizorgabad · 2024 · intermediate · quantitative trading
algorithmic trading · backtesting · machine learning · optimization
Composition and growth effects of the current account: a synthesized portfolio view
Guo, Kai, Jin, Keyu · 2009 · intermediate · portfolio management
portfolio management
Compound poisson models for weighted networks with applications in finance
Gandy, Axel, Veraart, Luitgard A. M. · 2021 · advanced · risk management
financial networks · probability · regression · statistics
Compound V3 Economic Audit Report
Abhimanyu Nag, Arka Datta, Rik Ghosh · 2024 · advanced · risk management
monte carlo simulation · risk management
Compounding Effects in Leveraged ETFs: Beyond the Volatility Drag Paradigm
Chung-Han Hsieh, Hui Hsiang Chen, Jow-Ran Chang · 2025 · intermediate · time series
garch · time series
Computable Countermarkets and the Limits of Universal Trading
Karl Svozil · 2026 · advanced · quantitative trading
algorithmic trading · algorithms
Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus
Bilgi Yilmaz · 2018 · advanced · options
monte carlo simulation · option greeks
Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport
Johan Karlsson, Linn Engström, Sigrid Källblad · 2024 · advanced · options
martingales · numerical methods · optimization · option pricing
Computational method for probability distribution on recursive relationships in financial applications
Jong Jun Park, Kyungsub Lee · 2019 · intermediate · statistics
numerical methods · probability · stochastic processes
Computational Methods for Production-Based Asset Pricing Models with Recursive Utility
Eric M. Aldrich, Howard Kung · 2010 · advanced · other
asset pricing · numerical methods
Computational Reproducibility in Finance: Evidence from 1,000 Tests
Akmansoy, Olivier, Dreber, Anna, Holzmeister, Felix · 2022 · intermediate · programming
programming
Computationally-intensive Econometrics using a Distributed Matrix-programming Language
David F. Hendry, Jurgen A. Doornik, Neil Shephard · advanced · programming
programming
Computing corporate bond returns: a word (or two) of caution
Diogo Palhares, Martina Andreani, Scott Anthony Richardson · 2023 · intermediate · fixed income
fixed income
Computing Systemic Risk Measures with Graph Neural Networks
Lukas Gonon, Niklas Weber, Thilo Meyer-Brandis · 2024 · advanced · risk management
deep learning · financial networks · machine learning · neural networks · systemic risk
Computing Tarski Fixed Points in Financial Networks
Lars Huth, Leander Besting, Martin Hoefer · 2026 · advanced · risk management
algorithms · financial networks
Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks
Lianzeng Zhang, Zan Yu · 2024 · advanced · risk management
deep learning · insurance · neural networks · numerical methods
Computing the SSR
Jim Gatheral, Peter K. Friz · 2024 · advanced · options
options
Computing trading strategies based on financial sentiment data using evolutionary optimization
Ronald Hochreiter · 2015 · intermediate · quantitative trading
optimization
Concave Continuation: Linking Routing to Arbitrage
Long Wen, Ruichao Jiang · 2026 · advanced · quantitative trading
quantitative trading
Concentrated Equity: Practice Versus Premise
Acadian · intermediate · portfolio management
portfolio management
Concentrated Liquidity Provision: a Reinforcement Learning Perspective
Carmine Ventre, Charalampos Kleitsikas, Georgios Chionas · 2026 · advanced · quantitative trading
decentralized finance · reinforcement learning
Concentrated Liquidity with Leverage
Atis Elsts, Krešimir Klas · 2024 · advanced · quantitative trading
liquidity
Concentrated N-dimensional AMM with Polar Coordinates in Rust
Derek Ding, Joseph Schiarizzi, Marcus Wentz · 2025 · advanced · quantitative trading
liquidity
Concentrated Superelliptical Market Maker
Vasily Tolstikov · 2024 · advanced · quantitative trading
liquidity · market making · mathematical finance
Conditional Allocation of Control Rights in Venture Capital Finance
Gebhardt, Georg, Schmidt, Klaus M. · 2006 · advanced · other
corporate finance
Conditional Correlations and Principal Regression Analysis for Futures
CFM · 2020 · advanced · risk management
regression · statistics
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
Chang, C-L., McAleer, M.J., Tansuchat, R. · 2010 · advanced · time series
econometrics · garch · time series
Conditional Deep Levy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics
Helin Zhao, Junchi Shen · 2025 · advanced · machine learning
deep learning · derivatives · machine learning · neural networks · stochastic processes
Conditional Eurobonds and the Eurozone Sovereign Debt Crisis
John Muellbauer · 2013 · advanced · fixed income
econometrics · economic policy
Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
Gabriele Visentin, Marco D'Errico, Matteo Citterio · 2024 · advanced · machine learning
deep learning · financial networks · machine learning · neural networks
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
Houmin Yan, L. Jeff Hong, Qingkai Zhang · 2025 · advanced · risk management
credit risk · machine learning · risk management
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
Andrea Coletta, Joseph Jerome, Rahul Savani · 2023 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Conditional Heteroskedasticity in the Volatility of Asset Returns
Ding, Y. · 2021 · advanced · time series
garch · statistics · time series
Conditional Leibniz Derivative Estimation with an Application to American Call Min-Options
Michael C. Fu, Pierre L'Ecuyer, Xingyu Ren · 2026 · advanced · options
monte carlo simulation
Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management
Jun Cai, Tiantian Mao, Zhiqiao Song · 2026 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization · risk management
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market
Pesaran, M.H. · 2010 · advanced · time series
market risk · risk management · time series
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
Anthony Coache, Sebastian Jaimungal, Álvaro Cartea · 2022 · advanced · machine learning
deep learning · neural networks · reinforcement learning · risk management
Conditioning on a Volatility Proxy Compresses the Apparent Timescale of Collective Market Correlation
Vince D Calhoun, Yuda Bi · 2026 · intermediate · time series
statistics · time series
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
Foldes, Lucien · 1989 · advanced · stochastic calculus
martingales · optimization · portfolio optimization · stochastic calculus · stochastic processes
Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
Stephen Brown · 1999 · advanced · portfolio management
hedge funds
Conditions necessary for the sustainability of an emerging area: the importance of banking and financial regional criteria
Céline Gimet · 2007 · intermediate · risk management
banking · contagion · financial stability
Confidence intervals for empirical convergence rates of randomised quasi-Monte Carlo, with applications to option pricing
Giacomo Case · 2025 · advanced · statistics
monte carlo simulation · numerical methods · statistical inference · statistics
Conflicts of interest, information provision and competition in banking
Joel Shapiro, Patrick Bolton, Xavier Freixas · 2004 · advanced · risk management
banking · financial economics
Conformal Predictive Portfolio Selection
Masahiro Kato · 2024 · advanced · portfolio management
machine learning · neural networks · portfolio optimization
Conglomerate entrenchment under optimal financial contracting
Faure-Grimaud, Antoine, Inderst, Roman · 2004 · intermediate · other
corporate finance
Conglomeration with bankruptcy costs: Separate or joint financing?
Albert Banal-Estañol, Marco Ottaviani · 2010 · advanced · other
corporate finance
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
Clotilde Napp, Elyès Jouini · 2007 · advanced · other
asset pricing · financial economics · mathematical finance
Conservation of Short-term Flows: Signed Optimal Transport
Jiaxing Weng · 2026 · advanced · other
optimization
Considering the shareholder perspective: value-based management systems and stock market performance
Rapp, Marc Steffen, Schellong, Daniel A., Schmidt, Maximilian · 2010 · intermediate · other
other
Consistent asset modelling with random coefficients and switches between regimes
Felix L. Wolf, Griselda Deelstra, Lech A. Grzelak · 2024 · advanced · stochastic calculus
jump processes · option pricing · stochastic processes
Consistent Estimation of the High-Dimensional Efficient Frontier
Nestor Parolya, Nikolaus Hautsch, Taras Bodnar · 2024 · advanced · portfolio management
statistics
Consistent pricing of bivariate interest rate exotics via constrained Schrödinger optimal transport
Patrick Roome · 2026 · advanced · fixed income
derivatives · fixed income · interest rates · optimization · option pricing
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
Damien Challet, Vincent Ragel · 2024 · advanced · quantitative trading
algorithmic trading · market making · market microstructure · reinforcement learning
Consistent Time-Homogeneous Modeling of SPX and VIX Derivatives
Andrew Papanicolaou · 2018 · advanced · options
derivatives · stochastic processes
Consolidation, Market Power and Cost Economies in the Banking Industry. Empirical Evidence from Argentina
Delfino, Maira Eugenia · intermediate · other
banking · econometrics
Constant Proportion Portfolio Insurance in presence of Jumps in Asset Prices
Peter Tankov, Rama Cont · 2007 · advanced · risk management
jump processes · portfolio management · risk management
Constrained by law: The impact of fiduciary duties on portfolios and prices in US equity markets
Cassella, Stefano, Rizzo, A.E., Spalt, Oliver · 2026 · intermediate · portfolio management
equity markets · financial economics · portfolio management
Constrained deep learning for pricing and hedging european options in incomplete markets
Nicolas Baradel · 2025 · advanced · options
deep learning · derivatives · machine learning · neural networks · optimization · option pricing
Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach
Albert Dorador · 2024 · intermediate · portfolio management
optimization · portfolio optimization · risk management
Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients
Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · risk management
insurance · jump processes · optimization · stochastic differential equations
Constrained monotone mean--variance investment-reinsurance under the Cramér--Lundberg model with random coefficients
Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · risk management
insurance · jump processes · optimization · portfolio optimization · stochastic differential equations
Constrained portfolio optimization in a life-cycle model: A deep pricing kernel approach
Pengyu Wei, Wenyuan Li · 2024 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Constrained Portfolio Optimization via Quantum Approximate Optimization Algorithm (QAOA) with XY-Mixers and Trotterized Initialization: A Hybrid Approach for Direct Indexing
Frederic Goguikian, Javier Mancilla, Theodoros D. Bouloumis · 2026 · advanced · portfolio management
backtesting · optimization · portfolio management · portfolio optimization
Constrained stochastic LQ control with regime switching and application to portfolio selection
Xiaomin Shi, Ying Hu, Zuo Quan Xu · 2022 · advanced · portfolio management
optimization · portfolio management · stochastic calculus · stochastic differential equations · stochastic processes
Construct sparse portfolio with mutual fund's favourite stocks in China A share market
Ke Zhang · 2023 · intermediate · portfolio management
mutual funds · optimization · portfolio management · portfolio optimization
Constructing a NFT Price Index and Applications
Hugo Inzirillo, Hugo Schnoering · 2022 · intermediate · statistics
statistics
Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
Hanyong Cho, Jang Ho Kim · 2026 · intermediate · machine learning
large language models · optimization · portfolio management · portfolio optimization
Constructing an Investment Fund through Stock Clustering and Integer Programming
Maysam Khodayari Gharanchaei, Prabhu Prasad Panda · 2024 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
Constructing elicitable risk measures
Akif Ince, Ilaria Peri, Marlon Moresco · 2025 · advanced · risk management
risk management
Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning
Dorien Herremans, Joel Ong · 2023 · advanced · portfolio management
backtesting · deep learning · machine learning · momentum · neural networks · portfolio management
Construction and Hedging of Equity Index Options Portfolios
Maciej Wysocki, Robert Ślepaczuk · 2024 · advanced · options
derivatives · option pricing · options hedging
Consumer Loans, Heterogeneous Interest Rates, and Inequality
Bonomo, M., Cavalcanti, T., Chertman, F. · 2025 · advanced · risk management
credit markets · financial economics · interest rates
Consumption-investment optimization problem in a Lévy financial model with transaction Costs and ladle strategies
Emmanuel Lépinette, Tuan Quoc Tran · 2020 · advanced · portfolio management
mathematical finance · optimization · portfolio management · stochastic processes · transaction costs
Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets
Dejian Tian, Harry Zheng, Zixin Feng · 2024 · advanced · stochastic calculus
martingales · optimization · stochastic calculus · stochastic differential equations · stochastic processes
Consumption-Investment Problem in Rank-Based Models
David Itkin · 2025 · advanced · stochastic calculus
optimization · partial differential equations · portfolio management · stochastic processes
Consumption-Investment with anticipative noise
Benjamin Vallejo Jiménez, Mario Ayala · 2026 · advanced · stochastic calculus
optimization · portfolio management · stochastic calculus · stochastic differential equations · stochastic processes
Consumption-portfolio choice with preferences for liquid assets
Guohui Guan, Jiaqi Hu, Zongxia Liang · 2025 · advanced · portfolio management
liquidity · optimization · portfolio management · portfolio optimization · transaction costs
Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns
Carlo Favero · 2005 · advanced · statistics
asset pricing · econometrics
Contagion as Domino Effect in Global Stock Markets
Kole, H.J.W.G., Markwat, T.D., van Dijk, D.J.C. · 2008 · intermediate · risk management
contagion · regression · statistics
Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison
Dominique Guegan · 2011 · advanced · statistics
contagion · copulas · statistics
Contagion Effects of the Silicon Valley Bank Run
Dong Beom Choi, Paul Goldsmith-Pinkham, Tanju Yorulmazer · 2023 · intermediate · risk management
banking · contagion
Contagion in Derivatives Markets
H Peyton Young, Mark Paddrik, Sriram Rajan · 2019 · advanced · risk management
contagion · credit derivatives · credit risk · financial networks · stress testing · systemic risk
Contagion in Financial Networks
Paul Glasserman, Peyton Young · 2015 · intermediate · risk management
contagion · financial networks · financial stability · systemic risk
Contagion in financial networks: a threat index
Gabrielle Demange · 2016 · advanced · risk management
contagion · financial networks
Contagion on Financial Networks: An Introduction
Sunday Akukodi Ugwu · 2024 · beginner · risk management
banking · contagion · financial networks · probability
Contagious Illiquidity I: Contagion through Time
John Moore · 2013 · advanced · quantitative trading
liquidity
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
Wei-Xing Zhou, Yan-Hong Yang, Ying-Hui Shao · 2024 · intermediate · time series
commodities
ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism
Bo Yang, Jing Li, Li Zhao · 2025 · advanced · machine learning
algorithmic trading · large language models
Context-Aware Language Models for Forecasting Market Impact from Sequences of Financial News
Nicholas Andrews, Ross Koval, Xifeng Yan · 2025 · advanced · machine learning
deep learning · financial machine learning · large language models · natural language processing
Contingent Claim Valuation under Increasing Profit, Strong Arbitrage, and Arbitrage of the First Kind
Yukihiro Tsuzuki · 2026 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
Contingent Convertible Bonds in Financial Networks
Carlo Sala, Daniele Tantari, Giovanni Calice · 2020 · advanced · risk management
convertible bonds · financial networks · financial stability
Continuous Cash-Overlay Filters for a Static Growth--Defensive Risk Sleeve: Slow-Tail Compensation, V-Shape Crash Brakes, Walk-Forward Validation, and Max-Cash Combination
Zheli Xiong · 2026 · intermediate · portfolio management
backtesting · portfolio management · risk management
Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditional Value-at-Risk
Abdulrahman Alswaidan, Cade Jin, Jeffrey D. Varner · 2026 · advanced · time series
risk management · statistics · stochastic processes · time series
Continuous Program Search
Ahmed Khalifa, Jay Azhang, Julian Togelius · 2026 · advanced · machine learning
machine learning · optimization
Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence
Zheli Xiong · 2026 · intermediate · portfolio management
portfolio management
Continuous-time Duality for Super-replication with Transient Price Impact
Peter Bank, Yan Dolinsky · 2018 · advanced · stochastic calculus
liquidity · stochastic calculus · transaction costs
Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
Constantinos Stefanakis, Michail Anthropelos · 2024 · advanced · quantitative trading
asset pricing · mathematical finance · stochastic calculus · stochastic differential equations
Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach
Duy Nguyen, Huy Chau, Thai Nguyen · 2024 · advanced · machine learning
optimization · portfolio management · portfolio optimization · reinforcement learning
Continuous-time Optimal Stopping through Deep Reinforcement Learning
Cosmin Borsa, Michael Ludkovski · 2026 · advanced · options
deep learning · monte carlo simulation · neural networks · numerical methods · option pricing · reinforcement learning
Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction
Zhou Fang · 2023 · advanced · portfolio management
portfolio management · portfolio optimization
Continuous-Time Reinforcement Learning for Asset-Liability Management
Yilie Huang · 2025 · advanced · machine learning
machine learning · optimization · reinforcement learning
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty
Yanwei Jia · 2024 · advanced · machine learning
machine learning · martingales · optimization · reinforcement learning · stochastic calculus
Continuous-time skewed multifractal processes as a model for financial returns
Emmanuel Bacry, Jean-François Muzy, Laurent Duvernet · 2012 · advanced · stochastic calculus
probability · stochastic processes
Contractual resolutions of financial distress
Nicola Gennaioli, Stefano Rossi · 2012 · advanced · other
capital structure · corporate finance
Contrarians or Momentum Chasers? Individual Investors’ Behavior When Trading ETFs
Carlo Da Dalt, David Feldman, G. T. Garvey · 2018 · intermediate · quantitative trading
behavioral finance · exchange traded funds · momentum
Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds
Carlo Da Dalt, David Feldman, Gerald Garvey · 2018 · intermediate · quantitative trading
behavioral finance · exchange traded funds · momentum
Contrastive Learning of Asset Embeddings from Financial Time Series
Barry Smyth, Rian Dolphin, Ruihai Dong · 2024 · intermediate · machine learning
financial machine learning · machine learning
Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework
Frank Rudzicz, Nicholas Vinden, Raeid Saqur · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing
Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam
Quyen Van, Vy Tran · 2023 · intermediate · other
mergers and acquisitions · statistical inference
Control-theoretic framework for a quasi-Newton local volatility surface inversion
Gabriel Turinici · 2008 · advanced · options
model calibration · numerical methods · optimization · option pricing · volatility surface
Controllable Financial Market Generation with Diffusion Guided Meta Agent
Chang Xu, Jiang Bian, Weiqing Liu · 2024 · advanced · machine learning
deep learning · machine learning
Controllable Generation of Implied Volatility Surfaces with Variational Autoencoders
Cornelis Vuik, Jing Wang, Shuaiqiang Liu · 2025 · advanced · options
deep learning · machine learning · neural networks · volatility surface
Controlled McKean--Vlasov Contagion with State-Dependent Killing
Aoxin Zhang, Yingzhe Wang · 2026 · advanced · risk management
optimization · stochastic differential equations · stochastic processes
ControversyBERT: Detecting Social Controversies and Their Impact on Stock Returns
Ananthalakshmi Ranganathan, Carsten Rother, Harald Lohre · 2023 · intermediate · machine learning
equity markets · large language models · machine learning · natural language processing
Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model
Emmanuel Coffie · 2025 · advanced · stochastic calculus
interest rates · numerical methods · stochastic differential equations · stochastic processes
Convergence of the equilibrium prices in a family of financial models
Elyès Jouini · 2003 · advanced · stochastic calculus
asset pricing · mathematical finance · stochastic processes
Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
Hiroki Yamamichi · 2025 · advanced · portfolio management
mathematical finance · portfolio optimization · stochastic processes
Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999
Hans Joachim Voth · 2001 · advanced · statistics
economic policy · financial economics
Convertible Bond Arbitrageurs as Suppliers of Capital
Brian Henderson, Darwin Choi, Heather Tookes · 2009 · advanced · other
causal identification · convertible bonds · corporate finance · econometrics · hedge funds
Convex Asset Pricing
Emy Lécuyer, Victor Filipe Martins da Rocha · 2022 · advanced · other
asset pricing · financial economics · mathematical finance
Convex duality for Epstein-Zin stochastic differential utility
Matoussi, Anis, Xing, Hao · 2018 · advanced · stochastic calculus
convex optimization · optimization
Convex Modeling of Price Cross-Impact over Time
Madeleine Udell, Vincent Yinjun-Wang · 2026 · advanced · quantitative trading
commodities · convex optimization · optimization
Convex Order Beyond Dimension One: Projection Tests, Counterexamples and Gaussian Mixtures
Olivier Guéant · 2026 · advanced · risk management
probability
Convex ordering for stochastic control: the (path dependent) swing contracts case
Christian Yeo, Gilles Pagès · 2024 · advanced · options
option pricing · stochastic processes
Convex scalarizations of the mean-variance-skewness-kurtosis problem in portfolio selection
Andries Steenkamp · 2023 · advanced · portfolio management
convex optimization · optimization · portfolio optimization
Convolution-FFT for option pricing in the Heston model
Cody Hyndman, Xiang Gao · 2025 · advanced · options
numerical methods · option pricing
Convolutional Attention in Betting Exchange Markets
António Pedro Aguiar, Roman Chertovskih, Rui Gonçalves · 2025 · advanced · machine learning
algorithmic trading · deep learning · neural networks · time series
Cooperation between Independent Market Makers
Bingyan Han · 2022 · advanced · quantitative trading
algorithmic trading · market making · reinforcement learning
Coordinated Mean-Field Control for Systemic Risk
Toshiaki Yamanaka · 2025 · advanced · risk management
interest rates · optimization · risk management · systemic risk
Coordinated Sniper Cohorts on Pump.fun: Detection of 1,012 Persistent Wallet Rings and a Contamination-Adjusted Estimate of Coordination-Specific First-Hour Buyer-Flow Lift
Arati Uday Kamat · 2026 · advanced · quantitative trading
causal inference · cryptocurrencies · data science · statistical inference
Coordination of Expectations in Asset Pricing Experiments (Version March 2004)
Hommes, C.H., Sonnemans, J., Tuinstra, J. · 2004 · intermediate · time series
asset pricing
Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH
Aakhil Anvar, Adarsh Sajeev Kumar, Aryan Singh · 2025 · advanced · risk management
copulas · garch · risk management · systemic risk · tail risk
Copula Based Monte Carlo Integration in Financial Problems
Sancetta, A. · 2005 · intermediate · statistics
copulas · monte carlo simulation · numerical methods
Copula-Based Trading of Cointegrated Cryptocurrency Pairs
Jiří Witzany, Masood Tadi · 2023 · intermediate · quantitative trading
backtesting · copulas · cryptocurrencies · pairs trading · statistical arbitrage
Copula–Based Models for Financial Time Series
Andrew J. Patton · 2009 · advanced · time series
copulas · statistics · time series
Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
Imran Ansari, Kundan Mukhia, Md Nurujjaman · 2026 · advanced · risk management
financial networks · statistics · systemic risk
Corporate Arbitrage
Michael Schwert, Thomas Maloney · 2023 · intermediate · quantitative trading
convertible bonds · mergers and acquisitions
Corporate Bond Factors: Replication Failures and a New Framework
Christian Stolborg, Jens Dick-Nielsen, Peter Feldhütter · 2023 · advanced · fixed income
factor investing · fixed income
Corporate bond multipliers: substitutes matter
Chaudhary, Manav, Li, Jian, Zhiyu Fu, Julie · 2026 · advanced · fixed income
asset pricing · financial economics · fixed income · mutual funds
Corporate bond prices and co-ordination failure
Bruche, Max · 2003 · advanced · fixed income
credit risk · fixed income
Corporate Bond Yield Curve Modeling: A Rating-Based Regime-Switching Generalized CIR Approach
Maochun Xu, Yi Hong, Yunqi Liang · 2026 · advanced · fixed income
credit markets · fixed income · interest rates · term structure models
Corporate Credit Risk Premia
Berndt, Antje, Douglas, Rohan, Duffie, Darrell · 2017 · intermediate · risk management
credit markets · credit risk
Corporate Debt Structure, Precautionary Savings, and Investment Dynamics
Xiao, J. · 2016 · advanced · other
capital structure · corporate finance · credit markets · financial economics
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
Hayne E. Leland. · 1994 · advanced · fixed income
capital structure · corporate finance · credit risk · fixed income · mathematical finance · stochastic processes
Corporate Earnings Calls and Analyst Beliefs
Giuseppe Matera · 2025 · advanced · machine learning
large language models · natural language processing
Corporate finance and the monetary transmission mechanism
Patrick Bolton, Xavier Freixas · 2000 · advanced · risk management
banking · financial economics
Corporate Finance In Europe Confronting Theory With Practice
Brounen, D., Koedijk, C.G., de Jong, A. · 2004 · intermediate · other
capital structure · corporate finance · corporate governance · regression
Corporate Financial Distress of Industry Level Listings in an Emerging Market
McAleer, M.J., Pham, B.V.-N., Pham, T.V.-T. · 2019 · intermediate · risk management
corporate finance · econometrics · regression
Corporate Financial Performance and the Use of Takeover Defenses
Rose, Caspar · 2001 · intermediate · other
corporate finance · hypothesis testing
Corporate Financial Policies and Performance Around Currency Crises
Bris, Arturo, Koskinen, Yrjö, Pons, Vicente · 2002 · intermediate · other
capital structure · corporate finance · financial economics · foreign exchange
Corporate Fundamentals and Stock Price Co-Movement
Jiawei Jiang, Lyuhong Wang, Yang Zhao · 2024 · advanced · time series
regression · time series
Corporate Governance and Acquisitions: Acquirer Wealth Effects in the Netherlands
Wolfswinkel, M., de Jong, A., van der Poel, A.M. · 2007 · intermediate · other
corporate governance · mergers and acquisitions
Corporate governance and stock market performance in Central and Eastern Europe: a study of nine countries, 1994-2001
Anete Pajuste · 2002 · intermediate · statistics
corporate governance · equity markets · financial economics
Corporate governance, corporate finance and stock markets in emerging countries
Ajit Singh · 2003 · intermediate · other
corporate finance · corporate governance
Corporate Interest Rates and the Financial Accelerator in the Czech Republic
Fidrmuc, Jarko, Horváth, Roman, Horváthová, Eva · 2008 · intermediate · fixed income
interest rates · panel data · regression
Corporate NPL portfolios in CESEE countries: how coprorate leverage and debt spillovers affect firm performance
Joze Damijan · 2016 · intermediate · risk management
risk management
Corporate Responses to Climate Change and Financial Performance: The Impact of Climate Policy
Andreas Ziegler, Timo Busch, Volker H. Hoffmann · 2009 · intermediate · portfolio management
asset pricing
Corporate Restructuring and Bondholder Wealth
Renneboog, L.D.R., Szilagyi, P.G. · 2006 · intermediate · other
capital structure · corporate finance · fixed income
Corporate transparency and the disposition effect
Fei Ren, Siliu Chen · 2026 · intermediate · portfolio management
behavioral finance
Correct implied volatility shapes and reliable pricing in the rough Heston model
Sergei Levendorskiǐ, Svetlana Boyarchenko · 2024 · advanced · options
model calibration · numerical methods · option pricing · rough volatility · volatility surface
Corrected inference about the extreme Expected Shortfall in the general max-domain of attraction
Daouia, Abdelaati, Stupfler, Gilles, Usseglio-Carleve, Antoine · 2025 · advanced · statistics
extreme value theory · statistical inference · tail risk
Corrected XVA Modelling Framework and Formulae for KVA and MVA
Antti Vauhkonen · 2018 · advanced · risk management
credit risk · derivatives · financial engineering · mathematical finance
Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility
Josselin Garnier, Knut Sølna · 2017 · advanced · options
brownian motion · option pricing · stochastic processes
Correlating Lévy processes with Self-Decomposability: Applications to Energy Markets
Emanuela Sasso, Matteo Gardini, Piergiacomo Sabino · 2020 · advanced · stochastic calculus
derivatives · monte carlo simulation · numerical methods · option pricing · stochastic processes
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
Giancarlo Corsetti, Marcello Pericoli, Massimo Sbracia · 2001 · advanced · statistics
contagion · hypothesis testing · statistical inference
Correlation emergence and the Epps effect in two coupled limit order books
Chris Angstmann, Tim Gebbie · 2026 · advanced · quantitative trading
market microstructure · stochastic processes
Correlation emergence in two coupled simulated limit order books
Derick Diana, Dominic Bauer, Tim Gebbie · 2024 · advanced · quantitative trading
numerical methods · stochastic processes
Correlation Estimation in Hybrid Systems
Baron Law · 2021 · intermediate · statistics
mathematical finance
Correlation structure of extreme stock returns
Jean‐Philippe Bouchaud, Marc Potters, Pierre Cizeau · 2001 · advanced · statistics
statistics
Correlation Structures and Regime Shifts in Nordic Stock Markets
Maksym A. Girnyk · 2025 · advanced · portfolio management
linear algebra · portfolio management · portfolio optimization · risk management · time series
Correlation without Factors in Retail Cryptocurrency Markets
Graham L. Giller · 2024 · advanced · statistics
cryptocurrencies
Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph
Jun Nakayama, Kosuke Tatsumura, Ryo Hidaka · 2023 · advanced · portfolio management
algorithms · backtesting · optimization · portfolio management · portfolio optimization
Correlations versus noise in the NFT market
Jarosław Kwapień, Marcin Wątorek, Paweł Szydło · 2024 · advanced · statistics
statistics · time series
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)
Vayanos, Dimitri, Vila, Jean-Luc · 2023 · advanced · fixed income
interest rates · term structure models
COS-TT-CHF: A Tensor-Train Characteristic-Function COS Method for Multi-Asset Option Pricing
Lucas Arenstein, Michael Kastoryano · 2026 · advanced · options
numerical methods · option pricing
Cost of Manipulation in AMM-Based Oracles
Adel Messaoudi, Nordine Moumeni, Sebastian Müller · 2026 · advanced · quantitative trading
decentralized finance · liquidity · optimization
Cost-aware Portfolios in a Large Universe of Assets
Hanming Yang, Marcelo C. Medeiros, Qingliang Fan · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · transaction costs
Cost-efficiency in Incomplete Markets
Carole Bernard, Stephan Sturm · 2022 · advanced · portfolio management
financial economics · mathematical finance · optimization · portfolio optimization
Cost-efficient Payoffs under Model Ambiguity
Carole Bernard, Gero Junike, Steven Vanduffel · 2022 · advanced · portfolio management
optimization · probability
Cost-of-capital valuation with risky assets
Filip Lindskog, Hansjörg Albrecher, Hervé Zumbach · 2025 · advanced · risk management
insurance
Cost-Sensitive Online Window Size Selection for Portfolio Management
Chung-Han Hsieh, Yi-Chen Liu · 2026 · intermediate · portfolio management
financial machine learning · machine learning · portfolio management
Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?
Dingyuan Liu, Liya Li, Wenxi Geng · 2026 · intermediate · machine learning
credit risk · large language models
Counter-monotonic risk allocations and distortion risk measures
Mario Ghossoub, Qinghua Ren, Ruodu Wang · 2024 · advanced · risk management
optimization · risk management
Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures
Mario Ghossoub, Qinghua Ren, Ruodu Wang · 2024 · advanced · risk management
optimization
Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil
Bernardus F. Nazar Van Doornik, José-Luis Peydró, João Barata R. Blanco Barroso · 2020 · advanced · risk management
banking · causal identification · credit markets · economic policy · liquidity
Counterexamples for FX Options Interpolations -- Part I
Jherek Healy · 2025 · advanced · options
foreign exchange · option pricing
Counterfactual Analysis via Large Language Models
Zonghao Yang · 2026 · intermediate · machine learning
large language models
Country and Currency Risk Premia in an Emerging Market
Ananth Madhavan, Ian Domowitz, Jack Glen · advanced · fixed income
asset pricing · fixed income
Country portfolios
Aart Kraay, Jaume Ventura, Luis Servén · 2000 · advanced · portfolio management
financial economics
Country portfolios and the Solow-model
Volker Reinthaler · 2005 · intermediate · portfolio management
portfolio management
Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks
Peter Martey Addo · 2015 · advanced · risk management
systemic risk
Covariance Matrix Analysis for Optimal Portfolio Selection
Lim Hao Shen Keith · 2024 · intermediate · portfolio management
linear algebra · portfolio optimization · risk management · statistics
Covariance matrix estimation for robust portfolio allocation
Ahmad W. Bitar, Nathan de Carvalho, Valentin Gatignol · 2023 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management · statistics
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS
Christian Bongiorno, Damien Challet · 2023 · advanced · portfolio management
optimization · portfolio optimization · statistics
Covariance-Aware Simplex Projection for Cardinality-Constrained Portfolio Optimization
Nikolaos Iliopoulos · 2025 · advanced · portfolio management
optimization · portfolio optimization
Covered Call Strategies: One Fact and Eight Myths
Roni Israelov · 2014 · intermediate · options
derivatives
Covered Calls Uncovered
Roni Israelov · 2015 · intermediate · options
performance attribution · risk management
Covering the World: Global Evidence on Covered Calls
Harsha Tummala, Matthew Klein, Roni Israelov · 2018 · intermediate · portfolio management
derivatives · performance attribution
Crash Risk in Currency Markets
Adrien Verdelhan, Emmanuel Farhi, Romain Ranciere · 2015 · advanced · options
asset pricing · foreign exchange · option pricing · tail risk
Crashing Together, Rallying Apart: Dynamic Conditional Tail Dependence in Cryptocurrency Markets
Manuele Leonelli, Rama Siva Sarwari Mallela · 2026 · advanced · risk management
cryptocurrencies · extreme value theory · systemic risk · tail risk
Create Better Diversified High-Conviction Equity Portfolios Using the Portfolio Diversification Index
Dominiek P. Crezée, Laurens A. P. Swinkels · 2010 · intermediate · portfolio management
portfolio management · portfolio optimization
Credibility and cheap talk of securities analysts: theory and evidence
Blanes i Vidal, Jordi · 2003 · advanced · statistics
statistics
Credible Decentralized Exchange Design via Verifiable Sequencing Rules
David C. Parkes, Matheus V. X. Ferreira · 2022 · advanced · quantitative trading
quantitative trading
Credit Booms, Financial Crises and Macroprudential Policy
Andrea Prestipino, Mark Gertler, Nobuhiro Kiyotaki · 2020 · advanced · risk management
banking · economic policy · financial stability
Credit constraints, firms' precautionary investment and the business cycle
Ander Pérez Orive · 2012 · advanced · risk management
credit markets · financial economics
Credit Crunch: The Role of Household Lending Capacity in the Dutch Housing Boom and Bust 1995-2018
Menno Schellekens, Taha Yasseri · 2021 · intermediate · statistics
housing markets · regression
Credit Derivatives and Loan Pricing
Norden, L., Wagner, W.B. · 2007 · intermediate · derivatives
credit derivatives · credit markets · credit risk
Credit derivatives in emerging markets
Romain Rancière · 2002 · intermediate · derivatives
credit derivatives · credit risk · derivatives
Credit Enhancement through Financial Engineering: Freeport-McMoRan's Gold-Denominated Depository Shares
Chitru S. Fernando, N. K. Chidambaran, Paul A. Spindt · 1999 · advanced · fixed income
credit risk · financial engineering · term structure models
Credit Enhancement Through Targeted Risk Managment: Freeport-McMoRan's Gold-Dominated Depository Shares
Chitru S. Fernando, N. K. Chidambaran, Paul A. Spindt · 1998 · advanced · fixed income
commodities · credit risk · derivatives · term structure models
Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks
Agathe Pernoud, Matthew O. Jackson · 2020 · advanced · risk management
financial networks · optimization · systemic risk
Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium
D. Pfajfar, G.J. Bratsiotis, P-R. Agénor · 2012 · advanced · risk management
credit markets · financial economics
Credit Information in Earnings Calls
Harry Mamaysky, Hongyu Wu, Yiwen Shen · 2022 · advanced · fixed income
credit markets · credit risk · natural language processing
Credit lines: The other side of corporate liquidity
Ander Pérez Orive, Filippo Ippolito · 2012 · intermediate · other
corporate finance · liquidity
Credit Market Distortions, Asset Prices and Monetary Policy
Pfajfar, D., Santoro, E. · 2008 · advanced · risk management
credit markets
Credit Market Imperfections and the Monetary Transmission Mechanism Part I: Fixed Exchange Rates
Peter J. Montiel, Pierre-Richard Agénor · 2006 · intermediate · risk management
banking · credit markets
Credit Market Imperfections and the Monetary Transmission Mechanism Part II: Flexible Exchange Rates
Peter J. Montiel, Pierre-Richard Agénor · 2007 · advanced · risk management
banking · economic policy · interest rates
Credit migration: Generating generators
Richard J. Martin · 2020 · advanced · risk management
credit markets · credit risk · model calibration · stochastic processes
Credit Misallocation During the European Financial Crisis
Enrico Sette, Fabiano Schivardi, Guido Tabellini · 2017 · advanced · risk management
banking · credit markets
Credit portfolio losses with climate change factors
Luis Ortiz-Gracia, Oriol Tubella-Domingo · 2025 · advanced · risk management
copulas · credit risk · risk management
Credit Ratings and Cross-Border Bond Market Spillovers
Böninghausen, Benjamin, Zabel, Michael · 2013 · intermediate · fixed income
fixed income
Credit Rationing, Wealth Inequality, and Allocation of Talent
Maitreesh Ghatak, Massimo Morelli, Tomas Sjostrom · 2002 · advanced · risk management
credit markets · financial economics
Credit Risk Analysis Using machine and Deep Learning Models
Dominique Guegan · 2018 · intermediate · risk management
credit risk · deep learning · machine learning · risk management
Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach
Aditya Saxena, Dr Parizad Dungore · 2024 · intermediate · risk management
credit risk · machine learning
Credit Risk Estimation with Non-Financial Features: Evidence from a Synthetic Istanbul Dataset
Atalay Denknalbant, Emre Sezdi, Zeki Furkan Kutlu · 2025 · intermediate · risk management
credit risk · data science · financial machine learning · machine learning
Credit risk for large portfolios of green and brown loans: extending the ASRF model
Alessandro Ramponi, Sergio Scarlatti · 2025 · advanced · risk management
copulas · credit risk
Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending
Javier Arroyo, Mario Sanz-Guerrero · 2024 · advanced · risk management
credit risk · financial machine learning · large language models · machine learning · natural language processing
CREDIT RISK PREMIA AND QUADRATIC BSDEs WITH A SINGLE JUMP
Anne Eyraud-Loisel, Christophette Blanchet-Scalliet, Stefan Ankirchner · 2010 · advanced · stochastic calculus
credit risk · jump processes · mathematical finance · stochastic calculus · stochastic differential equations
Credit risk spillovers, systemic importance and vulnerability in financial networks
Grinis, Inna · 2015 · advanced · risk management
contagion · credit risk · financial networks · systemic risk
Credit risk with asymmetric information and a switching default threshold
Imke Redeker, Ralf Wunderlich · 2019 · advanced · risk management
credit risk · mathematical finance
Credit Risk with asymmetric information on the default threshold
Caroline Hillairet, Ying Jiao · 2012 · advanced · risk management
credit risk · probability · stochastic processes
Credit risk with semimartingales and risk-neutrality
Colino, Jesús P., Stute, Winfried · 2008 · advanced · fixed income
credit risk · interest rates · martingales · stochastic processes
Credit Risk, Excess Reserves and Monetary Policy: The Deposits
George J. Bratsiotis · 2018 · advanced · risk management
banking · economic policy · interest rates
Credit Risk, Excess Reserves and Monetary Policy: The Deposits Channel
George Bratsiotis · 2018 · advanced · risk management
credit risk
Credit Scores: Performance and Equity
Domonkos F. Vamossy, Stefania Albanesi · 2024 · intermediate · risk management
credit risk · machine learning
Credit Shocks and Cycles: a Bayesian Calibration Approach
Roland Meeks · 2006 · advanced · risk management
bayesian statistics · credit risk · econometrics · financial economics · statistical inference · time series
Credit spread approximation and improvement using random forest regression
Jean-Pierre Lardy, Mathieu Mercadier · 2021 · intermediate · risk management
credit derivatives · credit risk · machine learning · regression
Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
Ahmed Kebaier, Djibril Sarr, Mohamed Ben Alaya · 2024 · advanced · fixed income
credit risk · model calibration · stochastic processes · term structure models
Credit substitution in sustainable finance: an achilles heel?
Gozlugol, Alperen · 2026 · intermediate · risk management
risk management
Credit Value Adjustment for Counterparties with Illiquid CDS
Marta Leniec, Ola Hammarlid · 2018 · advanced · risk management
credit derivatives · credit risk · derivatives · liquidity
CreditARF: A Framework for Corporate Credit Rating with Annual Report and Financial Feature Integration
DiYang Lu, Linna Zhou, Yisi Wang · 2025 · advanced · risk management
credit risk · deep learning · large language models · machine learning · natural language processing
CreditGrades Framework within Stochastic Covariance Models
Hamidreza Arian, Luis Seco, Marcos Escobar‐Anel · 2012 · advanced · risk management
credit risk · stochastic processes
Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions
Renneboog, Luc, Szilagyi, Peter, Vansteenkiste, Cara · 2017 · intermediate · fixed income
credit markets · financial economics · fixed income · mergers and acquisitions
Crises and Hedge Fund Risk
Loriana Pelizzon, Mila Getmansky, Monica Billio · 2009 · advanced · risk management
hedge funds · liquidity risk
CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods
Salintip Supasanya, Xingyi Andrew, Yue Chen · 2024 · intermediate · machine learning
financial machine learning · machine learning
Crisis? What Crisis? Currency vs. Banking in the Financial Crisis of 1931
Albrecht Ritschl, Samad Salferaz · 2010 · advanced · risk management
banking · bayesian statistics · econometrics · time series
Critical reflexivity in financial markets: a Hawkes process analysis
Jean-Philippe Bouchaud, Nicolas Bercot, Stephen J. Hardiman · 2013 · advanced · time series
market microstructure · statistical inference · stochastic processes · time series
Critical Slowing Down as Early Warning Signals for Financial Crises?
Diks, C.G.H., Hommes, C.H., Wang, J. · 2015 · intermediate · time series
statistics · time series
Critical volatility threshold for log-normal to power-law transition
Valerii Kremnev · 2026 · advanced · options
derivatives · stochastic processes
Cross Currency Valuation and Hedging in the Multiple Curve Framework
Alessandro Gnoatto, Nicole Seiffert · 2020 · advanced · fixed income
interest rates
Cross impact in derivative markets
Iacopo Mastromatteo, Mehdi Tomas, Michael Benzaquen · 2021 · advanced · quantitative trading
derivatives
Cross-border banking in Europe: An empirical investigation
Josep García Blandón · 2000 · intermediate · risk management
banking
Cross-Border Spillovers in Foreign Currency Credit
Christos S. Savva, Kyriakos C. Neanidis · 2020 · advanced · risk management
econometrics
Cross-Border Valuation: The International Cost of Equity Capital
Bodnar, Gordon, Dumas, Bernard, Marston, Richard · 2003 · advanced · other
asset pricing · capm · corporate finance · equity valuation · financial economics · foreign exchange
Cross-country evidence on the relation between equity prices and the current account
Berg, Tim Oliver · 2009 · advanced · time series
econometrics · equity markets · panel data · time series
Cross-Currency Basis Swaps Referencing Backward-Looking Rates
Marek Rutkowski, Ruyi Liu, Yining Ding · 2024 · advanced · fixed income
derivatives · interest rates
Cross-currency credit spreads: harvesting the idiosyncratic basis as a source of ARP
Henide, Karim · 2022 · advanced · fixed income
credit markets · fixed income
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting
Alessandro Gnoatto, Silvia Lavagnini · 2023 · advanced · fixed income
derivatives · fixed income · interest rates · term structure models
Cross-Domain Behavioral Credit Modeling: transferability from private to central data
C. Nordio, G. Le Pera, N. Jean · 2024 · advanced · risk management
credit risk · machine learning · model calibration
Cross-Impact of Order Flow Imbalance in Equity Markets
Chao Zhang, Mihai Cucuringu, Rama Cont · 2021 · advanced · quantitative trading
equity markets · market microstructure
Cross-Lingual News Event Correlation for Stock Market Trend Prediction
Nikhar Azhar, Rabia Latif, Sahar Arshad · 2024 · intermediate · machine learning
natural language processing
Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO
Alexander Walter, Jin Du, Maxim Ulrich · 2026 · advanced · statistics
asset pricing · factor investing · regression · statistical inference
Cross-Market Spillovers with 'Volatility Surprise
Julien Chevallier, Sofiane Aboura · 2014 · advanced · time series
time series
Cross-market timing in security issuance
Gao, Pengjie, Lou, Dong · 2013 · advanced · other
capital structure · corporate finance · equity markets · mutual funds
Cross-market volatility index with Factor-DCC
Julien Chevallier, Sofiane Aboura · 2015 · advanced · time series
statistics · time series
Cross-Modal Temporal Fusion for Financial Market Forecasting
Anandadeep Mandal, Daniel Gold, Enrique Marcilio · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Cross-Sectional Heterogeneity in LSTM Networks for Financial Time Series
Julius Döbelt · 2026 · advanced · machine learning
deep learning · equity markets · financial machine learning · machine learning · neural networks · time series
Cross-sectional topological anomaly scores and intraday return predictability in the S&P 500: A BallMapper, decoder-conditional VAE, and Function-on-Function regression approach
Krzysztof Ozimek · 2026 · advanced · quantitative trading
deep learning · machine learning · neural networks · regression · time series
Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk
Matthew Spiegel, Xiaotong Wang · 2006 · intermediate · statistics
asset pricing · liquidity · regression
Cross-Stock Predictability via LLM-Augmented Semantic Networks
Kaiqi Hu, Yifan Ye, Yikuan Huang · 2026 · advanced · machine learning
backtesting · financial machine learning · financial networks · large language models · natural language processing
Crossing penalised CAViaR
Tibor Szendrei · 2025 · advanced · risk management
statistics · time series
Crossing-Free Probabilistic K-Line Forecasts Without Retraining
Derek W. Bunn, Runyao Yu, Wentao Wang · 2026 · intermediate · time series
machine learning · time series
Crossover from Linear to Square-Root Market Impact
Fabrizio Lillo, Frédéric Bucci, Jean-Philippe Bouchaud · 2018 · advanced · quantitative trading
liquidity · market microstructure
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
Chang, C-L., McAleer, M.J., Tansuchat, R. · 2010 · advanced · time series
derivatives · garch · portfolio optimization · risk management
Crypto assets: the role of ICO tokens within a well-diversified portfolio
Dominique Guegan, Saman Adhami · 2019 · intermediate · portfolio management
cryptocurrencies · portfolio management
Crypto Inverse-Power Options and Fractional Stochastic Volatility
Boyi Li, Weixuan Xia · 2024 · advanced · options
cryptocurrencies · jump processes · model calibration · option pricing · options hedging
Crypto Pricing with Hidden Factors
Matthew Brigida · 2026 · advanced · statistics
asset pricing · cryptocurrencies · factor investing
Cryptoasset Factor Models
Zura Kakushadze · 2018 · intermediate · portfolio management
asset pricing · backtesting · cryptocurrencies · factor investing
Cryptocurrencies and decentralized finance (DeFi)
Makarov, Igor, Schoar, Antoinette · 2022 · beginner · risk management
cryptocurrencies · decentralized finance
Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market
Olivier Guéant, Philippe Bergault, Sébastien Bieber · 2025 · advanced · fixed income
cryptocurrencies · derivatives · interest rates
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
Antonio Briola, Fabio Caccioli, Sabrina Aufiero · 2025 · advanced · portfolio management
cryptocurrencies · equity markets
Cryptocurrency as an Investable Asset Class: Coming of Age
Aleh Tsyvinski, Nicola Borri, Xi Wu · 2025 · intermediate · statistics
asset pricing · cryptocurrencies
Cryptocurrency bubbles, the wealth effect, and non-fungible token prices: Evidence from metaverse LAND
Kanis Saengchote · 2022 · intermediate · statistics
cryptocurrencies · real estate · time series
Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB Collapse
Guangsheng Yu, Qin Wang, Shiping Chen · 2023 · intermediate · risk management
cryptocurrencies
Cryptocurrency Or Usury? Crime And Alternative Money Laundering Techniques
Donato Masciandaro, Raffaella Barone · 2018 · advanced · risk management
cryptocurrencies · model calibration
Cryptocurrency Portfolio Management with Reinforcement Learning: Soft Actor--Critic and Deep Deterministic Policy Gradient Algorithms
Kamal Paykan · 2025 · advanced · portfolio management
cryptocurrencies · deep learning · neural networks · portfolio management · portfolio optimization · reinforcement learning
Cryptocurrency Time Series on the Binary Complexity-Entropy Plane: Ranking Efficiency from the Perspective of Complex Systems
Erveton P. Pinto, Marcelo A. Pires, Rone N. da Silva · 2025 · intermediate · time series
cryptocurrencies · market efficiency · time series
CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?
Josiah Poon, Matloob Khushi, Yu Peng · 2026 · advanced · machine learning
cryptocurrencies · deep learning · machine learning · neural networks · time series
CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators
Amit Kumar, Taoran Ji · 2025 · intermediate · time series
cryptocurrencies · financial machine learning · machine learning · time series
CSMD: Curated Multimodal Dataset for Chinese Stock Analysis
Cen Chen, Fengran Mo, Ruifeng Yang · 2025 · intermediate · machine learning
equity markets · financial machine learning · machine learning
CTA and Macro Momentum Exposure
Two Sigma · 2017 · intermediate · portfolio management
momentum
CTA Market and Portfolio Diversification
Two Sigma · 2017 · intermediate · portfolio management
factor investing
CTAs in a Regime of Rising Rates
CFM · 2016 · intermediate · quantitative trading
fixed income · interest rates · trend following
CTBench: Cryptocurrency Time Series Generation Benchmark
Anthony K. H. Tung, Chen Jin, Qiang Huang · 2025 · intermediate · time series
cryptocurrencies · machine learning · statistical arbitrage · time series
Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes
Gunther Capelle-Blancard · 2014 · advanced · quantitative trading
causal identification · liquidity
Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping
Elin Ranjan Das, Frank Mueller, Sangram Deshpande · 2025 · advanced · quantitative trading
algorithms · optimization
Currency Fluctuations vs. Interest and Inflation Differentials : Does the Double Equality Hold ?
Jean-Christian LAMBELET · 1996 · intermediate · statistics
financial economics · foreign exchange · interest rates
Currency Hedging for International Stock Portfolios
Nijman, T.E., Werker, B.J.M., de Roon, F.A. · 2000 · intermediate · portfolio management
derivatives · foreign exchange · portfolio management · risk management
Currency regimes and the carry trade
Accominotti, Olivier, Cen, Jason, Chambers, David · 2019 · intermediate · statistics
foreign exchange
Currency School versus Banking School: an ongoing confrontation
Goodhart, Charles, Jensen, Meinhard · 2015 · intermediate · risk management
banking
Currency Substitution in the Transition Economy: A Case of the Czech Republic 1993-2001
Komarek, Lubos, Melecky, Martin · intermediate · time series
econometrics · time series
Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion
Amin Safaeesirat, Yazdan Babazadeh Maghsoodlo · 2025 · advanced · time series
foreign exchange · stochastic differential equations · stochastic processes · time series
Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series
Gimin Kang, Insu Choi, Woo Chang Kim · 2023 · advanced · machine learning
financial machine learning · machine learning · time series
Curved Greeks: A Geometric Layer for Option P&L Adjustments
Daniel Arrieta, Mengjue Lu, Pedro Pablo Pérez Velasco · 2026 · advanced · options
option greeks · options hedging · risk management
Customer Momentum
Mykola Pinchuk · 2023 · intermediate · statistics
asset pricing · momentum
CV@R penalized portfolio optimization with biased stochastic mirror descent
Lorick Huang, Manon Costa, Sébastien Gadat · 2024 · advanced · portfolio management
numerical methods · optimization · portfolio optimization · risk management
CVA and vulnerable options in stochastic volatility models
Alessandro Ramponi, Elisa Alos, Fabio Antonelli · 2019 · advanced · risk management
credit risk · derivatives · stochastic calculus · stochastic processes
CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning
Edoardo Vittori, Marco Pinciroli, Michele Trapletti · 2023 · advanced · risk management
credit risk · derivatives · reinforcement learning · transaction costs
CVA Sensitivities, Hedging and Risk
Botao Li, Bouazza Saadeddine, Hoang Nguyen · 2024 · advanced · risk management
credit risk · machine learning · monte carlo simulation · regression
Cyber contagion: impact of the network structure on the losses of an insurance portfolio
Brieuc Spoorenberg, Caroline Hillairet, Louise d'Oultremont · 2022 · advanced · risk management
contagion · insurance
Cyber risk and the cross-section of stock returns
Daniel Celeny, Loïc Maréchal · 2024 · advanced · statistics
asset pricing · equity markets · machine learning · natural language processing
Cyclicality and Term Structure of Value-at-Risk in Europe
Bec, Frédérique, Gollier, Christian · 2009 · intermediate · risk management
econometrics · market risk · risk management · time series
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup
Bec, Frédérique, Gollier, Christian · 2014 · advanced · risk management
econometrics · risk management · time series
Cyclically Adjusted Provisions and Financial Stability
L. Pereira da Silva, Pierre-Richard Agénor · 2015 · advanced · risk management
banking · financial stability
Cylindrical Projections of Occupied Diffusions
Valentin Tissot-Daguette, Xin Zhang · 2026 · advanced · stochastic calculus
monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options
Cornelis W. Oosterlee, Kristoffer Andersson · 2023 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio management · portfolio optimization
Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?
Almekinders, G.J., Eijffinger, S.C.W. · 1994 · intermediate · statistics
econometrics · foreign exchange
Daily Momentum And Contrarian Behavior Of Index Fund Investors
Massimo Massa, William Goetzmann · 2001 · intermediate · portfolio management
behavioral finance · momentum · mutual funds
Damages and Materiality: Effects on voluntary disclosure
Adam J. Ostaszewski, Miles B. Gietzmann · 2024 · advanced · other
financial economics · mathematical finance
Dark Matter in (Volatility and) Equity Option Risk Premiums
Gurdip Bakshi, John Crosby, Xiaohui Gao · 2023 · advanced · options
asset pricing · jump processes · option pricing · stochastic processes
Data-Driven Duration Management -- Term Structure Forecasting Using Machine Learning
Joao Eduardo Vuolo, Rudi Zagst, Tobias Lausser · 2026 · advanced · fixed income
fixed income · interest rates · machine learning · neural networks · term structure models
Data-driven Feynman-Kac Discovery with Applications to Prediction and Data Generation
Denny Serdarevic, Guang Lin, Purav Matlia · 2025 · advanced · stochastic calculus
stochastic calculus · stochastic differential equations · stochastic processes
Data-Driven Measures of High-Frequency Trading
Ben Moews, Dmitriy Muravyev, Gbenga Ibikunle · 2026 · advanced · quantitative trading
data science · high frequency trading · machine learning
Data-Driven Merton's Strategies via Policy Randomization
Min Dai, Xun Yu Zhou, Yanwei Jia · 2023 · advanced · machine learning
machine learning · portfolio optimization · reinforcement learning
Data-driven Option Pricing
Hanqing Jin, Min Dai, Xi Yang · 2024 · advanced · options
machine learning · optimization · option pricing
Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning
Anindya Goswami, Atharva Tanksale, Sharan Rajani · 2020 · intermediate · options
machine learning · option pricing
Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers
Chiheb Ben Hammouda, Michael Samet, Raul Tempone · 2026 · advanced · quantitative trading
optimization · stochastic calculus · stochastic differential equations
Data-generating process and time-series asset pricing
Qiang Liu, Shuxin Guo · 2024 · advanced · statistics
asset pricing · time series
DatedGPT: Preventing Lookahead Bias in Large Language Models with Time-Aware Pretraining
Raphael Tang, Wenxi Jiang, Yao Lu · 2026 · advanced · machine learning
backtesting · financial machine learning · large language models · natural language processing
Dating the Timeline of Financial Bubbles during the Subprime Crisis
Jun Yu, Peter C. B. Phillips · 2010 · advanced · time series
econometrics · regression · time series
DBOT: Artificial Intelligence for Systematic Long-Term Investing
João Sedoc, Vasant Dhar · 2025 · advanced · machine learning
equity valuation · large language models
DDPG based on multi-scale strokes for financial time series trading strategy
Cong-Xiao Chen, Jun-Cheng Chen, Li-Juan Duan · 2022 · advanced · quantitative trading
deep learning · reinforcement learning · time series
De Finetti's problem with fixed transaction costs and regime switching
Kaixin Yan, Kazutoshi Yamazaki, Wenyuan Wang · 2025 · advanced · stochastic calculus
optimization · stochastic processes · transaction costs
Deactivating Active Share
Andrea Frazzini, Jacques A. Friedman, Lukasz Pomorski · 2016 · intermediate · portfolio management
mutual funds
Deadly embrace: sovereign and financial balance sheets doom loops
Emmanuel Farhi, Jean Tirole · 2018 · advanced · risk management
banking
Dealer liquidity in an auction market: evidence fom the London Stock Exchange
Friederich, Sylvain, Payne, Richard · 2002 · intermediate · quantitative trading
equity markets · liquidity · market microstructure
Dealer Strategies in Agent-Based Models
Wladimir Ostrovsky · 2023 · advanced · quantitative trading
liquidity · market making · market microstructure
Dealing with multi-currency inventory risk in FX cash markets
Alexander Barzykin, Olivier Guéant, Philippe Bergault · 2022 · advanced · quantitative trading
foreign exchange · market making · optimization · risk management · stochastic processes
Debiasing Alternative Data for Credit Underwriting Using Causal Inference
Chris Lam · 2024 · advanced · machine learning
causal inference · machine learning
Debiasing LLMs by Fine-tuning
Wenxi Jiang, Yutong Yan, Zhenyu Gao · 2026 · advanced · machine learning
large language models · machine learning
Debt and Incomplete Financial Markets: A Case for Nominal GDP Targeting
Kevin D. Sheedy · 2013 · advanced · risk management
economic policy · financial economics
Debt Financing of High-growth Startups
Gaétan de Rassenfosse, Timo Fischer · 2011 · intermediate · risk management
risk management
Debt maturity and the liquidity of secondary debt markets
Bruche, Max, Segura, Anatoli · 2013 · advanced · fixed income
corporate finance · liquidity
Debt signaling and outside investors in early stage firms
Martí Guasch, Mircea Epure · 2019 · intermediate · other
corporate finance
Debt-Deflation versus the Liquidity Trap: The Dilemma of Nonconventional Monetary Policy
Antonin Pottier, Gaël Giraud · 2012 · advanced · risk management
credit markets · economic policy · financial economics
Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem
Georgios Palaiokrassas, Leandros Tassiulas, Michael Darlin · 2022 · advanced · risk management
decentralized finance · financial stability
Decentralised Finance and Automated Market Making: Execution and Speculation
Fayçal Drissi, Marcello Monga, Álvaro Cartea · 2023 · advanced · quantitative trading
decentralized finance · liquidity · market microstructure · optimization · statistical arbitrage · transaction costs
Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
Fayçal Drissi, Marcello Monga, Álvaro Cartea · 2023 · advanced · quantitative trading
decentralized finance · liquidity · market making · optimization
Decentralised Multi-Manager Fund Framework
Arman Abgaryan, Joshua Tobkin, Utkarsh Sharma · 2025 · intermediate · portfolio management
decentralized finance · portfolio management
Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security
Feng Runhuan, Liang Zongxia, Song Yilun · 2025 · advanced · risk management
financial economics · pensions
Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers
Fabian Schär, Tobias Bitterli · 2023 · advanced · quantitative trading
liquidity · market making
Decentralized lending and its users: Insights from Compound
Kanis Saengchote · 2022 · intermediate · risk management
decentralized finance · systemic risk
Decentralized Payment Clearing using Blockchain and Optimal Bidding
Hamed Amini, Maxim Bichuch, Zachary Feinstein · 2021 · advanced · risk management
contagion · decentralized finance · financial networks · optimization · systemic risk
Decentralized Prediction Markets and Sports Books
Hamed Amini, Maxim Bichuch, Zachary Feinstein · 2023 · advanced · quantitative trading
decentralized finance · liquidity · market making
Deciphering the debt: the intersection of syndicated lending and moral hazard in East Asia’s financial crisis
Schlicht, Haley · 2024 · advanced · risk management
banking · causal inference · regression
Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization
Juhyeong Kim, Sungyoon Choi, Yejin Kim · 2025 · advanced · portfolio management
financial machine learning · machine learning · optimization · portfolio management · portfolio optimization
Decision Trees for Intuitive Intraday Trading Strategies
Dinesh Balivada, Poornoday Tiruveedi, Prajwal Naga · 2024 · intermediate · quantitative trading
backtesting · financial machine learning · machine learning
Decision-Induced Ranking Explains Prediction Inflation and Excessive Turnover in SPO-Based Portfolio Optimization
Takashi Hasuike, Yi Wang · 2026 · advanced · machine learning
financial machine learning · machine learning · optimization · portfolio optimization · transaction costs
Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization
Stefan Zohren, Yaxuan Kong, Yongjae Lee · 2025 · advanced · portfolio management
deep learning · financial machine learning · large language models · machine learning · neural networks · optimization
Decoding Financial Health in Kenyas' Medical Insurance Sector: A Data-Driven Cluster Analysis
Evans Kiptoo Korir, Zsolt Vizi · 2025 · intermediate · risk management
data science · financial stability · insurance · machine learning · time series
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
Alicia Vidler, Toby Walsh · 2024 · intermediate · quantitative trading
liquidity · market microstructure
Decoding RWA Tokenized U.S. Treasuries: Functional Dissection and Address Role Inference
Di Wu, Junliang Luo, Katrin Tinn · 2025 · advanced · machine learning
machine learning
Decomposable Reward Modeling and Realistic Environment Design for Reinforcement Learning-Based Forex Trading
Nabeel Ahmad Saidd · 2026 · advanced · machine learning
foreign exchange · reinforcement learning · transaction costs
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
Jarosław Kwapień, Marcin Wątorek, Maria Skupień · 2023 · intermediate · time series
cryptocurrencies · time series
Decomposing Global Equity Cross-Sectional Volatility
Andrei Morozov, Jose Menchero · 2011 · intermediate · portfolio management
equity markets
Decomposing LIBOR in Transition: Evidence from the Futures Markets
David Skovmand, Jacob Bjerre Skov · 2022 · advanced · fixed income
credit risk · fixed income · interest rates · liquidity risk · term structure models
Decomposition formula for jump diffusion models
Jan Pospíšil, Josep Vives, Raul Merino · 2019 · advanced · options
derivatives · jump processes · option pricing · stochastic processes
Decomposition formula for rough Volterra stochastic volatility models
Jan Pospíšil, Josep Vives, Raul Merino · 2019 · advanced · options
model calibration · monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes
Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
Atithi Acharya, Dylan Herman, Grant Salton · 2024 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Deconstructing the Low-Vol Anomaly
Alexios Beveratos, Guillaume Simon, Jean‐Philippe Bouchaud · 2017 · intermediate · portfolio management
asset pricing · equity markets
Decoupled Probabilistic Forecasting and Arbitrage-Aware Refinement of Implied Volatility Surfaces
Lifeng Hao, Shaolin Ji · 2026 · advanced · options
deep learning · volatility forecasting · volatility surface
Decoupling Interday and Intraday Volatility Dynamics with Price Durations
Ingmar Nolte, Sandra Nolte, Shifan Yu · 2024 · advanced · time series
econometrics
Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers
Alvaro Arroyo, Alvaro Cartea, Fernando Moreno-Pino · 2023 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · market microstructure · neural networks
Deep calibration of rough stochastic volatility models
Benjamin Stemper, Christian Bayer · 2018 · advanced · options
machine learning · model calibration · neural networks · option pricing · rough volatility · volatility surface
Deep calibration of the quadratic rough Heston model
Jianfei Zhang, Mathieu Rosenbaum · 2021 · advanced · options
deep learning · derivatives · model calibration · neural networks · rough volatility
Deep calibration with random grids
Fabio Baschetti, Giacomo Bormetti, Pietro Rossi · 2023 · advanced · options
machine learning · model calibration · neural networks · volatility surface
Deep Curve-dependent PDEs for affine rough volatility
Antoine Jacquier, Mugad Oumgari · 2019 · advanced · options
deep learning · derivatives · numerical methods · option pricing · partial differential equations · rough volatility
Deep Declarative Risk Budgeting Portfolios
Carlos Castro-Iragorri, Manuel Parra-Diaz · 2025 · advanced · portfolio management
deep learning · machine learning · neural networks · optimization · portfolio management · portfolio optimization
Deep deterministic portfolio optimisation
CFM · 2020 · advanced · machine learning
algorithmic trading · deep learning · machine learning · portfolio optimization · reinforcement learning
Deep deterministic portfolio optimization
Ayman Chaouki, Christian Schmidt, Emmanuel Sérié · 2020 · advanced · machine learning
algorithmic trading · deep learning · optimization · portfolio optimization · reinforcement learning
Deep equal risk pricing of financial derivatives with non-translation invariant risk measures
Alexandre Carbonneau, Frédéric Godin · 2021 · advanced · options
deep learning · derivatives · machine learning · option pricing · options hedging · reinforcement learning
Deep Estimation for Volatility Forecasting
Léo Parent · 2024 · advanced · time series
deep learning · machine learning · neural networks · rough volatility · volatility forecasting
Deep Factor Model
Kei Nakagawa, Takumi Uchida, Tomohisa Aoshima · 2018 · advanced · machine learning
deep learning · factor investing · machine learning · neural networks
Deep g-Pricing for CSI 300 Index Options with Volatility Trajectories and Market Sentiment
Hexiang Sun, Yilun Zhang, Yufeng Shi · 2026 · advanced · options
deep learning · derivatives · financial machine learning · neural networks · option pricing · stochastic differential equations
Deep Gamma Hedging
George Tatlow, John Armstrong · 2024 · advanced · options
derivatives · financial machine learning · machine learning · neural networks · options hedging
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
Lars Ericson, Ping Hu, Rao Fu · 2024 · advanced · risk management
deep learning · garch · machine learning · market risk · neural networks · time series
Deep Generative Models for Synthetic Financial Data: Applications to Portfolio and Risk Modeling
Christophe D. Hounwanou, Yae Ulrich Gaba · 2025 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Deep Generators on Commodity Markets; application to Deep Hedging
Carl Remlinger, Carol Anne Hargreaves, Joseph Mikael · 2022 · advanced · machine learning
commodities · deep learning · machine learning · neural networks · options hedging · risk management
Deep Hawkes Process for High-Frequency Market Making
Pankaj Kumar · 2021 · advanced · quantitative trading
algorithmic trading · high frequency trading · liquidity · machine learning · market making · market microstructure
Deep Hedging
Ben Wood, Hans Bühler, Josef Teichmann · 2018 · advanced · options
deep learning · derivatives · machine learning · reinforcement learning
Deep Hedging Bermudan Swaptions
Kenjiro Oya · 2024 · advanced · options
deep learning · derivatives · interest rates · machine learning
Deep Hedging of Green PPAs in Electricity Markets
Daniel Oeltz, Richard Biegler-König · 2025 · advanced · risk management
deep learning · machine learning · risk management
Deep Hedging to Manage Tail Risk
Yuming Ma · 2025 · advanced · risk management
deep learning · machine learning · risk management · tail risk
Deep Hedging Under Realistic Market Frictions: A Regime-Conditional Empirical Study of Dynamic Option Hedging on Bitcoin Options
Sheryan Kumar · 2026 · advanced · options
cryptocurrencies · deep learning · machine learning · neural networks · options hedging · risk management
Deep Hedging with Options Using the Implied Volatility Surface
Carlos O. Pérez-Mendoza, Frédéric Godin, Geneviève Gauthier · 2025 · advanced · options
deep learning · options hedging · transaction costs · volatility surface
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
Carrie Hu, Christian Koch, Jacob Starling · 2025 · advanced · options
machine learning · options hedging · reinforcement learning · risk management · transaction costs
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions
Ben Wood, Hans Buehler, Magnus Wiese · 2022 · advanced · options
financial machine learning · machine learning · reinforcement learning · risk management · stochastic processes
Deep Hedging: Learning to Simulate Equity Option Markets
Ben Wood, Hans Buehler, Lianjun Bai · 2019 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies
Stefan Zohren, Stephen Roberts, Tom Liu · 2023 · advanced · machine learning
algorithmic trading · deep learning · machine learning · neural networks
Deep kernel hedging
Donatien Hainaut, Edouard Motte, Jean-Loup Dupret · 2026 · advanced · options
deep learning · machine learning · neural networks
Deep learning and American options via free boundary framework
Chinonso Nwankwo, Nneka Umeorah, Tony Ware · 2022 · advanced · options
deep learning · numerical methods · option pricing
Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise
Felipe J. P. Antunes, Sebastian Jaimungal, Yuri F. Saporito · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · numerical methods · stochastic differential equations
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
Stefan Lessmann, Vincent Gurgul, Wolfgang Karl Härdle · 2023 · advanced · machine learning
cryptocurrencies · deep learning · machine learning · natural language processing
Deep Learning Approximation for Stochastic Control Problems
Jiequn Han, Weinan E · 2016 · advanced · machine learning
deep learning · machine learning · monte carlo simulation · neural networks · optimization · stochastic processes
Deep learning calibration of option pricing models: some pitfalls and solutions
A Itkin · 2019 · advanced · options
deep learning · machine learning · model calibration · neural networks · option pricing
Deep Learning Enhanced Multivariate GARCH
Chao Wang, Chen Liu, Haoyuan Wang · 2025 · advanced · time series
deep learning · garch · neural networks · time series · volatility forecasting
Deep Learning for Conditional Asset Pricing Models
Hongyi Liu · 2025 · advanced · machine learning
asset pricing · deep learning · machine learning · neural networks · time series
Deep Learning for Dynamic Programming with Recursive Utility
Wu Guo, Xianhua Peng · 2026 · advanced · machine learning
deep learning · machine learning · neural networks
Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions
Jianfei Zhu, Songyan Wang, Wu Guo · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · numerical methods · optimization
Deep Learning for Electricity Price Forecasting: A Review of Day-Ahead, Intraday, and Balancing Electricity Markets
Derek W. Bunn, Fabian Leimgruber, Jochen L. Cremer · 2026 · intermediate · machine learning
deep learning · machine learning
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
Adir Saly-Kaufmann, Jan Peter-Calliess, Kieran Wood · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
Deep Learning for Forecasting Stock Returns in the Cross-Section
Hideki Nakayama, Masaya Abe · 2018 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks
Deep Learning for Limit Order Books
Justin Sirignano · 2016 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure · neural networks
Deep Learning for Market by Order Data
Bryan Lim, Stefan Zohren, Zihao Zhang · 2021 · advanced · quantitative trading
deep learning · machine learning · market microstructure · neural networks
Deep Learning for Options Trading: An End-To-End Approach
Stefan Zohren, Stephen Roberts, Wee Ling Tan · 2024 · advanced · quantitative trading
algorithmic trading · backtesting · deep learning · neural networks
Deep Learning for Portfolio Optimization
Stefan Zohren, Stephen Roberts, Zihao Zhang · 2020 · intermediate · portfolio management
deep learning · exchange traded funds · machine learning · portfolio management · portfolio optimization
Deep Learning for Predicting Asset Returns
Guanhao Feng, Jingyu He, Nicholas G. Polson · 2018 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Deep learning for quadratic hedging in incomplete jump market
Bernt Øksendal, Jan Rems, Nacira Agram · 2024 · advanced · options
deep learning · derivatives · jump processes · machine learning · option pricing · options hedging
Deep Learning for Reflected BSDEs: Regularization and Error Analysis
Ruimeng Hu, Yihan Zou · 2026 · advanced · options
deep learning · neural networks · numerical methods · option pricing · stochastic differential equations · stochastic processes
Deep Learning for Short Term Equity Trend Forecasting: A Behavior Driven Multi Factor Approach
Yuqi Luan · 2025 · intermediate · machine learning
deep learning · machine learning · neural networks
Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve
Remi Genet · 2025 · advanced · quantitative trading
cryptocurrencies · deep learning · machine learning
Deep Learning Forecasting of the U.S. Aggregate Bond Index
Ajay Kumar Verma, Jul Jon Ramirez General, Yvan Landry Ndzonde Fonkou · 2026 · advanced · time series
deep learning · machine learning · neural networks · statistics · time series
Deep Learning in Asset Pricing
Jason Zhu, Luyang Chen, Markus Pelger · 2019 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Deep Learning in Finance
J. B. Heaton, J. H. Witte, N. G. Polson · 2016 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks
Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study
Junjie Guo · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · portfolio management
Deep learning interpretability for rough volatility
Antoine Jacquier, Bo Yuan, Damiano Brigo · 2024 · advanced · machine learning
deep learning · neural networks · rough volatility
Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation
Hamza Bodor, Laurent Carlier · 2025 · advanced · quantitative trading
deep learning · financial machine learning · machine learning · market microstructure · neural networks
Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point
Ashley Davey, Harry Zheng · 2024 · advanced · portfolio management
deep learning · neural networks · numerical methods · optimization · portfolio optimization
Deep Learning modeling of Limit Order Book: a comparative perspective
Antonio Briola, Jeremy Turiel, Tomaso Aste · 2020 · advanced · machine learning
deep learning · high frequency trading · machine learning · neural networks
Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022
Cheng Zhang, Nilam Nur Amir Sjarif, Roslina Ibrahim · 2023 · intermediate · machine learning
deep learning · neural networks · time series
Deep Learning Models Meet Financial Data Modalities
Kasymkhan Khubiev, Mikhail Semenov · 2025 · intermediate · machine learning
algorithmic trading · deep learning · financial machine learning · high frequency trading · neural networks
Deep Learning of Robust Market Making under Regime-Switching Order Flow
Fabrizio Lillo, Felipe Moret · 2026 · advanced · quantitative trading
deep learning · market making · market microstructure · reinforcement learning
Deep learning of transition probability densities for stochastic asset models with applications in option pricing
David P. Newton, Haozhe Su, M. V. Tretyakov · 2021 · advanced · options
deep learning · neural networks · option pricing · partial differential equations · stochastic processes
Deep Learning Option Pricing with Market Implied Volatility Surfaces
Egang Lu, Kin Cheung, Lijie Ding · 2025 · advanced · options
deep learning · machine learning · neural networks · option pricing · volatility surface
Deep Learning Statistical Arbitrage
Greg Zanotti, Jorge Guijarro-Ordonez, Markus Pelger · 2021 · advanced · quantitative trading
deep learning · machine learning · neural networks · statistical arbitrage · time series
Deep Learning Volatility
Aitor Muguruza, Blanka Horvath, Mehdi Tomas · 2019 · advanced · options
deep learning · machine learning · model calibration · neural networks · option pricing · volatility surface
Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks
Hemanth Chandravamsi, Joao Felipe Gueiros, Steven H. Frankel · 2025 · intermediate · options
deep learning · derivatives · financial machine learning · machine learning · neural networks · option pricing
Deep learning with long short-term memory networks for financial market predictions
Christopher Krauss, Thomas Fischer · 2017
Deep Learning · FAU Discussion Paper · Financial Market Prediction · LSTM · Time Series
Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
Caisheng Wang, Jiaxuan Gong, Michael H. Liao · 2024 · intermediate · machine learning
backtesting · deep learning · machine learning · neural networks · time series
Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing
Jian Liang, Peter Li, Zhe Xu · 2019 · advanced · options
deep learning · derivatives · machine learning · neural networks · numerical methods · option pricing
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
Arnulf Jentzen, Jiequn Han, Weinan E · 2017 · advanced · machine learning
deep learning · numerical methods · partial differential equations · reinforcement learning
Deep Learning, Predictability, and Optimal Portfolio Returns
Jozef Barunik, Mykola Babiak · 2020 · advanced · portfolio management
deep learning · financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization
Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees
Nicolas Langrené, Pavel V. Shevchenko, Ruiyi Zhang · 2026 · advanced · derivatives
machine learning · monte carlo simulation · neural networks · numerical methods · optimization
Deep Limit Order Book Forecasting
Antonio Briola, Silvia Bartolucci, Tomaso Aste · 2024 · advanced · quantitative trading
deep learning · machine learning · market microstructure · neural networks
Deep limit order book forecasting: a microstructural guide
Aste, Tomaso, Bartolucci, Silvia, Briola, Antonio · 2025 · advanced · machine learning
deep learning · financial machine learning · market microstructure · neural networks
Deep Local Volatility
Marc Chataigner, Matthew Dixon, Stéphane Crépey · 2020 · advanced · options
deep learning · machine learning · option pricing · volatility surface
Deep Neural Operator Learning for Probabilistic Models
Erhan Bayraktar, Qi Feng, Zecheng Zhang · 2025 · advanced · machine learning
deep learning · neural networks · option pricing · partial differential equations · stochastic differential equations
Deep Partial Least Squares for Empirical Asset Pricing
Kemen Goicoechea, Matthew F. Dixon, Nicholas G. Polson · 2022 · advanced · machine learning
asset pricing · deep learning · machine learning · neural networks · regression
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
Pengyu Wei, Wei Wei, Xiaole Xue · 2024 · advanced · options
deep learning · machine learning · neural networks · numerical methods · option pricing · partial differential equations
Deep Portfolio Theory
J. B. Heaton, J. H. Witte, N. G. Polson · 2016 · intermediate · portfolio management
portfolio management · portfolio optimization
Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model
Kei Nakagawa, Kiyoshi Izumi, Masaya Abe · 2019 · advanced · machine learning
deep learning · factor investing · machine learning · neural networks · time series
Deep Reinforcement Learning (DRL) for portfolio allocation
David Saltiel, Eric Benhamou, Jamal Atif · 2020 · intermediate · machine learning
deep learning · neural networks · portfolio management · portfolio optimization · reinforcement learning
Deep Reinforcement Learning Algorithms for Option Hedging
Andrei Neagu, Frédéric Godin, Leila Kosseim · 2025 · advanced · options
deep learning · machine learning · options hedging · reinforcement learning
Deep Reinforcement Learning and Mean-Variance Strategies for Responsible Portfolio Optimization
Daniele Magazzeni, Fernando Acero, Manuela Veloso · 2024 · advanced · portfolio management
deep learning · esg · optimization · portfolio management · portfolio optimization · reinforcement learning
Deep Reinforcement Learning Approach for Trading Automation in The Stock Market
Ekrem Duman, Taylan Kabbani · 2022 · advanced · machine learning
algorithmic trading · deep learning · reinforcement learning
Deep Reinforcement Learning for Active High Frequency Trading
Alvaro Cauderan, Antonio Briola, Jeremy Turiel · 2021 · advanced · quantitative trading
algorithmic trading · deep learning · high frequency trading · machine learning · reinforcement learning
Deep Reinforcement Learning for Asset Allocation: Reward Clipping
Bo-Kwan Jeon, HyungJun Moon, Jiwon Kim · 2023 · advanced · portfolio management
deep learning · portfolio management · portfolio optimization · reinforcement learning
Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy
Anwar Walid, Hongyang Yang, Shan Zhong · 2025 · advanced · machine learning
algorithmic trading · deep learning · neural networks · reinforcement learning
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures
Erick Delage, Jonathan Yumeng Li, Saeed Marzban · 2021 · advanced · options
deep learning · financial machine learning · option pricing · options hedging · reinforcement learning · risk management
Deep Reinforcement Learning for ESG financial portfolio management
Eduardo C. Garrido-Merchán, María Coronado-Vaca, Sol Mora-Figueroa-Cruz-Guzmán · 2023 · advanced · machine learning
deep learning · esg · machine learning · portfolio management · reinforcement learning
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach
Arishi Orra, Aryan Bhambu, Himanshu Choudhary · 2025 · advanced · portfolio management
deep learning · garch · machine learning · portfolio optimization · reinforcement learning · volatility forecasting
Deep Reinforcement Learning for Long-Short Portfolio Optimization
Gang Huang, Qingyang Song, Xiaohua Zhou · 2020 · advanced · portfolio management
deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model
Bruno Gašperov, Zvonko Kostanjčar · 2022 · advanced · quantitative trading
financial machine learning · market making · market microstructure · monte carlo simulation · neural networks · reinforcement learning
Deep Reinforcement Learning for Online Optimal Execution Strategies
Alessandro Micheli, Mélodie Monod · 2024 · advanced · quantitative trading
deep learning · optimal execution · reinforcement learning
Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
Jin Zheng, John Cartlidge, Rongwei Liu · 2025 · advanced · portfolio management
deep learning · machine learning · portfolio optimization · reinforcement learning · time series
Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization
Kassiani Papasotiriou, Marius Vaiciulis, Srijan Sood · 2026 · advanced · portfolio management
backtesting · deep learning · financial machine learning · optimization · portfolio management · portfolio optimization
Deep reinforcement learning for optimal trading with partial information
Andrea Macrì, Fabrizio Lillo, Sebastian Jaimungal · 2025 · advanced · machine learning
deep learning · financial machine learning · neural networks · reinforcement learning · stochastic processes
Deep Reinforcement Learning for Optimum Order Execution: Mitigating Risk and Maximizing Returns
Andreas Maier, Dhagash Mehta, Jayapaulraj Jerinsh · 2026 · advanced · quantitative trading
algorithmic trading · deep learning · optimal execution · reinforcement learning · risk management
Deep Reinforcement Learning for Quantitative Trading
Jiawei Du, Maochun Xu, Zheng Tao · 2023 · advanced · machine learning
deep learning · machine learning · reinforcement learning
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
Bruno Gašperov, Stjepan Begušić, Tessa Bauman · 2023 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · portfolio management · reinforcement learning
Deep Reinforcement Learning for Trading
Stefan Zohren, Stephen Roberts, Zihao Zhang · 2019 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · reinforcement learning
Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets
Kamil Kashif, Robert Ślepaczuk · 2026 · advanced · portfolio management
deep learning · machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning
Deep Reinforcement Learning in Cryptocurrency Market Making
Jonathan Sadighian · 2019 · advanced · quantitative trading
algorithmic trading · cryptocurrencies · deep learning · market making · reinforcement learning
Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review
Tidor-Vlad Pricope · 2021 · advanced · machine learning
algorithmic trading · deep learning · reinforcement learning
Deep Reinforcement Learning Stock Trading Strategy Optimization Framework Based on TimesNet and Self-Attention Mechanism
Huitao Zhang, Kaixian Xu, Shuguang Xiong · 2025 · advanced · quantitative trading
deep learning · machine learning · neural networks · reinforcement learning · time series
Deep Reinforcement Learning Strategies in Finance: Insights into Asset Holding, Trading Behavior, and Purchase Diversity
Akram Mirzaeinia, Alireza Mohammadshafie, Amir Mirzaeinia · 2024 · intermediate · machine learning
algorithmic trading · financial machine learning · machine learning · reinforcement learning
Deep reinforcement learning with positional context for intraday trading
Sven Goluža, Tessa Bauman, Tomislav Kovačević · 2024 · advanced · quantitative trading
deep learning · financial machine learning · reinforcement learning
Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals
Akshay SP, Ashutosh Sahoo, Dhanashekar Kandaswamy · 2025 · intermediate · risk management
decentralized finance · liquidity
Deep Sequence Modeling: Development and Applications in Asset Pricing
Jingyuan Wang, Ke Tang, Lin William Cong · 2021 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Deep Smoothing of the Implied Volatility Surface
Damien Ackerer, Natasa Tagasovska, Thibault Vatter · 2019 · advanced · options
machine learning · neural networks · option pricing · volatility surface
Deep State-Space Model for Predicting Cryptocurrency Price
Angshul Majumdar, Emilie Chouzenoux, Shalini Sharma · 2023 · advanced · time series
cryptocurrencies · deep learning · time series
Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions
Fei Xie, Flood Sung, Guosheng Hu · 2017 · intermediate · portfolio management
deep learning · machine learning · neural networks · portfolio management
Deep Structural Estimation:With an Application to Option Pricing
Antoine Didisheim, Hui Chen, Simon Scheidegger · 2021 · advanced · machine learning
deep learning · machine learning · neural networks
Deep Value
Ashwin Thapar · 2021 · intermediate · portfolio management
asset pricing · behavioral finance
Deep xVA solver -- A neural network based counterparty credit risk management framework
Alessandro Gnoatto, Athena Picarelli, Christoph Reisinger · 2020 · advanced · risk management
credit risk · deep learning · derivatives · machine learning · neural networks · numerical methods
Deep-learning based numerical BSDE method for barrier options
Agus Sudjianto, Bing Yu, Xiaojing Xing · 2019 · advanced · options
brownian motion · deep learning · machine learning · neural networks · numerical methods · option pricing
Deep-MKV-TS: Path-Dependent McKean--Vlasov Control for Financial Time Series Generation
Alexandre Alouadi, Huyên Pham, Samer El Boustany · 2026 · advanced · time series
deep learning · machine learning · stochastic differential equations · stochastic processes · time series · volatility forecasting
DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection
Donghee Choi, Hyunjung Yi, Jaewoo Kang · 2025 · advanced · portfolio management
deep learning · financial machine learning · portfolio management · portfolio optimization · reinforcement learning · transaction costs
Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
Ethan Buchman, Tomaž Fleischman · 2026 · advanced · risk management
liquidity
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
Stefan Zohren, Stephen Roberts, Zihao Zhang · 2018 · advanced · machine learning
deep learning · equity markets · machine learning · market microstructure · neural networks · time series
Deeply Learning Derivatives
Andrew Green, Ryan Ferguson · 2018 · intermediate · machine learning
deep learning · derivatives · machine learning · neural networks · option pricing
DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management
Kieran Wood, Stefan Zohren, Stephen J. Roberts · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization
DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
Boris Kriuk, Logic Ng, Zarif Al Hossain · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · time series
DeepSVM: Learning Stochastic Volatility Models with Physics-Informed Deep Operator Networks
Hakob Chakhoyan, Kieran A. Malandain, Selim Kalici · 2025 · advanced · options
deep learning · machine learning · model calibration · neural networks · partial differential equations
DeepTraderX: Challenging Conventional Trading Strategies with Deep Learning in Multi-Threaded Market Simulations
Armand Mihai Cismaru · 2024 · intermediate · quantitative trading
algorithmic trading · deep learning · financial machine learning · machine learning
DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts
Dorien Herremans, Joel Ong · 2024 · advanced · portfolio management
backtesting · deep learning · machine learning · momentum · portfolio management
Deepvol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
Fernando Moreno-Pino, Stefan Zohren · 2022 · advanced · time series
deep learning · machine learning · neural networks · time series · volatility forecasting
Default Estimation for Low-Default Portfolios
Kiefer, Nicholas M. · 2006 · advanced · risk management
bayesian statistics · credit risk · statistical inference
Default Process Modeling and Credit Valuation Adjustment
David Xiao · 2023 · advanced · risk management
credit risk · derivatives
Default Resilience and Worst-Case Effects in Financial Networks
Anton Proskurnikov, Giulia Fracastoro, Giuseppe Calafiore · 2024 · advanced · risk management
contagion · financial networks · systemic risk
Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System
Breig, Christoph, Elsas, Ralf · 2009 · advanced · statistics
asset pricing · credit risk · equity markets · financial economics
Default Risk in Stochastic Volatility Models
Hans Gersbach, Nicolae Surulescu · 2010 · advanced · risk management
credit risk · mathematical finance · stochastic processes
Default, Inflation Expectations, and the Currency Denomination of Sovereign Bonds
Maeng, F. S. · 2024 · advanced · fixed income
economic policy
Defaultable bond liquidity spread estimation: an option-based approach
Paolo Spezzati, Pietro Rossi, Riccardo Tedeschi · 2025 · advanced · fixed income
credit risk · fixed income · liquidity risk · model calibration · option pricing
Defaulting firms and systemic risks in financial networks
Frédéric Jouneau, Nicolas Houy · 2016 · advanced · risk management
credit risk · financial networks · systemic risk
DeFi Lending During The Merge
Eric Schertenleib, Lioba Heimbach, Roger Wattenhofer · 2023 · intermediate · risk management
cryptocurrencies · decentralized finance
DeFi Liquidation Risk Modeling Using Geometric Brownian Motion
Georgii Vosorov, Timofei Belenko · 2025 · intermediate · risk management
brownian motion · decentralized finance · stochastic processes
DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol
Fabian Schär, Felix Bekemeier, Matthias Nadler · 2022 · intermediate · risk management
decentralized finance · insurance · risk management
DeFi TrustBoost: Blockchain and AI for Trustworthy Decentralized Financial Decisions
Dale S. Fickett, Swati Sachan · 2025 · advanced · machine learning
decentralized finance
DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity pools
Deborah Miori, Mihai Cucuringu · 2022 · advanced · quantitative trading
data science · decentralized finance · liquidity · machine learning
Defined Contribution Retirement Plans Should Look and Feel More Like Defined Benefit Plans
Laurence Siegel, Rodney N. Sullivan · 2017 · intermediate · portfolio management
pensions
Defining the payback period for nonconventional cash flows: an axiomatic approach
Mikhail V. Sokolov · 2025 · intermediate · other
other
Degreasing the wheels of finance
Aleksander Berentsen, Alessandro Marchesiani, Samuel Huber · 2012 · advanced · other
financial economics · liquidity
Degree of Irrationality: Sentiment and Implied Volatility Surface
Jiahao Weng, Yan Xie · 2024 · advanced · options
deep learning · machine learning · natural language processing · time series · volatility forecasting · volatility surface
Delegated Monitoring in Public-Private Sector Credit Programs: Underinvestment, Overinvestment, and the Design of Subsidized Lending
G. Charles-Cadogan · 2026 · advanced · risk management
credit risk · financial economics
Delegated portfolio management with random default
Alberto Gennaro, Thibaut Mastrolia · 2024 · advanced · portfolio management
deep learning · optimization · partial differential equations · portfolio management · stochastic processes
Delegating discipline: how indexes restructured the political economy of sovereign bond markets
Cormier, Benjamin, Naqvi, Natalya · 2023 · advanced · fixed income
fixed income
Delegation or competition: optimal liquidation across dark and lit pools with information privilege
Hao Wang, Thibaut Mastrolia · 2025 · advanced · quantitative trading
market microstructure · optimal execution · optimization · stochastic differential equations · stochastic processes
Deleverage and Financial Fragility
Marco Maffezzoli, Tommaso Monacelli · 2015 · advanced · risk management
risk management
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
Aakriti Mittal, Achintya Gopal, Xueying Ding · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
Delta Hedging in Financial Engineering: Towards a Model-Free Approach
Cédric Join, Michel Fliess · 2010 · advanced · options
financial engineering · options hedging
Delta Hedging Liquidity Positions on Automated Market Makers
Adam Khakhar, Xi Chen · 2022 · advanced · quantitative trading
derivatives · liquidity
DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization
Feliks Bańka, Jarosław A. Chudziak · 2025 · advanced · portfolio management
machine learning · options hedging · portfolio management · portfolio optimization · reinforcement learning
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
Chao Zhang, Jian Guo, Mihai Cucuringu · 2025 · advanced · machine learning
deep learning · financial machine learning · neural networks · time series
Demand shocks in equity markets and firm responses
Fernando Broner, Juan J. Cortina, Sergio L. Schmukler · 2026 · advanced · other
causal identification · corporate finance · equity markets
Democratization’s Risk Premium: Partisan and Opportunistic Political Business Cycle Effects on Sovereign Ratings in Developing Countries
Burkhard N. Schrage, Paul M. Vaaler, Steven Block · 2003 · intermediate · risk management
credit risk · hypothesis testing
Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns
Andrea Tamoni, Arie E. Gozluklu, Carlo A. Favero · 2010 · advanced · time series
asset pricing · econometrics · equity markets · regression · time series
Demographics and The Behaviour of Interest Rates
Arie E. Gozluklu, Carlo A. Favero, Haoxi Yang · 2011 · advanced · fixed income
fixed income · interest rates · term structure models · time series
Demographics and the Econometrics of the Term Structure of Stock Market Risk
Andrea Tamoni, Carlo A. Favero · 2010 · advanced · time series
asset pricing · econometrics · market risk · regression · time series · volatility forecasting
Demystifying Illiquid Assets: Expected Returns for Private Equity
Swati Chandra · 2019 · intermediate · portfolio management
portfolio management
Demystifying Illiquid Assets: Expected Returns for Private Real Estate
Swati Chandra · 2019 · intermediate · portfolio management
real estate
Demystifying Managed Futures
Brian K. Hurst, Yao Hua Ooi · 2013 · intermediate · quantitative trading
momentum · time series · trend following
Demystifying the Bergomi-Guyon expansion
Florian Bourgey, Jim Gatheral · 2026 · advanced · options
mathematical finance
Demystifying the trend of the healthcare index: Is historical price a key driver?
Payel Sadhukhan, Samrat Gupta, Subhasis Ghosh · 2026 · intermediate · time series
data science · financial machine learning · machine learning · time series
Denoised Monte Carlo for option pricing and Greeks estimation
Andrzej Daniluk, Evgeny Lakshtanov, Rafal Muchorski · 2024 · advanced · options
monte carlo simulation · numerical methods · option greeks · option pricing · stochastic processes
Denoising Complex Covariance Matrices with Hybrid ResNet and Random Matrix Theory: Cryptocurrency Portfolio Applications
Andres Garcia-Medina · 2025 · advanced · machine learning
cryptocurrencies · deep learning · machine learning · neural networks · portfolio optimization
Denoising Subordinated Probabilistic Models: Diffusion with a Tempered-Stable Volatility Clock, and What the Noise Mechanism Actually Controls
Helin Zhao, Junchi Shen · 2026 · advanced · machine learning
deep learning · model calibration · stochastic processes
Density Approximation of Affine Jump Diffusions via Closed-Form Moment Matching
Jian-Qiang Hu, Yan-Feng Wu · 2025 · advanced · stochastic calculus
jump processes · stochastic processes
Dependence Analysis between Foreign Exchange Rates: A Semi-Parametric Copula Approach
Azam, Kazim · advanced · statistics
copulas · foreign exchange · time series
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Daniel Linders, Hamza Hanbali, Jan Dhaene · 2025 · advanced · risk management
risk management
Dependence modelling of the joint extremes in a portfolio using Archimedean copulas: application to MSCI indices
Dominique Guegan, Sophie A. Ladoucette · 2005 · advanced · statistics
copulas · statistical inference · statistics · tail risk
Dependence-Informed Sparse Neural Architecture for Stock Return Prediction
Antonio Briola, Hongyu Lin, Tomaso Aste · 2026 · advanced · machine learning
financial machine learning · machine learning · neural networks
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
Haojie Liu, Randall R. Rojas, Zihan Lin · 2025 · advanced · portfolio management
econometrics · financial networks · portfolio optimization · risk management · time series
Dependency structure and scaling properties of financial time series are related
Aste, Tomaso, Di Matteo, T., Morales, Raffaello · 2014 · advanced · time series
time series
Dependency structures in cryptocurrency market from high to low frequency
Antonio Briola, Tomaso Aste · 2022 · intermediate · statistics
cryptocurrencies · financial networks · statistics · time series
Dependent Default Modeling through Multivariate Generalized Cox Processes
Alejandra Quintos, Djibril Gueye · 2025 · advanced · risk management
credit risk · stochastic processes
Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data
Laeven, R. J. A., Li, Z. M., Vellekoop, M. H. · 2019 · advanced · statistics
econometrics · market microstructure
Deposit Insurance and Risk Management of the U.S. Banking System: How Much? How Safe? Who Pays?
Andrew Kuritzkes, Scott Weiner, Til Schuermann · 2002 · advanced · risk management
banking · insurance · risk management
Deposit Market Competition, Wholesale Funding, and Bank Risk
Craig, B.R., Dinger, V. · 2010 · intermediate · risk management
banking
Deposit Volatility, Liquidity and Long-Term Investment: Evidence from a Natural Experiment in Pakistan
M. Ali Choudhary, Nicola Limodio · 2017 · intermediate · risk management
banking · causal identification · financial economics · liquidity risk
Depth-Efficient Quantum Topological Data Analysis for Regime-Specific Detection of Financial Stress
Arul Rhik Mazumder, Shreyan Ronit Mazumder · 2026 · advanced · risk management
risk management
Der Internal Capital Adequacy Assessment Process als regulatorischer Treiber eines aktiven Kreditportfoliomanagements
Gann, Philipp · 2008 · intermediate · risk management
banking · credit risk · risk management
Der marktphasenabhängige Einfluss der Liquidität auf die Credit Spreads von Corporate Bonds
Gann, Philipp · 2010 · advanced · fixed income
credit markets · credit risk · fixed income · liquidity · liquidity risk · panel data
Derivatengebruik van Nederlandse Niet-Financiële Bedrijven
Macrae, V., Nijman, T.E., de Jong, A. · 2000 · beginner · derivatives
corporate finance · derivatives
Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
Elyas Elyasiani, Jongmoo Jay Choi · 1996 · intermediate · risk management
banking · foreign exchange · interest rates · regression
Derivative pricing and hedging on Carbon Market
Dominique Guegan, Marius-Cristian Frunza · 2010 · advanced · options
econometrics · jump processes · model calibration · option pricing · options hedging
Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control
Miquel Noguer I Alonso · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · option greeks · option pricing
Derivatives and Default Risk
Scholz, Sebastian · 2010 · intermediate · risk management
derivatives · financial economics
Derivatives Discounting Explained
Wujiang Lou · 2020 · advanced · derivatives
derivatives
Derivatives of Risk Measures
Battulga Gankhuu · 2024 · advanced · risk management
calculus · derivatives
Derivatives Pricing in Non-Arbitrage Market
N. S. Gonchar · 2020 · advanced · stochastic calculus
derivatives · martingales · mathematical finance · option pricing · stochastic processes
Derivatives pricing using signature payoffs
Imanol Perez Arribas · 2018 · advanced · derivatives
derivatives · mathematical finance · option pricing
Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
Arno Botha, Janette Larney, Marcel Muller · 2026 · intermediate · risk management
credit risk · regression
Design and analysis of momentum trading strategies
Richard J. Martin · 2021 · intermediate · quantitative trading
momentum · statistics
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market
Abhishek Dutta, Jaydip Sen · 2022 · intermediate · portfolio management
portfolio management · portfolio optimization
Design and Empirical Study of a Large Language Model-Based Multi-Agent Investment System for Chinese Public REITs
Zheng Li · 2026 · advanced · quantitative trading
algorithmic trading · backtesting · large language models · machine learning · real estate
Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
Liyang Wang, Xingxin Gu, Yu Cheng · 2024 · intermediate · risk management
machine learning · market risk · neural networks · risk management
Design and pricing of a transparent parametric-modeled loss CAT bond: application to German windstorm
Erwan Koch, John Ery · 2026 · advanced · risk management
extreme value theory · insurance · model calibration
Design and valuation of multi-region CoCoCat bonds
Jacek Wszoła, Krzysztof Burnecki, Marek Teuerle · 2025 · advanced · risk management
convertible bonds · financial engineering · fixed income · insurance
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
Tianyi Ma · 2025 · advanced · fixed income
decentralized finance · fixed income · interest rates
Design of a Deep Learning Credit Risk Early Warning System Integrating Multi-source Heterogeneous Data
Keyu Chen, LiYang Wang, Zhen Tian · 2026 · advanced · risk management
credit risk · deep learning · machine learning · neural networks
Designating market maker behaviour in limit order book markets
Danielsson, Jon, Panayi, Efstathios, Peters, Gareth W. · 2018 · advanced · quantitative trading
liquidity · market making · market microstructure
Designing Agentic AI-Based Screening for Portfolio Investment
Agostino Capponi, Jonathan Y. Tan, Mehmet Caner · 2026 · advanced · portfolio management
large language models · portfolio management · portfolio optimization
Designing an incentive-compatible safety net in a financial system in transition: the case of Serbia
Marinkovic, Srdjan T. · 2005 · intermediate · risk management
banking
Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market
Jaydip Sen · 2022 · intermediate · quantitative trading
pairs trading · regression · time series
Designing funding rates for perpetual futures in cryptocurrency markets
Hyungbin Park, Jaehyun Kim · 2025 · advanced · derivatives
derivatives · mathematical finance
Designing High-Frequency Market Liquidity Measures with Applications to Monetary Policy
Li, Z. M., Linton, O. B., Zhai, Y. · 2026 · advanced · quantitative trading
liquidity · market microstructure · statistical inference
Designing institutions for financial stability: Regulation and supervision by objective for the Euro area
Carmine Di Noia, Giorgio di Giorgio · 2000 · intermediate · risk management
financial stability
Designing On-Chain Options: Amortizing Perpetual Options
Maxim Bichuch, Zachary Feinstein · 2026 · advanced · options
decentralized finance · derivatives · risk management
Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
Asger Lunde, Neil Shephard, Ole E. Barndorff-Nielsen · 2006 · advanced · statistics
econometrics · statistics
Designing securities for scrutiny
Brendan Daley, Brett Green, Victoria Vanasco · 2021 · advanced · other
corporate finance · financial economics
Designing Time-Series Models With Hypernetworks & Adversarial Portfolios
Filip Staněk · 2024 · advanced · machine learning
machine learning · neural networks · portfolio management · time series
Despite Absolute Information Advantages, All Investors Incur Welfare Loss
Qi Ye, Zongxia Liang · 2024 · advanced · other
financial economics
Destabilizing Exchange Rate Speculation: A Counterexample To Milton Friedman
Ljungqvist, Lars · 1993 · intermediate · time series
financial economics · foreign exchange
Detecting and Explaining Unlawful Insider Trading: A Shapley Value and Causal Forest Approach to Identifying Key Drivers and Causal Relationships
Igor Griva, Jason Kinser, Krishna Neupane · 2026 · advanced · machine learning
causal identification · causal inference · data science · financial machine learning · machine learning
Detecting and repairing arbitrage in traded option prices
Christoph Reisinger, Samuel N. Cohen, Sheng Wang · 2020 · advanced · options
optimization
Detecting and Triaging Spoofing using Temporal Convolutional Networks
Kaushalya Kularatnam, Tania Stathaki · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans
Raffaella Calabrese, Victor Medina-Olivares · 2023 · intermediate · risk management
banking · statistics · time series
Detecting Crypto Pump-and-Dump Schemes: A Thresholding-Based Approach to Handling Market Noise
Mahya Karbalaii · 2025 · intermediate · time series
cryptocurrencies
Detecting data-driven robust statistical arbitrage strategies with deep neural networks
Ariel Neufeld, Daiying Yin, Julian Sester · 2022 · advanced · quantitative trading
deep learning · machine learning · statistical arbitrage
Detecting Financial Market Manipulation with Statistical Physics Tools
Carmine Ventre, Haochen Li, Maria Polukarova · 2023 · advanced · quantitative trading
cryptocurrencies · market microstructure
Detecting global financial crises over history: A multivariate nonlinear denoising strategy
Antoine Parent, Barbara Pascal, Cécile Bastidon · 2022 · advanced · risk management
time series
Detecting global financial crises with scarce data by multivariate nonlinear filtering
Antoine Parent, Barbara Pascal, Cécile Bastidon · 2025 · advanced · time series
optimization · time series
Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
Max Menzies, Nick James · 2024 · intermediate · portfolio management
equity markets · optimization · portfolio optimization · time series
Detecting lead–lag relationships in stock returns and portfolio strategies
Mihai Cucuringu, Qi Jin, Álvaro Cartea · 2026 · advanced · quantitative trading
time series
Detecting Lookahead Bias in LLM Forecasts
Wenxi Jiang, Yutong Yan, Zhenyu Gao · 2025 · advanced · machine learning
hypothesis testing · large language models · regression · statistical inference
Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning
Peng Yang, Yushi Lin · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets
George Evangelidis, George Gavalakis, George P. Papaioannou · 2024 · advanced · time series
bayesian statistics · causal inference · market efficiency · statistics · time series
Detecting Toxic Flow
Gerardo Duran-Martin, Leandro Sánchez-Betancourt, Álvaro Cartea · 2023 · advanced · machine learning
bayesian statistics · machine learning · statistical inference
Detecting unusual trading patterns on cryptocurrency exchanges by means of complexity measures
Jakub Zwydak, Jarosław Kwapień, Marcin Wątorek · 2026 · intermediate · quantitative trading
cryptocurrencies · statistics
Detection of arbitrage opportunities in multi-asset derivatives markets
Antonis Papapantoleon, Paulo Yanez Sarmiento · 2020 · advanced · derivatives
copulas · derivatives · mathematical finance · optimization
Detection of financial opportunities in micro-blogging data with a stacked classification system
Francisco J. González-Castaño, Francisco de Arriba-Pérez, José A. Regueiro-Janeiro · 2024 · intermediate · machine learning
financial machine learning · machine learning · natural language processing
Detection of multiple structural breaks in large covariance matrices
Fryzlewicz, Piotr, Li, Degui, Li, Yu-Ning · 2022 · advanced · time series
statistics · time series
Determinants of Capital Structure in Non-Financial Companies
Kühnhausen, Fabian, Stieber, Harald W. · 2014 · intermediate · other
capital structure · corporate finance · financial economics · panel data · regression
Determinants of Financial Performance of Microfinance Banks in Kenya
King'ori S. Ngumo, Kioko W. Collins, Shikumo H. David · 2020 · beginner · risk management
credit risk · regression
Determinants of Lending to Small and Medium Enterprises by Commercial Banks in Kenya
David Haritone Shikumo, Mwangi Mirie · 2020 · intermediate · risk management
banking · liquidity · regression · statistics
Determining a credit transition matrix from cumulative default probabilities
Henryk Gzyl, Silvia Mayoral · 2025 · advanced · risk management
convex optimization · credit risk · numerical methods · optimization
Determining Insolvency Regions in Banks: A Stochastic Dynamic Approach Integrating Liquidity and Credit Risk
Davood Ahmadian, Nader Karimi · 2026 · advanced · risk management
banking · credit risk · liquidity risk · stochastic processes
Deterministic Policy Gradient for Learning Equilibrium in Time-Inconsistent Control Problems
Xiang Yu, Xin Guo, Yijie Huang · 2026 · advanced · machine learning
machine learning · optimization · portfolio management · reinforcement learning
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
Jarosław Kwapień, Marcin Wątorek, Maria Skupień · 2025 · advanced · statistics
cryptocurrencies · statistics · time series
Developing a Framework for Real-Time Trading in a Laboratory Financial Market
Mark Marner-Hausen · 2022 · intermediate · quantitative trading
algorithmic trading · high frequency trading
Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
Kwan L. Yeung, Vincent Tam, Zhenglong Li · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Developing a precautionary approach to financial policy: from climate to biodiversity
Chenet, Hugues, Kedward, Katie, Ryan-Collins, Josh · 2022 · advanced · risk management
risk management
Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
Vincent Tam, Zhenglong Li · 2024 · advanced · portfolio management
deep learning · financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization
Developing Cryptocurrency Trading Strategy Based on Autoencoder-CNN-GANs Algorithms
Haoran Zheng, Qianying Liu, Richard Yu · 2024 · advanced · machine learning
algorithmic trading · cryptocurrencies · deep learning · machine learning · neural networks · time series
Development of a Bankruptcy Prediction Model for the Banking Sector in Mozambique Using Linear Discriminant Analysis
Reis Castigo Intupo · 2023 · intermediate · risk management
banking
Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
Debbie Dupuis, Melina Mailhot, Roba Bairakdar · 2024 · advanced · risk management
insurance
Deviations from Normality in a Financial Model without Short-selling
Nahuel I. Arca · 2025 · intermediate · stochastic calculus
asset pricing · mathematical finance · probability
Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning
Andrea Macrì, Fabrizio Lillo · 2024 · advanced · quantitative trading
deep learning · machine learning · optimal execution · reinforcement learning
Deviations from Tradition: Stylized Facts in the Era of DeFi
Daniele Maria Di Nosse, Fabrizio Lillo, Federico Gatta · 2025 · advanced · quantitative trading
decentralized finance · liquidity · market microstructure · statistics
DEX Specs: A Mean Field Approach to DeFi Currency Exchanges
April Nellis, Asaf Cohen, Erhan Bayraktar · 2024 · advanced · quantitative trading
cryptocurrencies · decentralized finance · liquidity · optimization
dexamine: A Python package for Uniswap event data on Ethereum
Magnus Hansson · 2026 · intermediate · programming
decentralized finance
DeXposure-Claw: An Agentic System for DeFi Risk Supervision
Aijie Shu, Bowei Chen, Cathy Yi-Hsuan Chen · 2026 · advanced · risk management
credit risk · decentralized finance · large language models · machine learning · systemic risk · time series
Diachronic Sample Integration: Robust Tail-Risk Estimation with Generative Models
Leran Zhang, Patrick Wong, Shuning Zhao · 2026 · advanced · risk management
deep learning · machine learning · tail risk
Diagnosing and Stabilizing Dynamic Correlations in Multivariate Stochastic Volatility Models
Guo, Hongfei, Marín, Juan Miguel, Veiga, Helena · 2026 · advanced · time series
statistics · time series · volatility forecasting
Diagnosing the Recent Decade of Drawdown in Value
Two Sigma · 2020 · intermediate · portfolio management
portfolio management
Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?
Merrill, Craig B., Nadauld, Taylor D., Sherlund, Shane · 2012 · advanced · risk management
credit risk
Differences of Opinion and International Equity Markets
Bernard Dumas, Emilio Osambela, Karen Kay Lewis · 2011 · advanced · statistics
asset pricing · equity markets · financial economics
Differential Beliefs in Financial Markets Under Information Constraints: A Modeling Perspective
Karen Grigorian, Robert Jarrow · 2025 · advanced · stochastic calculus
market efficiency · optimization · stochastic differential equations · stochastic processes
Differential information, arbitrage, and subjective value
Greene, Catherine · 2019 · intermediate · other
financial economics
Differential Machine Learning
Antoine Savine, Brian Huge · 2020 · advanced · machine learning
algorithms · derivatives · machine learning · risk management
Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps
Takayuki Sakuma · 2026 · advanced · options
jump processes · machine learning · option greeks · option pricing · stochastic processes
Differential ML with a Difference
Paul Glasserman, Siddharth Hemant Karmarkar · 2025 · advanced · machine learning
derivatives · machine learning · neural networks · option greeks · option pricing
Differential Quantile-Based Sensitivity in Discontinuous Models
Andreas Tsanakas, Pietro Millossovich, Silvana M. Pesenti · 2023 · advanced · risk management
statistics
DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books
Carmine Ventre, Zhuohan Wang · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning
Diffolio: A Diffusion Model for Multivariate Probabilistic Financial Time-Series Forecasting and Portfolio Construction
Hyeng Keun Koo, Hyun-Gyoon Kim, Jin-Young Kim · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · portfolio management · time series
DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
Bolin Ding, Haokun Chen, Jinyang Gao · 2024 · advanced · machine learning
deep learning · machine learning
DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
Divyanshu Daiya, Harshit Singh Rao, Monika Yadav · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · portfolio management · time series
Diffusion equations: convergence of the functional scheme derived from the Binomial tree with local volatility for non smooth payoff functions.
Emmanuel Lépinette, Julien Baptiste · 2018 · advanced · options
numerical methods · partial differential equations
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
Minshuo Chen, Renyuan Xu, Ruixun Zhang · 2025 · advanced · machine learning
machine learning · stochastic processes
Diffusion models for dynamic volatility surface generation and data-driven hedging
Fernando Acero, Jack Yuxiang Zhang, Manuel Torres · 2026 · advanced · options
deep learning · machine learning · options hedging · risk management · volatility surface
Diffusion Models in Finance: A Survey
Carmine Ventre, Zhuohan Wang · 2026 · advanced · machine learning
machine learning · stochastic differential equations · time series
Diffusion on the circle and a stochastic correlation model
Arnab Kumar Laha, Sourav Majumdar · 2024 · advanced · stochastic calculus
brownian motion · statistical inference · stochastic processes
Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios
Arishi Orra, Himanshu Choudhary, Manoj Thakur · 2025 · advanced · portfolio management
deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning · risk management
Diffusive behavior and the modeling of characteristic times in limit order executions
Fabrizio Lillo, János Kertész, Rosario N. Mantegna · 2009 · advanced · quantitative trading
market microstructure · stochastic processes
Diffusive in plain sight: An inconspicuous law of market impact
Julius F. Bonart · 2026 · advanced · quantitative trading
market microstructure
Diffusive Limit of Hawkes Driven Order Book Dynamics With Liquidity Migration
Levon Mahseredjian · 2025 · advanced · quantitative trading
liquidity · market microstructure · stochastic processes
DiffVolume: Diffusion Models for Volume Generation in Limit Order Books
Carmine Ventre, Zhuohan Wang · 2025 · advanced · machine learning
deep learning · machine learning · market microstructure
Digging into Primary Financial Market: Challenges and Opportunities of Adopting Blockchain
Hao Wu, Ji Liu, Shiping Chen · 2022 · intermediate · other
other
Digital Money, Default Risk, and Financial Information: An Experiment on Europe
Alessandro Castagnetti, Alessandra Cillo, Giuseppe Gurrado, Donato Masciandaro · 2026 · intermediate · risk management
causal inference · financial economics
Digital Transformation and Corporate Financial Asset Allocation: Evidence from China
Han Liang, Li Shen, Yundan Guo · 2025 · intermediate · other
corporate finance · financial economics
Dimensionality reduction techniques to support insider trading detection
Adele Ravagnani, Antonio Russo, Fabrizio Lillo · 2024 · advanced · machine learning
financial machine learning · machine learning
Direct Inversion for the Squared Bessel Process and Applications
Anke Wiese, Simon J. A. Malham, Yifan Xu · 2024 · advanced · stochastic calculus
monte carlo simulation · numerical methods · stochastic processes
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network
Bekiros, S., Georgoutsos, D. · 2006 · intermediate · machine learning
machine learning · neural networks · time series
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
Anthony S. Tay, Francis X. Diebold, Peter F. Christoffersen · 2006 · advanced · time series
econometrics · time series · volatility forecasting
Directional Liquidity and Geometric Shear in Pregeometric Order Books
João P. da Cruz · 2026 · advanced · quantitative trading
liquidity · market microstructure
Directional Price Forecasting in the Continuous Intraday Market under Consideration of Neighboring Products and Limit Order Books
Ivan Pavić, Sergio Potenciano Menci, Timothée Hornek · 2025 · intermediate · time series
time series
Disability insurance with collective health claims: A mean-field approach
Christian Furrer, Philipp C. Hornung · 2025 · advanced · risk management
insurance · stochastic processes
Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing
Arthur Charpentier, Caroline Hillairet, Fallou Niakh · 2025 · advanced · risk management
insurance
Disclosed Human-Capital Disruption and Firm-Specific Risk
Ang Zhang · 2026 · intermediate · risk management
machine learning · natural language processing
Disclosure under Noisy Information Processing
Edwige Cheynel, Jeremy Bertomeu, Peicong Hu · 2026 · advanced · other
other
DisclosureBeta: A Measurement-Channel Theory for Regime-Conditioned Betas from LLM-Read Risk Disclosures
Ping Kuen Wong · 2026 · advanced · statistics
asset pricing · machine learning · natural language processing · statistical inference
Discount Puzzle Of Closed-End Mutual Funds: A Case Of Bangladesh
Farhana Rahman · 2022 · intermediate · statistics
mutual funds · panel data · regression
Discounting the distant future: What do historical bond prices imply about the long term discount rate?
J. Doyne Farmer, Jaume Masoliver, John Geanakoplos · 2023 · advanced · fixed income
fixed income · interest rates · stochastic processes · term structure models
Discovering parametrizations of implied volatility with symbolic regression
Hannes Nikulski, Martin Keller-Ressel · 2026 · advanced · options
machine learning · regression
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
Mainak Singha · 2025 · advanced · quantitative trading
factor investing
Discrete approximation of risk-based prices under volatility uncertainty
Alessandro Sgarabottolo, Jonas Blessing, Michael Kupper · 2024 · advanced · options
derivatives · mathematical finance · option pricing
Discrete asset pricing under transaction costs and model uncertainty with and without short-sale constraints
Wenqing Zhang · 2026 · advanced · stochastic calculus
asset pricing · mathematical finance · transaction costs
Discrete devaluations and multiple equilibria in a first generation model of currency crises
Fernando Broner · 2007 · advanced · risk management
risk management
Discrete dividends after maturity adjust the stock and strike prices
Kevin W. Lu · 2026 · intermediate · options
derivatives · mathematical finance · option pricing
Discrete Time Hedging of OTC Options in a GARCH Environment: A Simulation Experiment
Hagerud, Gustaf E. · 1997 · advanced · options
garch · option pricing · options hedging
Discrete time optimal investment under model uncertainty
Laurence Carassus, Massinissa Ferhoune · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning
Si Zhao, Xiangyu Cui, Xun Li · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · reinforcement learning
Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching
Kamil Kladivko, Vitaliy Golomoziy, Yuliya Mishura · 2025 · advanced · stochastic calculus
mathematical finance · probability · stochastic differential equations · stochastic processes
Discrete-valued Levy processes and low latency financial econometrics
David G. Pollard, Neil Shephard, Ole E. Barndorff-Nielsen · 2010 · advanced · statistics
econometrics · statistics · stochastic processes
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
Benjamin R. Auer, Kerstin Lamert, Ralf Wunderlich · 2023 · advanced · quantitative trading
brownian motion · mathematical finance · stochastic processes · transaction costs
Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures
Christophe Chorro, Rahantamialisoa Fanirisoa Zazaravaka · 2022 · advanced · options
garch · option pricing
Discrimination-free Insurance Pricing with Privatized Sensitive Attributes
Peng Shi, Suhan Liu, Tianhe Zhang · 2025 · advanced · risk management
insurance · statistical inference
Discrimination-insensitive pricing
Kathleen Miao, Silvana Pesenti · 2026 · advanced · risk management
insurance · mathematical finance · optimization
Discriminatory fees, coordination and investment in shared ATM networks
Stijn FERRARI · 2009 · intermediate · other
banking
Disentangling and quantifying market participant volatility contributions
Emmanuel Bacry, Jean-François Muzy, Marcello Rambaldi · 2019 · advanced · quantitative trading
high frequency trading · market microstructure · stochastic processes
Disentangling the effects of a banking crisis: evidence from German firms and counties
Huber, Kilian · 2018 · advanced · risk management
banking · causal identification · causal inference · credit markets
Disentangling the sources of cyber risk premia
Loïc Maréchal, Nathan Monnet · 2024 · advanced · machine learning
financial machine learning · machine learning · natural language processing · neural networks
Disorder detection problems with applications in finance
A. N. ShiryaevM. V. Zhitlukhin, M. V. Zhitlukhin · 2012 · advanced · stochastic calculus
brownian motion · optimization · probability · stochastic calculus · stochastic processes
Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts
Bastien Baldacci, Olivier Guéant, Philippe Bergault · 2024 · advanced · derivatives
optimization
Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors
Massimo Massa, William Goetzmann · 2003 · advanced · statistics
asset pricing · financial economics · panel data
Dispersion Trading
Marcio Moreno · 2015
Dispersion · Dissertation · Finance · INS PER · Trading
Displaying risk in mergers: a diagrammatic approach for exchange ratio determination
Alessandra Mainini, Daniela Visetti, Enrico Moretto · 2024 · intermediate · other
corporate finance · mergers and acquisitions · stochastic processes
Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
Massimo Massa, William Goetzmann · 2005 · advanced · statistics
asset pricing · behavioral finance
Dissecting AI Trading: Behavioral Finance and Market Bubbles
Pengfei Sui, Shumiao Ouyang · 2026 · advanced · machine learning
asset pricing · behavioral finance · large language models
Dissecting cross-impact on stock markets: an empirical analysis
Iacopo Mastromatteo, Jean-Philippe Bouchaud, Michael Benzaquen · 2017 · advanced · quantitative trading
quantitative trading
Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets
Daniele Bianchi, Manuela Pedio, Massimo Guidolin · 2020 · advanced · statistics
asset pricing · cryptocurrencies · econometrics · regression · time series
Distance, Language, and Culture Bias: The Role of Investor Sophistication
Mark Grinblatt, Matti Keloharju · 2001 · intermediate · statistics
regression
Distilling Analysis from Generative Models for Investment Decisions
Chung-Chi Chen, Hiroya Takamura, Ichiro Kobayashi · 2024 · advanced · machine learning
financial machine learning · machine learning · natural language processing
Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?
Manuela Pedio, Massimo Guidolin · 2020 · advanced · time series
commodities · econometrics · portfolio management · time series
Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models
David Saltiel, Eric Benhamou, François Chareyron · 2021 · advanced · machine learning
deep learning · financial machine learning · reinforcement learning
Distortion risk measures of step-weighted distribution
Chunle Huang · 2026 · advanced · risk management
mathematical finance
Distortion risk measures of sums of two counter-monotonic risks
Chunle Huang · 2025 · advanced · risk management
risk management
Distress and default contagion in financial networks
Veraart, Luitgard A. M. · 2020 · advanced · risk management
contagion · financial networks · systemic risk
Distressed Relationships : Lessons from the Norwegian Banking Crisis
Michalsen, D., Ongena, S., Smith, D.C. · 2000 · intermediate · risk management
banking · equity markets
Distributed Portfolio Optimization & Decentralized Pricing
Lestas, I., Papastaikoudis, I., Watson, J. · 2025 · advanced · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
Distribution-constrained optimal multiple stopping: the Root-type solution
Daxin Huang, Shuoqing Deng · 2026 · advanced · stochastic calculus
mathematical finance · probability · stochastic processes
Distributional consequences of asset price inflation in the Euro area
Adam, Klaus, Tzamourani, Panagiota · 2015 · intermediate · statistics
equity markets · housing markets
Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction
Keiko Harimoto, Lei Li, Ruihan Bao · 2022 · advanced · machine learning
financial machine learning · machine learning
Distributional effects of crises: the financial channel
Halac, Marina, Schmukler, Sergio L. · 2004 · intermediate · risk management
risk management
Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
Miquel Noguer i Alonso · 2026 · advanced · portfolio management
bayesian statistics · optimization · portfolio management · portfolio optimization · risk management
Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables
Etienne Theising · 2024 · advanced · time series
backtesting
Distributional Refinement Network: Distributional Forecasting via Deep Learning
Benjamin Avanzi, Bernard Wong, Eric Dong · 2024 · advanced · risk management
deep learning · insurance · machine learning · neural networks · regression · statistics
Distributional Reinforcement Learning on Path-dependent Options
Ahmet Umur Özsoy · 2025 · advanced · options
derivatives · option pricing · reinforcement learning
Distributionally Robust Insurance under Bregman-Wasserstein Divergence
Qingqing Zhang, Wenjun Jiang, Yiying Zhang · 2026 · advanced · risk management
insurance · optimization · risk management
Distributionally Robust Recovery of Omitted Factors from Forecast Residuals with Application to Interest Rate Risk Management
Jinjun Liu, Ming-Yen Cheng · 2026 · advanced · fixed income
fixed income · interest rates · optimization · risk management
Diverse Approaches to Optimal Execution Schedule Generation
Mikko S. Pakkanen, Robert de Witt · 2026 · advanced · quantitative trading
algorithmic trading · liquidity · optimal execution · optimization
Diversification and Financial Stability
Paolo Tasca, Stefano Battiston · advanced · risk management
banking · credit risk · financial networks · financial stability · systemic risk
Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket
Léonard Vincent · 2025 · advanced · risk management
probability · tail risk
Diversification for infinite-mean Pareto models without risk aversion
Ruodu Wang, Taizhong Hu, Yuyu Chen · 2024 · advanced · portfolio management
probability
Diversification Preferences and Risk Attitudes
Fangda Liu, Ruodu Wang, Xiangxin He · 2026 · advanced · portfolio management
portfolio management
Diversification quotient based on expectiles
Hao Wang, Liyuan Lin, Ruodu Wang · 2024 · advanced · risk management
optimization · portfolio optimization · risk management
Diversification, Cost Structure, and the Risk Premium of Multinational Corporations
Jose L. Fillat, Lindsay Oldenski, STEFANIA GARETTO · 2014 · advanced · other
asset pricing · financial economics
Diversified Portfolios in Continuous Time
Björk, Tomas, Näslund, Bertil · 1996 · advanced · portfolio management
asset pricing · financial economics · mathematical finance · stochastic processes
Diversifying an Index
Johannes Ruf · 2023 · intermediate · portfolio management
portfolio management
Dividend ratcheting and capital injection under the Cramér-Lundberg model: Strong solution and optimal strategy
Chonghu Guan, Zuo Quan Xu · 2026 · advanced · risk management
insurance · optimization · partial differential equations · stochastic processes
Dividend Taxes and International Portfolio Choice
Dhammika Dharmapala, Mihir A. Desai · 2009 · intermediate · portfolio management
asset pricing · capm · equity markets · financial economics
Dividends, Safety and Liquidation when Liabilities are Long-term and Stochastic
Mason, Robin · 1997 · intermediate · other
corporate finance · optimization
Divisional Buyouts by Private Equity and the Market for Divested Assets
Hege, Ulrich, Lovo, Stefano, Slovin, Myron B. · 2018 · intermediate · other
corporate finance
DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks
Abeer Dyoub, Giovanni De Gasperis, Giuseppe Della Penna · 2022 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · neural networks · time series
Do Activists Align with Larger Mutual Funds?
Manish Jha · 2024 · intermediate · other
corporate governance · hedge funds
Do as I do, and also as I say: monetary policy impact on Brazil’s financial markets
García-Herrero, Alicia, Girardin, Eric, dos Santos, Enestor · 2017 · intermediate · fixed income
interest rates
Do asset regulations impede portfolio diversification? evidence from European life insurance funds
Bijapur, Mohan, Croci, Manuela, Zaidi, Rida · 2012 · intermediate · portfolio management
econometrics · insurance · panel data
Do backrun auctions protect traders?
Andrew W. Macpherson · 2024 · advanced · quantitative trading
market microstructure
Do bank liquidity shocks hamper firms’ innovation?
Kabiri, Ali, Manole, Vlad, Spatareanu, Mariana · 2019 · advanced · risk management
banking · financial economics
Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
Rylan Wade · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series · volatility forecasting
Do Bond Holders Lose From Junk Bond Covenant Changes?
Kahan, Marcel, Tuckman, Bruce · 1992 · advanced · fixed income
fixed income
Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
Michael Hutchison, Rasmus Fatum, Thomas Wu · 2009 · intermediate · statistics
foreign exchange
Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets
Kim, Daniel, Pouget, Sébastien · 2025 · intermediate · fixed income
corporate finance · credit markets · fixed income
Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?
Ashby, M., Linton, O. B. · 2022 · advanced · statistics
asset pricing · econometrics · hypothesis testing · statistical inference · time series
Do corporate governance motives drive hedge funds and private equity activities?
Achleitner, Ann-Kristin, Betzer, André, Gider, Jasmin · 2008 · intermediate · other
corporate governance · hedge funds
Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services
Marco Nerino, Paul M. Guest · 2019 · intermediate · statistics
corporate governance · equity markets
Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference
Murad Farzulla · 2026 · advanced · time series
cryptocurrencies · econometrics · garch · statistical inference
Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States
Karoline Bax · 2022 · intermediate · portfolio management
portfolio management
Do errors in forecasting inflation lead to errors in forecasting interest rates?
Bin Lim, Wen, Goodhart, Charles · 2008 · intermediate · time series
interest rates
Do ESG funds make stakeholder-friendly investments?
Raghunandan, Aneesh, Rajgopal, Shiva · 2022 · intermediate · portfolio management
esg · mutual funds
Do Exchange Rates Move in Line With Uncovered Interest Parity?
Huisman, R., Mahieu, R.J., Mulder, A. · 2007 · intermediate · statistics
foreign exchange · interest rates
Do financial advisors have different beliefs than lay people?
Haliassos, Michael, Kosyakova, Tetyana, Otter, Thomas · 2024 · intermediate · portfolio management
portfolio management
Do Financial Conglomerates Create or Destroy Economic Value?
Ingo Walter, Markus M. Schmid · 2006 · intermediate · other
financial economics
Do financial markets react to regulatory sanctions? Evidence from France
Amir Rezaee, Thierry Kirat · 2015 · intermediate · statistics
equity markets
Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?
Antti Ilmanen · 2012 · intermediate · statistics
asset pricing · insurance
Do Financial Markets Reward Government Spending Efficiency?
Ana Venâncio, António Afonso, João Tovar Jalles · 2021 · intermediate · fixed income
panel data · statistical inference · statistics
Do financial professionals behave according to prospect theory? An experimental study
Han Bleichrodt, Hilda Kammoun, Mohammed Abdellaoui · 2013 · intermediate · other
behavioral finance
Do Firms Hedge Human Capital?
Christina Brinkmann · 2024 · advanced · risk management
corporate finance · foreign exchange · risk management
Do fundamentals shape the price response? A critical assessment of linear impact models
Bence Tóth, Iacopo Mastromatteo, Michael Benzaquen · 2022 · advanced · quantitative trading
market microstructure
Do Hedge Funds Manipulate Stock Prices?
Ben-David, Itzhak, Franzoni, Francesco, Landier, Augustin · 2011 · advanced · quantitative trading
equity markets · hedge funds
Do High Interest Rates Defend Currencies During Speculative Attacks? New evidence
Benedikt Goderis, Vasso P. Ioannidou · 2006 · intermediate · statistics
foreign exchange
Do Households Benefit from Financial Deregulation and Innovation? The Case of the Mortgage Market
Harvey S. Rosen, Kristopher Gerardi, Paul Willen · 2007 · intermediate · statistics
financial economics · housing markets · mortgage markets · panel data
Do Individual Investors Learn from Their Trading Experience?
Gina Nicolosi, Liang Peng, Ning Zhu · 2009 · intermediate · statistics
panel data · regression
Do Investment Banks' Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues
Brian Henderson, Heather Tookes · 2010 · intermediate · fixed income
convertible bonds · liquidity
Do Investors Care About Corporate Externalities? Experimental Evidence
Bonnefon, Jean-Francois, Landier, Augustin, Sastry, Parinitha · 2019 · intermediate · other
other
Do investors respond to tax reform? Evidence from a natural experiment in Germany
Sauter, Nicolas, Winter, Joachim · 2010 · intermediate · statistics
causal identification · financial economics
Do investors trade too much? A laboratory experiment
Cars Hommes, Damien Challet, Domenico Massaro · 2015 · intermediate · quantitative trading
quantitative trading
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
Abigail B. Sussman, Samuel M. Hartzmark · 2019 · intermediate · statistics
causal inference · mutual funds · sustainable investing
Do Liquidation Values Affect Financial Contracts? Evidence From Commercial Loan Contracts and Zoning Regulations
Benmelech, Efraim, Garmaise, Mark J., Moskowitz, Tobias J. · 2005 · advanced · risk management
credit markets · regression
Do Macroeconomic Announcements Cause Asymetric Volatility?
Marquering, W.A., de Goeij, P. · 2002 · intermediate · time series
fixed income · time series
Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
H K Pradhan, Konark Saxena, Pankaj K Agarwal · 2025 · intermediate · portfolio management
liquidity · liquidity risk · mutual funds · portfolio management
Do new investment strategies take existing strategies' returns -- An investigation into agent-based models
Takanobu Mizuta · 2022 · intermediate · quantitative trading
quantitative trading
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
Anqi Liu, Fan Wu, Jing Chen · 2026 · advanced · statistics
statistics
Do Pension Fund Equity Investments Raise Firm Productivity? Evidence From Danish Data
Beetsma, Roel, Jensen, Svend E. Hougaard, Pinkus, David · 2024 · intermediate · other
pensions
Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts
Bhaskar Krishnamachari, Hardhik Mohanty · 2026 · advanced · time series
cryptocurrencies · econometrics · hypothesis testing · time series · volatility forecasting
Do Prediction Markets Match Option Prices? Bitcoin Threshold Evidence from Binance and Polymarket
Victoria Portnaya · 2026 · intermediate · options
cryptocurrencies · hypothesis testing · option pricing · statistical inference
Do price trajectory data increase the efficiency of market impact estimation?
Anderson Schneider, Fengpei Li, Ryan Kinnear · 2022 · advanced · quantitative trading
market microstructure · statistical inference
Do Private Equity Investors Create Value? Evidence from the Hotel Industry
Spaenjers, Christophe, Steiner, Eva · 2020 · intermediate · other
real estate
Do professional norms in the banking industry favor risk-taking?
Alain Cohn, Ernst Fehr, Michel André Maréchal · 2017 · intermediate · risk management
banking
Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
Aurelio Vasquez, Diego Amaya, Kris Jacobs · 2011 · intermediate · statistics
equity markets
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis
Fabiola Vasile, Giulia Dal Pra, Manuela Pedio · 2016 · advanced · portfolio management
asset pricing · econometrics · portfolio management
Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp · 1997 · intermediate · quantitative trading
foreign exchange · liquidity · panel data · regression
Do SEC Disclosures Reduce Investors' Disagreements about Firms' Exposures To Market Risk?: A Trading Volume Analysis
Linsmeier, Thomas J., Thornton, Daniel B., Venkatachalam, Mohan · 2000 · intermediate · statistics
market risk
Do Security Analysts Speak In Two Tongues?
Malmendier, Ulrike, Shanthikumar, Devin M. · 2009 · intermediate · other
other
Do Sell-side Analyst Reports Have Investment Value?
Linying Lv · 2025 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing
Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?
Andrea Guizzardi, Lorenzo Mazzucchelli, Luca Vincenzo Ballestra · 2026 · intermediate · other
behavioral finance · exchange traded funds
Do Sophisticated Investors Believe in the Law of Small Numbers?
Baquero, G., Verbeek, M.J.C.M. · 2006 · intermediate · portfolio management
behavioral finance · hedge funds · momentum
Do Stock Prices Incorporate the Potential Dilution of Employee Stock Options?
Gerald T. Garvey, Todd T. Milbourn · 2001 · intermediate · statistics
asset pricing · market efficiency
Do t-Statistic Hurdles Need to be Raised?
Andrew Y. Chen · 2022 · advanced · statistics
asset pricing · hypothesis testing · statistical inference
Do the English Legal Origin Countries have more dispersed Share Ownership and more developed financial Systems?
Prabirjit Sarkar · 2008 · intermediate · other
banking · equity markets
Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings
Massimo Guidolin, Monia Magnani · 2024 · intermediate · portfolio management
esg · mutual funds · panel data · regression · sustainable investing
Do Venture Capitalists Beat Random Allocation?
Jean‐Philippe Bouchaud, Max Sina Knicker, Michael Benzaquen · 2026 · intermediate · portfolio management
portfolio management
Do We Price Happiness? Evidence from Korean Stock Market
HyeonJun Kim · 2023 · intermediate · statistics
asset pricing · equity markets
Do Weibo platform experts perform better at predicting stock market?
Conor Ryan, Jim Buckley, Muslim Chochlov · 2024 · intermediate · machine learning
deep learning · machine learning · natural language processing · neural networks · time series
Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions
Druta, C., Prast, H.M., Rossi, M. · 2014 · intermediate · portfolio management
equity markets
Do you manage what you measure? Investor views on the question of climate actions with empirical results from the Swiss pension fund and insurance sector
Jerosch-Herold, Vincent, Magdanz, Janina, Murray, Clare · 2019 · intermediate · risk management
insurance · pensions · sustainable investing
Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis?
Catherine Refait-Alexandre, Herve Alexandre, Karima Bouaiss · 2010 · intermediate · risk management
banking · credit markets · financial economics
Does Arbitrage Flatten Demand Curves for Stocks?
Ekaterina Zhuravskaya, Jeffrey Wurgler · 2001 · intermediate · statistics
asset pricing · equity markets
Does boardroom diversity impact the financial performance of FTSE 350 firms?
Corniciuc, Iarina · 2021 · intermediate · other
panel data · regression
Does Cohabiting with a Partner Affect Stock Market Participation?
Camilla Skovbo Christensen, Isabel Skak Olufsen · 2025 · intermediate · statistics
equity markets · financial economics
Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
Ariane Szafarz, Marie Brière · 2015 · intermediate · portfolio management
equity markets · financial economics
Does Competition Between Experts Improve Information Quality: Evidence from the Security Analyst Market
Jin, Chuqing · 2024 · advanced · statistics
statistics
Does Corporate Governance Determine Corporate Performance and Dividends during Financial Crisis: Evidence from Poland
Kowalewski, Oskar · 2012 · intermediate · other
corporate governance
Does Corporate Income Taxation Affect Securitization? Evidence from OECD Banks
Gong, D., Ligthart, J.E. · 2013 · intermediate · risk management
banking · financial economics · securitization
Does Crypto Sentiment Extremity Widen Estimated Spreads? Evidence Depends on the Specification
Murad Farzulla · 2026 · intermediate · statistics
cryptocurrencies · hypothesis testing · liquidity · statistical inference
Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending
Kanis Saengchote, Krislert Samphantharak, Talis Putniņš · 2022 · intermediate · risk management
decentralized finance
Does Equity-Based Compensation Increase Managers' Ownership?
David Yermack, Eli Ofek · 1997 · intermediate · other
corporate finance
Does Excluding Sin Stocks Cost Performance?
David C. Blitz, Laurens A. P. Swinkels · 2021 · intermediate · portfolio management
sustainable investing
Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?
Chongyang Chen, Douglas A. Shackelford, Harold H. Zhang · 2012 · advanced · other
corporate finance
Does geopolitical risk raise or lower corporate credit spreads?
He Huang, Yancheng Qiu · 2023
Bond Markets · Corporate Debt · Credit Spreads · Geopolitical Risk · Treasury Yields
Does Interbank Borrowing Reduce Bank Risk?
Dinger, Valeriya, Hagen, Jürgen von · 2007 · intermediate · risk management
banking
Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices
Hami Saka, Yhlas Sovbetov · 2025 · intermediate · time series
credit risk · econometrics · time series
Does limited liability reduce leveraged risk?: The case of loan portfolio management
Deb Narayan Barik, Siddhartha P. Chakrabarty · 2022 · intermediate · risk management
banking · portfolio management · portfolio optimization · risk management
Does Local Financial Development Matter?
Zingales, Luigi · 2002 · intermediate · other
credit markets
Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?
Monia Magnani · 2024 · advanced · portfolio management
backtesting · hedge funds · portfolio management
Does Macroeconomics Help Understand the Term Structure of Interest Rates?
Carlo A. Favero · intermediate · fixed income
interest rates · term structure models
Does Market Concentration Preclude Risk Taking in Banking?
Kaniska Dam, Santiago Sanchez-Pages · 2004 · intermediate · risk management
banking · financial economics
Does Monetary Policy React to Asset Prices? Some International Evidence
Francesco FURLANETTO · 2008 · advanced · statistics
causal identification · econometrics · equity markets · time series
Does news on real Chinese GDP growth impact stock markets?
Franses, Ph.H.B.F., Mees, H. · 2010 · intermediate · time series
econometrics · equity markets · garch · hypothesis testing · time series
Does Overnight News Explain Overnight Returns?
Harry Mamaysky, Kriste Krstovski, Paul Glasserman · 2025 · advanced · quantitative trading
asset pricing · machine learning · natural language processing
Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany
Häussler, Carolin · 2004 · intermediate · other
corporate finance · equity markets
Does Past Performance Matter in Investment Manager Selection?
Bradford Cornell, David Nanigian, Jason C. Hsu · 2017 · intermediate · portfolio management
portfolio management
Does Peer-Reviewed Research Help Predict Stock Returns?
Alejandro Lopez-Lira, Andrew Y. Chen, Tom Zimmermann · 2022 · advanced · statistics
asset pricing
Does Realized Skewness Predict the Cross-Section of Equity Returns?
Aurelio Vasquez, Diego Amaya, Kris Jacobs · 2013 · intermediate · statistics
asset pricing · equity markets · statistics
Does realized volatility help bond yield density prediction?
Minchul Shin, Molin Zhong · 2013 · advanced · fixed income
fixed income · interest rates · term structure models
Does Regulation Bite at Gateways? Evidence from MiCA and Stablecoins
Kirill Shakhnov, Nicola Borri · 2026 · intermediate · statistics
cryptocurrencies · financial economics
Does Risk Seeking Drive Asset Prices? A stochastic dominance analysis of aggregate investor preferences
Levy, H., Post, G.T. · 2002 · advanced · statistics
asset pricing · equity markets
Does Security Choice Matter in Venture Capital? The Case of Venture Debt
Indraneel Chakraborty, Michael Ewens · intermediate · other
capital structure · corporate finance
Does short-term technical trading exist in the Vietnamese stock market?
Ahmet Şensoy, Dinh-Tri Vo, Duc Khuong Nguyen · 2020 · intermediate · quantitative trading
quantitative trading
Does social media information affect individual investor disposition effect? Evidence from Xueqiu
Fei Ren, Siliu Chen · 2026 · intermediate · statistics
behavioral finance
Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?
Lleo, Sebastien, Ziemba, William T. · 2014 · intermediate · time series
equity markets · hypothesis testing · statistical inference
Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study
Horvath, B.L., Huizinga, H.P. · 2011 · intermediate · risk management
banking · credit markets · credit risk · financial stability
Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans
Andrew Metrick, David Laibson, James J. Choi · intermediate · quantitative trading
quantitative trading
Does the Market Anticipate? Can it? Should it?
Kangda Ken Wren · 2026 · advanced · stochastic calculus
asset pricing · financial economics · model risk
Does the Underground Economy Hold Back Financial Deepening? Evidence from the Italian Credit Market
Giorgio Gobbi, Roberta Zizza · 2007 · advanced · risk management
banking · causal identification · credit markets · econometrics · financial economics · panel data
Dog Bites Man: In August, Equity Selling in Risk Parity Was a Tiny Fraction of Market Volume
Brian K. Hurst, Yao Hua Ooi · 2015 · beginner · portfolio management
portfolio management
Domain-adapted Learning and Imitation: DRL for Power Arbitrage
Carlos Ros Perez, Christian Michler, Nikita P. Granger · 2023 · advanced · machine learning
algorithmic trading · machine learning · optimization · reinforcement learning
Domain-adapted Learning and Interpretability: DRL for Gas Trading
Alexander CY Wong, Christian Michler, Nikita P Granger · 2023 · advanced · quantitative trading
algorithmic trading · commodities · deep learning · reinforcement learning
Domestic or Foreign Currency? Remittances and the Composition of Deposits and Loans
Kyriakos C. Neanidis, Salvatore Capasso · 2016 · intermediate · risk management
banking
Domestic public debt and financial development in Mediterranean countries : Case of Lebanon and Tunisia
Hassan Ayoub, Marc Raffinot, Wissem Ajili · 2013 · intermediate · statistics
econometrics
Dominant Currency Pricing and Currency Risk Premia
Galip Kemal Ozhan, Husnu C. Dalgic · 2025 · advanced · statistics
asset pricing · financial economics · foreign exchange
Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
Austin Adams, Benjamin Y Chan, Sarit Markovich · 2023 · intermediate · quantitative trading
transaction costs
Don't stop me now: the impact of credit market fragmentation on firms' financing constraints
Bremus, Franziska, Neugebauer, Katja · 2017 · intermediate · risk management
banking · credit markets
Double Auctions: Formalization and Automated Checkers
Abhishek Kr Singh, Mohit Garg, N. Raja · 2024 · advanced · quantitative trading
algorithms · programming
Double bank runs and liquidity risk management
Andrea Polo, Enrico Sette, Filippo Ippolito · 2016 · advanced · risk management
banking · causal identification · liquidity risk
Double Deep Q-Learning for Optimal Execution
Brian Ning, Franco Ho Ting Lin, Sebastian Jaimungal · 2018 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · neural networks · optimal execution · reinforcement learning
Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy
Terry Zhang, Yanrong Yang, Yonghe Lu · 2024 · advanced · portfolio management
portfolio management · portfolio optimization
Double sweep LU decomposition for American options under negative rates
Fabien Le Floc'h · 2022 · advanced · options
numerical methods · option pricing · partial differential equations
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes
Johnsson. Ida., Pesaran, Hashem. · 2016 · intermediate · statistics
asset pricing · housing markets
DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
Lifan Zhao, Shuming Kong, Yanyan Shen · 2023 · advanced · machine learning
financial machine learning · machine learning · time series
DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis
Chuheng Zhang, Jian Li, Pingzhong Tang · 2020 · advanced · machine learning
financial machine learning · machine learning · neural networks
Doubly Robust Mean-CVaR Portfolio
Kei Nakagawa, Masaya Abe, Seiichi Kuroki · 2023 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization · risk management
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
Allen, D.E., McAleer, M.J., Powell, R.J. · 2015 · intermediate · portfolio management
backtesting · portfolio management · portfolio optimization
Downside Risk and Asset Pricing
Post, G.T., van Vliet, P. · 2004 · advanced · statistics
asset pricing · hypothesis testing
Downside Risk and the Momentum Effect
Andrew Ang, Joseph S. Chen, Yuhang Xing · 2001 · advanced · statistics
asset pricing · momentum
Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
Chenyu Yu, John M. Mulvey, Yizhan Shu · 2024 · advanced · time series
portfolio management · risk management
Drawdown Risk Beyond Brownian Motion: A Monte-Carlo Framework, Non-Gaussian Extensions, and Long Memory
Francesco Landolfi · 2026 · advanced · risk management
brownian motion · monte carlo simulation · risk management · stochastic processes
Drawdowns, Drawups, and Occupation Times under General Markov Models
Gongqiu Zhang, Pingping Zeng, Weinan Zhang · 2025 · advanced · risk management
stochastic processes
Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices
Dennis Yang, Qiang Zhang
mathematical finance · statistical inference · statistics
Driving with the Rear-View Mirror
Jordan Brooks · 2023 · beginner · portfolio management
equity markets · performance attribution
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
Jian Guo, Jianyuan Zhong, Qiang Xu · 2024 · advanced · portfolio management
machine learning · neural networks · portfolio management · portfolio optimization
DSTNet: Dynamic Spectral Trajectory Network for Causal Multi-Horizon Financial Forecasting
Aashish Bohra, Lokendra Vishwakarm · 2026 · advanced · time series
deep learning · machine learning · neural networks · time series
DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction
Cai Zhi, Lu-an Dong, Peng Zhang · 2026 · advanced · risk management
credit risk · deep learning · machine learning · neural networks
Dts (Duration Times Spread)
Arik Ben Dor, Erik van Leeuwen, Jay Hyman · 2007 · intermediate · fixed income
credit risk · fixed income
Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
Charlie Che, Tongseok Lim, Yue Sun · 2026 · advanced · options
martingales · mathematical finance
Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation
Antoon Pelsser, Thijs Kamma · 2025 · advanced · stochastic calculus
mathematical finance · optimization
Dual Representation of Robust Risk Measures and Uncertainty Sets
Marcelo Righi, Marlon R. Moresco, Silvana M. Pesenti · 2026 · advanced · risk management
mathematical finance
Duality formulas for robust pricing and hedging in discrete time
Ludovic Tangpi, Michael Kupper, Patrick Cheridito · 2016 · advanced · options
financial economics · risk management
Duality Theory for Exponential Utility--Based Hedging in the Almgren--Chriss Model
Yan Dolinsky · 2022 · advanced · quantitative trading
mathematical finance · optimization
Duality theory for portfolio optimisation under transaction costs
Czichowsky, Christoph, Schachermayer, Walter · 2016 · advanced · stochastic calculus
convex optimization · mathematical finance · optimization · portfolio optimization · stochastic processes · transaction costs
Dutch Corporate Finance, 1602-1850
Jonker, J., Roëll, A., de Jong, A. · 2013 · intermediate · other
corporate finance
dYdX: Liquidity Providers' Incentive Programme Review
Colin Chan · 2023 · intermediate · quantitative trading
liquidity · market microstructure
Dynamic allocation: extremes, tail dependence, and regime Shifts
Javed Jussa, Sheng Wang, Yin Luo · 2025 · advanced · portfolio management
copulas · garch · portfolio management · risk management · tail risk · volatility forecasting
Dynamic analysis of the insurance linked securities index
Dominique Guegan, Mathieu Gatumel · 2008 · advanced · time series
garch · insurance · statistics · time series
Dynamic and static fund separations and their stability for long-term optimal investments
Heejun Yeo, Hyungbin Park · 2022 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization · stochastic processes
Dynamic Asset Allocation with Asset-Specific Regime Forecasts
Chenyu Yu, John M. Mulvey, Yizhan Shu · 2024 · intermediate · portfolio management
machine learning · portfolio management
Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model
Frank J. Fabozzi, Jagdish Gnawali, Svetlozar T. Rachev · 2024 · advanced · options
brownian motion · derivatives · interest rates · option pricing · stochastic processes
Dynamic Asset Pricing Theory for Life Contingent Risks
Patrick Ling · 2025 · advanced · risk management
asset pricing · insurance · mathematical finance
Dynamic Asset Pricing with α-MEU Model
Jiacheng Fan, Ruocheng Wu, Xue Dong He · 2025 · advanced · derivatives
asset pricing · financial economics · mathematical finance
Dynamic asset-backed security design
Ozdenoren, Emre, Yuan, Kathy, Zhang, Shengxing · 2023 · advanced · risk management
financial stability · liquidity · securitization
Dynamic Autoregressive Liquidity (DArLiQ)
Hafner, C. M. · 2022 · advanced · time series
econometrics · liquidity · time series
Dynamic Beta, Time-Varying Risk Premium, and Momentum
Hong Zhang · 2005 · advanced · statistics
asset pricing · momentum
Dynamic Black-Litterman
Anas Abdelhakmi, Andrew Lim · 2024 · advanced · portfolio management
bayesian statistics · brownian motion · portfolio management · portfolio optimization · stochastic calculus · stochastic processes
Dynamic Causal Portfolio Choice: Hedging the Rotation of the Common-Driver Manifold
Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management
portfolio management · portfolio optimization · stochastic processes
Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
Anatoly Krestenko, Danila Bolotin, Mikhail Butov · 2026 · advanced · quantitative trading
cryptocurrencies · decentralized finance · derivatives · risk management
Dynamic Competition, Innovation and Strategic Financing
Heather Tookes, Matthew Spiegel · 2008 · advanced · other
corporate finance · financial economics
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
Hakim, M.S., McAleer, M.J. · 2009 · advanced · time series
econometrics · foreign exchange · time series
Dynamic Consumption-Portfolio Choice and Asset Pricing with Non-Price-Taking Agents (Revised: 7-95)
Süleyman Basak · advanced · portfolio management
asset pricing · financial economics
Dynamic Copula Models and High Frequency Data
Andrew J. Patton, Irving Arturo De Lira Salvatierra · 2013 · advanced · time series
copulas · time series
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning
Chuting Sun, Qi Wu, Xing Yan · 2023 · advanced · portfolio management
machine learning · neural networks · portfolio management · portfolio optimization · risk management · tail risk
Dynamic data generation and dynamic portfolio selection: an application of a score-based diffusion model
Ahmad Aghapour, Erhan Bayraktar, Fengyi Yuan · 2025 · advanced · portfolio management
financial machine learning · machine learning · optimization · portfolio management
Dynamic Datasets and Market Environments for Financial Reinforcement Learning
Christina Dan Wang, Daochen Zha, Hongyang Yang · 2023 · intermediate · machine learning
machine learning · reinforcement learning
Dynamic equilibrium with rare events and heterogeneous epstein-zin investors
Chabakauri, Georgy · 2015 · advanced · other
asset pricing · financial economics · mathematical finance
Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients
George Samartzis, Nikitas Pittis · 2022 · intermediate · portfolio management
financial economics
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
Hengzhi Wu, Jiahao Zhu · 2024 · advanced · portfolio management
deep learning · financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization
Dynamic Factor Allocation Leveraging Regime-Switching Signals
John M. Mulvey, Yizhan Shu · 2024 · advanced · portfolio management
factor investing · portfolio optimization · statistics
Dynamic factor analysis of carbon allowances prices: From classic Arbitrage Pricing Theory to Switching Regimes
Antonin Lassoudière, Dominique Guegan, Marius-Cristian Frunza · 2010 · advanced · time series
asset pricing · econometrics · time series
Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange
Benedict Ryan Tiu, Brian Godwin Lim, Dominic Dayta · 2025 · intermediate · time series
econometrics · statistics · time series
Dynamic Factor Correlation Model
Chen Tong, Peter Reinhard Hansen · 2025 · advanced · time series
statistics · time series
Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
Chengneng Jin, Jianjun Gao, Xiangyu Cui · 2025 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Dynamic Factor Models with Forward-Looking Views
Anas Abdelhakmi, Andrew E. B. Lim · 2025 · advanced · portfolio management
portfolio optimization
Dynamic firm behaviour and financial leverage clienteles
van Schijndel, G.J.C.T. · 1984 · advanced · other
capital structure · corporate finance · financial economics
Dynamic Forecasting and Temporal Feature Evolution of Stock Repurchases in Listed Companies Using Attention-Based Deep Temporal Networks
Jingxuan Zhang, Xiang Ao, Xinyu Zhao · 2026 · advanced · machine learning
deep learning · financial machine learning · neural networks · time series
Dynamic Function Market Maker
Arman Abgaryan, Utkarsh Sharma · 2023 · advanced · quantitative trading
decentralized finance · market making · risk management
Dynamic Global Currency Hedging
Bent Jesper Christensen, Rasmus T. Varneskov · 2016 · advanced · risk management
foreign exchange · regression
Dynamic graph neural networks for enhanced volatility prediction in financial markets
Alex Alochukwu, Nneka Umeorah, Pulikandala Nithish Kumar · 2024 · advanced · time series
deep learning · machine learning · neural networks · time series · volatility forecasting
Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
Jin Zheng, John Cartlidge, Yunhua Pei · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Dynamic hedging in incomplete markets: a simple solution
Basak, Suleyman, Chabakauri, Georgy · 2011 · advanced · risk management
mathematical finance · risk management
Dynamic Hedging using Generated Genetic Programming Implied Volatility Models
Fathi Abid, Sana Ben Hamida, Wafa Abdelmalek · 2012 · advanced · options
options hedging
Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach
Jinhui Li, Luis Seco, Wenjia Xie · 2025 · advanced · portfolio management
bayesian statistics · machine learning · optimization · portfolio management · portfolio optimization
Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
Bingzheng Chen, Shunzhi Pang, Zongxia Liang · 2024 · advanced · risk management
insurance
Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
Adam Baybutt · 2024 · advanced · statistics
asset pricing · econometrics · statistics
Dynamic Liquidity Provision in Decentralized Markets: Strategy Optimization and Performance Evaluation in Concentrated Liquidity AMMs
Anatoly Krestenko, Andrei Kornilov, Andrey Urusov · 2025 · advanced · quantitative trading
backtesting · decentralized finance · liquidity · machine learning · market making · market microstructure
Dynamic loan portfolio management in a three time step model
Deb Narayan Barik, Siddhartha P. Chakrabarty · 2025 · intermediate · risk management
banking · capital structure
Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach
Chi Seng Pun, Jingxiang Tang, Qian Lei · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic calculus · stochastic differential equations
Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning
Damian Lebiedź, Robert Ślepaczuk · 2026 · advanced · quantitative trading
cryptocurrencies · deep learning · machine learning · pairs trading · reinforcement learning · risk management
Dynamic Physical Hedging amid Jump Losses, Reconstruction-Price Uncertainty, Population Interactions
Michael Bowdin, Paramahansa Pramanik · 2026 · advanced · risk management
insurance · jump processes · mathematical finance · optimization · partial differential equations · stochastic calculus
Dynamic portfolio and mortgage choice for homeowners
Driessen, Joost, Hemert, Otto van, Jong, Franck de · 2005 · advanced · portfolio management
interest rates · portfolio management · portfolio optimization · real estate · stochastic processes
Dynamic Portfolio Optimization under CVaR Constraints
Anran Hu, Silvana M. Pesenti, Xiaofei Shi · 2026 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization · risk management
Dynamic portfolio optimization with inverse covariance clustering
Aste, Tomaso, Wang, Yuanrong · 2023 · advanced · portfolio management
portfolio management · portfolio optimization
Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
Diego Vallarino · 2024 · advanced · portfolio management
algorithms · machine learning · neural networks · portfolio management · portfolio optimization · transaction costs
Dynamic Portfolio Selection by Augmenting the Asset Space
Brandt, Michael W., Santa-Clara, Pedro · 2004 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
Dynamic portfolio selection for nonlinear law-dependent preferences
Fengyi Yuan, Jianming Xia, Zongxia Liang · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Dynamic portfolio selection under generalized disappointment aversion
Fengyi Yuan, Jianming Xia, Sheng Wang · 2024 · advanced · portfolio management
mathematical finance
Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
Jing Xu, William Biscarri, Yung-Cheng Hsu · 2024 · advanced · machine learning
financial machine learning · machine learning · optimization · reinforcement learning
Dynamic programming principle and computable prices in financial market models with transaction costs.
Duc Thinh Vu, Emmanuel Lépinette · 2023 · advanced · options
mathematical finance · optimization · options hedging · transaction costs
Dynamic Realized Minimum Variance Portfolio Models
Donggyu Kim, Minseog Oh · 2023 · advanced · portfolio management
high frequency trading · portfolio management · portfolio optimization · statistics
Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
Hao Wang, Junyi Guo, Xia Han · 2025 · advanced · risk management
insurance · optimization · risk management
Dynamic reinsurance via martingale transport
Antonio Marini, Beatrice Acciaio, Brandon Garcia Flores · 2026 · advanced · risk management
insurance · martingales · optimization · risk management · stochastic processes
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
Bahram Alidaee, Haibo Wang, Jaime Ortiz · 2026 · advanced · risk management
banking · contagion · econometrics · systemic risk · time series
Dynamic risk management: investment, capital structure, and hedging in the presence of financial frictions
Diego Amaya,, Genviève Gauthier,, Thomas. Olivier Léautier · 2015 · advanced · risk management
capital structure · corporate finance · optimization · risk management
Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
Bruno Biais, Guillaume Plantin, Jean-Charles Rochet · 2007 · advanced · other
asset pricing · corporate finance · mathematical finance · stochastic processes
Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach
Adriano K. Suzuki, Bruno E. Holtz, Francisco Louzada · 2025 · advanced · time series
bayesian statistics · monte carlo simulation · statistical inference · time series
Dynamic slippage control and rejection feedback in spot FX market making
Alexander Barzykin · 2026 · advanced · quantitative trading
algorithmic trading · foreign exchange · market making · market microstructure · optimization · stochastic processes
Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
Tatsuru Kikuchi · 2025 · advanced · risk management
causal inference · contagion · financial networks · systemic risk
Dynamic spending and portfolio decisions with a soft social norm
Fabian Andsem Harang, Haakon Andreas Trønnes, Knut Anton Mork · 2022 · advanced · portfolio management
portfolio management
Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi-lotteries on the Stock Market
Adam Sheridan, Asger Lau Andersen, Niels Johannesen · 2021 · advanced · statistics
causal inference · equity markets · financial economics
Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
Han-Xian Zhou, Wei-Xing Zhou, Yan-Hong Yang · 2025 · intermediate · risk management
exchange traded funds · portfolio management · risk management
Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models
Alexander Y. Shestopaloff, Mihai Cucuringu, Stefan Zohren · 2023 · advanced · time series
time series
Dynamic Tracking Error and the Total Portfolio Approach
Allan Maymin, Ashwin Alankar, Myron Scholes · 2026 · intermediate · portfolio management
portfolio management · risk management
Dynamic Weight Optimization for Double Linear Policy: A Stochastic Model Predictive Control Approach
Chung-Han Hsieh, Tan Chin Hong · 2026 · advanced · quantitative trading
algorithmic trading · optimization · risk management
Dynamical analysis of financial stocks network: improving forecasting using network properties
Ixandra Achitouv · 2024 · intermediate · time series
financial networks
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
Dennis Schroers · 2024 · advanced · fixed income
fixed income · statistics · term structure models
Dynamically optimal portfolios for monotone mean--variance preferences
Aleš Černý, Johannes Ruf, Martin Schweizer · 2025 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity
Christopher Griffin, Hannah Gampe · 2022 · advanced · options
options
Dynamics of Banking Technology Adoption: An Application to Internet Banking
Chang, Yoonhee Tina · intermediate · statistics
banking
Dynamics of Liquidity Surfaces in Uniswap v3
Jimmy Risk, Shen-Ning Tung, Tai-Ho Wang · 2025 · advanced · quantitative trading
liquidity · statistics · time series
Dynamics of Order Positions and Related Queues in a Limit Order Book
Lingjiong Zhu, Xin Guo, Zhao Ruan · 2015 · advanced · quantitative trading
market microstructure · stochastic processes
Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
Naohiro Yoshida · 2026 · intermediate · time series
financial economics
Dynamics of sovereign debt: credit risk and sustainability analysis
Bassa, Karolina, Cont, Rama · 2025 · advanced · risk management
credit risk
Dynamics of symmetric SSVI smiles and implied volatility bubbles
Antoine Jacquier, Claude Martini, Mehdi El Amrani · 2019 · advanced · options
option pricing · volatility surface
DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces
Anastasis Kratsios, Blanka Horvath, Hans Buehler · 2026 · advanced · options
derivatives · machine learning · option pricing · volatility surface
Dyson-Schwinger Effective-Action Methods for Rough Volatility: A Correlation-Response Architecture for Calibration, Exotics and Risk
Frédéric Pauquay · 2026 · advanced · options
option pricing · rough volatility · stochastic processes
E-TRENDS: Enhanced LSTM Trend Forecasting for Equities
Eric Benhamou, Harris Buchanan · 2026 · advanced · quantitative trading
deep learning · machine learning · neural networks · trend following
E2EAI: End-to-End Deep Learning Framework for Active Investing
Bo Dai, Dahua Lin, Zikai Wei · 2023 · advanced · portfolio management
deep learning · factor investing · financial machine learning · machine learning
Early Detection of Latent Microstructure Regimes in Limit Order Books
Prakul Sunil Hiremath, Vruksha Arun Hiremath · 2026 · advanced · quantitative trading
market microstructure · statistics · time series
Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election
Buddha Nath Sharma, Chittaranjan Hens, Kundan Mukhia · 2025 · intermediate · time series
cryptocurrencies · time series
EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading
Bo An, Haochong Xia, Molei Qin · 2023 · advanced · quantitative trading
algorithmic trading · cryptocurrencies · financial machine learning · high frequency trading · machine learning · reinforcement learning
Earnings Management and Managerial Honesty: The Investors' Perspectives
Gibson, Rajna, Sohn, Matthias, Tanner, Carmen · 2021 · intermediate · other
other
Earnings Prediction Using Recurrent Neural Networks
Moritz Scherrmann, Ralf Elsas · 2023 · advanced · machine learning
financial machine learning · machine learning · neural networks · time series
ECB Policies Involving Government Bond Purchases: Impact and Channels
Krishnamurthy, Arvind, Nagel, Stefan, Vissing-Jorgensen, Annette · 2017 · advanced · fixed income
economic policy · fixed income · interest rates
ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction
K. P. Subbalakshmi, Nathan Jinseok Lee, Papa Momar Ndiaye · 2024 · intermediate · machine learning
financial machine learning · large language models · machine learning · natural language processing · volatility forecasting
Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
Dacheng Xiu, Neil Shephard · 2012 · advanced · statistics
econometrics · statistical inference · stochastic processes
Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
Neil Shephard, Ole E. Barndorff-Nielsen · 2002 · advanced · statistics
econometrics · regression · statistical inference · statistics
Econometric analysis of realised volatility and its use in estimating stochastic volatility models
Neil Shephard, Ole E. Barndorff-Nielsen · 2001 · advanced · statistics
statistical inference · statistics · stochastic processes
Econometric Issues in the Analysis of Contagion
Pesaran, M.H., Pick, A. · 2004 · advanced · statistics
contagion · econometrics · financial economics
Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity
Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar · 2017 · advanced · risk management
contagion · econometrics · financial networks · systemic risk · time series
Econometrics of testing for jumps in financial economics using bipower variation
Neil Shephard, Ole E. Barndorff-Nielsen · 2003 · advanced · statistics
hypothesis testing · jump processes · statistical inference · stochastic processes
Economic and Regulatory Capital Allocation for Revolving Retail Exposures
Roberto Perli, William I. Nayda · 2003 · advanced · risk management
banking · credit risk · risk management
Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
Victor Olkhov · 2023 · intermediate · time series
financial economics · probability · statistics
Economic consequences of private equity investments on the German stock market
Achleitner, Ann-Kristin, Andres, Christian, Betzer, André · 2008 · intermediate · other
corporate finance · equity markets · financial economics
Economic effects on households of an augmentation of the cash back duration of real estate loan
Hugo Spring-Ragain · 2024 · intermediate · risk management
financial stability · housing markets · mortgage markets
Economic Forces in Stock Returns
Mohan Li, Yue Chen · 2024 · intermediate · statistics
asset pricing · equity markets · regression
Economic Implications of Blockchain Platforms
Daisuke Adachi, Jun Aoyagi · 2018 · advanced · quantitative trading
cryptocurrencies
Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation
Ai Jun Hou, Charlotte Christiansen, Hossein Asgharian · 2017 · intermediate · time series
econometrics · economic policy · time series
Economic Scenarios for the Assessment of Bodiversity-Related Financial Risks : Aims, Methods and Applications to France and the ‘No Net Land-Take' objective
Mathilde Salin · 2025 · advanced · risk management
financial economics
Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
Ke Xu, Morten Ørregaard Nielsen, Paresh Kumar Narayan · 2017 · advanced · time series
commodities · econometrics · time series
Economic Trend
Adam Akant, Yao Hua Ooi · 2023 · intermediate · quantitative trading
trend following
Economic uncertainty and exchange rates linkage revisited: modelling tail dependence with high frequency data
Abir Abid, Nourhaine Nefzi · 2025 · advanced · statistics
copulas · financial economics · foreign exchange · tail risk · time series
Economics needs a scientific revolution
CFM · 2008 · beginner · risk management
risk management
Effect of Demonetisation of on Indian High Denomination Currencies on Indian Stock Market and its Relationship with Foreign Exchange Rate
N. R. Bharathi, N. Suresh · 2022 · intermediate · time series
econometrics · equity markets · foreign exchange
Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
Arijit Das, Diganta Saha, Prasanta Saha · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks
Effect of Long-Term Debt on the Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange
David Haritone Shikumo, Joshua Matanda Wepukhulu, Oluoch Oluoch · 2020 · intermediate · other
corporate finance · panel data · regression
Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange
David Haritone Shikumo · 2021 · intermediate · other
corporate finance · panel data
Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange
David Haritone Shikumo, Joshua Matanda Wepukhulu, Oluoch Oluoch · 2020 · intermediate · other
corporate finance · panel data · regression
Effective dimensionality reduction for Greeks computation using Randomized QMC
Luca Albieri, Marco Bianchetti, Sergei Kucherenko · 2025 · advanced · options
monte carlo simulation · numerical methods · option greeks · statistics
Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets
Ahmet Goncu · 2021 · intermediate · quantitative trading
commodities · econometrics · time series
Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation
Ai Jun Hou, Charlotte Christiansen, Hossein Asgharian · 2016 · advanced · time series
econometrics · economic policy · equity markets · time series
Effects of financial crises on productivity, capital and employment
Oulton, Nicholas, Sebastiá-Barriel, María · 2017 · advanced · risk management
banking
Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities
Mario Ghossoub, Michael Boyuan Zhu · 2024 · advanced · risk management
optimization
Efficiency of Financial Institutions: International Survey and Directions for Future Research
Allen N. Berger, David B. Humphrey · 1997 · intermediate · statistics
financial economics
Efficiency of Labour Use in the Swedish Banking Industry: A Stochastic Frontier Approach
Battese, George E., Heshmati, Almas, Hjalmarsson, Lennart · 1999 · intermediate · statistics
banking · econometrics · panel data
Efficiency versus Robustness under Tail Misspecification: Importance Sampling and Moment-Based VaR Bracketing
Aditri · 2026 · intermediate · risk management
model risk · monte carlo simulation · tail risk
Efficiency, predictability and news on the foreign exchange markets : floating exchange rates versus adjustable E.M.S. rates : some experience on the Brussels foreign exchange market for the dollar and the DM
Filip Abraham · 1983 · intermediate · time series
foreign exchange · market efficiency
Efficient Algorithms for Computing RiskParity Portfolio Weights
Denis Biangolino Chaves, Feifei Li, Jason Hsu · 2012 · intermediate · portfolio management
portfolio management · portfolio optimization
Efficient and Accurate Calibration to FX Market Skew with Fully Parameterized Local Volatility Model
Bufan Zhang, Dongli Wu, Xiao Lin · 2022 · advanced · options
foreign exchange · model calibration · option pricing · volatility surface
Efficient and accurate simulation of the stochastic-alpha-beta-rho model
Jaehyuk Choi, Lilian Hu, Yue Kuen Kwok · 2024 · advanced · options
monte carlo simulation · numerical methods · stochastic processes
Efficient and Feasible Inference for the Components of Financial Variation Using Blocked Multipower Variation
Kevin Keith Sheppard, Neil Shephard, Per A. Mykland · 2012 · advanced · statistics
jump processes · market microstructure · statistical inference · statistics
Efficient and Near-Optimal Online Portfolio Selection
Dmitrii M. Ostrovskii, Pierre Gaillard, Rémi Jézéquel · 2022 · advanced · portfolio management
algorithms · convex optimization · optimization · portfolio management · portfolio optimization
Efficient and Verified Continuous Double Auctions
Mohit Garg, Suneel Sarswat · 2024 · advanced · programming
algorithms · data structures
Efficient approximations for utility-based pricing
Laurence Carassus, Massinissa Ferhoune · 2021 · advanced · derivatives
derivatives · monte carlo simulation · numerical methods
Efficient Asymmetric Causality Tests
Abdulnasser Hatemi-J · 2024 · advanced · time series
econometrics · hypothesis testing · statistical inference · time series
Efficient Calibration of Multi-Agent Market Simulators from Time Series with Bayesian Optimization
Bai, Yuanlu, Balch, Tucker, Chen, Haoxian · 2021 · advanced · machine learning
bayesian statistics · machine learning · optimization · time series
Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations
Ankush Agarwal, Ying Liao · 2024 · advanced · fixed income
credit derivatives · credit risk · model calibration · partial differential equations
Efficient Capital Markets: A Review of Theory and Empirical Work
Eugene F. Fama
market efficiency
Efficient estimation of a multivariate multiplicative volatility model
Christian M. Hafner, Oliver Linton · 2010 · advanced · time series
garch · statistics · time series
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns
Gregory Connor, Matthias Hagmann, Oliver Linton · 2007 · advanced · statistics
asset pricing · factor investing · financial economics · regression
Efficient exposure computation by risk factor decomposition
Christoph Reisinger, Cornelis S. L. de Graaf, Drona Kandhai · 2018 · advanced · risk management
credit risk · derivatives · monte carlo simulation · numerical methods · partial differential equations
Efficient frontier for robust higher-order moment portfolio selection
Bertrand Maillet, Emmanuel F. Jurczenko, Paul M. Merlin · 2008 · advanced · portfolio management
optimization · portfolio optimization · statistics
Efficient Hamiltonian Simulation for Solving Option Price Dynamics
Enrique Solano, Javier Gonzalez-Conde, Mikel Sanz · 2021 · advanced · options
derivatives · mathematical finance · option pricing · partial differential equations
Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold
Jiahao Cui, Qiushi Li, Yuezhi Pen · 2022 · intermediate · portfolio management
cryptocurrencies · portfolio management · portfolio optimization
Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
Chuan-Hsiang Han, Yun-Feng Tu · 2025 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing
Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks
Agostino Capponi, Dohyun Ahn · 2026 · advanced · risk management
credit risk · financial networks · fixed income · monte carlo simulation · numerical methods · systemic risk
Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws
Daniel Lam, Ruslan Tepelyan · 2026 · advanced · portfolio management
numerical methods · optimization
Efficient Nested Estimation of CoVaR: A Decoupled Approach
L. Jeff Hong, Nifei Lin, Yingda Song · 2024 · advanced · risk management
monte carlo simulation · numerical methods · systemic risk
Efficient portfolios in financial markets with proportional transaction costs
Elyès Jouini, Luciano Campi, Vincent Porte · 2013 · advanced · portfolio management
foreign exchange · mathematical finance · optimization · portfolio management · portfolio optimization · transaction costs
Efficient Pricing and Calibration of High-Dimensional Basket Options
Dariusz Gatarek, Juliusz Jablecki, Lech A. Grzelak · 2022 · advanced · options
derivatives · model calibration · numerical methods · option pricing · stochastic processes
Efficient Pricing of Barrier Options on High Volatility Assets using Subset Simulation
Athanasios A. Pantelous, Keegan Mendonca, Konstantin M. Zuev · 2018 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing
Efficient representation of supply and demand curves on day-ahead electricity markets
Mariia Soloviova, Tiziano Vargiolu · 2020 · advanced · time series
algorithms · numerical methods
Efficient Semiparametric Estimation of the Fama-French Model and Extensions
Gregory Connor, Matthias Hagmann, Oliver Linton · 2012 · advanced · statistics
asset pricing · factor investing · regression
Efficient Simulation and Calibration of the Rough Bergomi Model via Wasserstein Distance
Changqing Teng, Guanglian Li · 2025 · advanced · options
model calibration · monte carlo simulation · numerical methods · option pricing · rough volatility
Efficient simulation of prices for European call options under Heston stochastic-local volatility model: a comparison of methods
Meng cai, Tianze Li · 2025 · advanced · options
numerical methods · option pricing · stochastic differential equations · stochastic processes
Efficient simulation schemes for pricing options under the Ornstein--Uhlenbeck driven stochastic volatility model
Congxin He, Yue Kuen Kwok · 2026 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic differential equations · stochastic processes
Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification
Cassidy K. Buhler, Hande Y. Benson · 2023 · advanced · portfolio management
machine learning · optimization · portfolio optimization
Efficient trading strategies in financial markets with proportional transaction costs
Elyès Jouini, Luciano Campi, Vincent Porte · 2011 · advanced · portfolio management
mathematical finance · optimization · portfolio management · transaction costs
EFFICIENT VOLATILITY ESTIMATION IN A TWO-FACTOR MODEL
Marc Hoffmann, Olivier Féron, Pierre Gruet · 2018 · advanced · statistics
statistical inference · stochastic processes · term structure models
Efficiently Inefficient Markets for Assets and Asset Management
Nicolae Gârleanu · 2015 · intermediate · portfolio management
financial economics · market efficiency
Effort-Centric Fairness in Lending Decisions
Jake Ansell, Shiqi Fang, Zexun Chen · 2026 · advanced · machine learning
machine learning · optimization
Eigen Portfolios: From Single Component Models to Ensemble Approaches
Yuqi Luan, ZhengXiang Zhou · 2025 · intermediate · portfolio management
linear algebra · portfolio management · statistics
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
Antônio M. S. Macêdo, Giovani L. Vasconcelos, Luan M. T. de Moraes · 2025 · advanced · statistics
statistics · time series
Eigenvalue tests for the number of latent factors in short panels
Alain-Philippe Fortin, Olivier Scaillet, Patrick Gagliardini · 2022 · advanced · statistics
hypothesis testing · panel data · statistical inference
Eigenvector dynamics: General theory and some applications
Jean-Philippe Bouchaud, Romain Allez · 2012 · advanced · risk management
linear algebra · statistics
Eigenvector dynamics: theory and some applications
Jean-Philippe Bouchaud, Romain Allez · 2011 · advanced · risk management
risk management
Eigenvector overlaps of sample covariance matrices with intersecting time periods
Jean-Philippe Bouchaud, Konstantin Tikhonov, Volodymyr Riabov · 2025 · advanced · statistics
statistics
Eighteenth-century Irish interest rates – market failure in a booming economy
Kelly, Paul V. · 2024 · intermediate · fixed income
credit markets · interest rates · time series
Elastic Cash
Anup Rao · 2023 · intermediate · other
interest rates
Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets
Hung Do, Rabindra Nepal, Tooraj Jamasb · 2020 · intermediate · time series
econometrics · time series
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations
Huisman, R., Mahieu, R.J., Schlichter, F. · 2007 · intermediate · portfolio management
derivatives · portfolio management · portfolio optimization · risk management
Electricity Price Forecasting in the Irish Balancing Market
Andrea Visentin, Ciaran O'Connor, Joseph Collins · 2024 · intermediate · time series
deep learning · machine learning · time series
Electricity price modeling and asset valuation: a multi-fuel structural approach
Daniel Schwarz, Michael Coulon, Rene A. Carmona · 2012 · advanced · derivatives
derivatives · mathematical finance · stochastic processes
Electricity Spot Prices Forecasting Using Stochastic Volatility Models
Andrei Renatovich Batyrov · 2024 · advanced · time series
bayesian statistics · stochastic processes · time series · volatility forecasting
Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method
Zhou Fang · 2023 · advanced · quantitative trading
brownian motion · optimization · portfolio optimization · stochastic processes
Elements for a theory of financial risks
Jean-Philippe Bouchaud · 1998 · advanced · risk management
option pricing · risk management · statistics · stochastic processes
Elicitability and identifiability of tail risk measures
Fangda Liu, Linxiao Wei, Ruodu Wang · 2024 · advanced · risk management
tail risk
Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization
Carmine Ventre, Giovanni Dispoto, Marcello Restelli · 2026 · advanced · portfolio management
esg · machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning
Eliciting reference measures of law-invariant functionals
Felix-Benedikt Liebrich, Ruodu Wang · 2025 · advanced · risk management
mathematical finance · measure theory
Embedding and correlation tensor for XRP transaction networks
Abhijit Chakraborty, Tetsuo Hatsuda, Yuichi Ikeda · 2023 · intermediate · statistics
cryptocurrencies · linear algebra
Embracing Downside Risk
Roni Israelov · 2016 · advanced · options
asset pricing · options hedging
Emergence of Randomness in Temporally Aggregated Financial Tick Sequences
Andrey Shternshis, Silvia Onofri, Stefano Marmi · 2025 · intermediate · statistics
hypothesis testing · time series
Emergence of Statistical Financial Factors by a Diffusion Process
Jaime Joel Ramos, Jose Negrete · 2026 · advanced · portfolio management
financial networks
Emergent Latent-State Computation under Stochastic Volatility
Lulu Wang, Xiaoyu Huang · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · stochastic processes · time series · volatility forecasting
Emerging Market Corporate Bonds as First-to-Default Baskets
Richard Martin, Yao Ma · 2018 · advanced · fixed income
credit risk · fixed income
Emission-based Interest Rates and the Transition to a Low-carbon Economy
Chiara Colesanti Senni, Florian Böser · 2020 · advanced · fixed income
banking · financial economics · interest rates
Emissions-Robust Portfolios
H. Oliver Gao, Khizar Qureshi · 2026 · advanced · portfolio management
convex optimization · portfolio management · portfolio optimization · sustainable investing
Emoji Driven Crypto Assets Market Reactions
Wolfgang Karl Härdle, Xiaorui Zuo, Yao-Tsung Chen · 2024 · intermediate · machine learning
cryptocurrencies · deep learning · large language models · machine learning · natural language processing
Empirical analysis in limit order book modeling for Nikkei 225 Stocks with Cox-type intensities
Shunya Chomei · 2023 · advanced · quantitative trading
high frequency trading · market microstructure · statistical inference
Empirical Analysis of the Model-Free Valuation Approach: Hedging Gaps, Conservatism, and Trading Opportunities
Julian Sester, Shanlan Que, Xiao Zhang · 2025 · advanced · options
derivatives · option pricing · options hedging
Empirical Asset Pricing via Machine Learning
Dacheng Xiu, Shihao Gu · 2020 · advanced · machine learning
asset pricing · financial machine learning · machine learning · momentum · neural networks
Empirical Asset Pricing with Score-Driven Conditional Betas
Julien Royer, Olivier David Zerbib, Thomas Giroux · 2024 · advanced · statistics
asset pricing · statistical inference
Empirical Confirmation of the Square-Root Law of Market Impact in a U.S. Large-Cap Equity
Aniket Vasaikar · 2026 · advanced · quantitative trading
market microstructure · statistics · time series
Empirical distributions of stock returns: european securities markets, 1990-95
Aparicio, Felipe M., Estrada, Javier · 1997 · beginner · statistics
equity markets · hypothesis testing · statistics · time series
Empirical distributions of stock returns: scandinavian securities markets, 1990-95
Aparicio, Felipe M., Estrada, Javier · 1996 · intermediate · statistics
financial economics · hypothesis testing · statistics · time series
Empirical estimator of diversification quotient
Liyuan Lin, Mengshi Zhao, Xia Han · 2025 · advanced · statistics
risk management · statistical inference · statistics
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
Maksym Nechepurenko · 2026 · advanced · statistics
statistical inference
Empirical likelihood for high frequency data
Lorenzo Camponovo, Taisuke Otsu, Yukitoshi Matsushita · 2017 · advanced · statistics
hypothesis testing · statistical inference
Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling
Agustín M. de los Riscos, Diego Carmona-Fernández, Julio E. Sandubete · 2025 · advanced · machine learning
neural networks · time series
Empirical Models of the Time Evolution of SPX Option Prices
Alessio Brini, David A. Hsieh, David Ye · 2025 · intermediate · options
data science · machine learning · neural networks · option pricing · regression
Empirical Study on the Factors Influencing Stock Market Volatility in China
Jingchu Zhang · 2025 · intermediate · time series
econometrics · foreign exchange · time series
Empirical Tests of Interest Rate Model Pricing Kernels
Joshua Rosenberg · 1999 · advanced · fixed income
asset pricing · fixed income · interest rates · option pricing · term structure models
Employee Ownership, Board Representation, and Corporate Financial Policies
Edith Ginglinger, Timothee Waxin, William Megginson · 2011 · intermediate · other
corporate finance · corporate governance · equity valuation · statistical inference
Empowering Credit Scoring Systems with Quantum-Enhanced Machine Learning
André Sequeira, Claudio Beiza, Francisco Llaneza · 2024 · advanced · machine learning
credit risk · financial machine learning · machine learning
EmTract: Extracting Emotions from Social Media
Domonkos F. Vamossy, Rolf Skog · 2021 · advanced · machine learning
deep learning · machine learning · natural language processing · neural networks
End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning
Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna · 2025 · advanced · portfolio management
linear algebra · machine learning · neural networks · optimization · portfolio optimization
End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios
Christian Bongiorno, Lorenzo Villassero · 2026 · advanced · portfolio management
machine learning · neural networks · optimization · portfolio management · portfolio optimization
End-to-End Parametric Portfolio Policies for Cross-Asset Futures Timing: When Do AI Models Beat Simple Rules?
Austin Pollok, Kevin Robik · 2026 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio management · portfolio optimization · transaction costs
End-to-End PDE-Based Quantum Algorithms for Multi-Asset Option Pricing under Local and Stochastic Volatility
Chi Seng Pun, Nana Liu, Nikita Guseynov · 2026 · advanced · options
numerical methods · option pricing · partial differential equations
End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
Fabian Krause, Jan-Peter Calliess · 2024 · advanced · quantitative trading
machine learning · neural networks · statistical arbitrage
End-to-End Portfolio Optimization with Quantum Annealing
Kazuki Ikeda, Rakesh Yata, Rushikesh Ubale · 2025 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization
Endogenous Crashes as Phase Transitions
Minhajul Islam, Revant Nayar · 2024 · advanced · time series
time series
Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today
Andreas Sojmark, Zachary Feinstein · 2022 · advanced · risk management
credit risk · financial networks · stochastic processes · systemic risk
Endogenous liquidity and contagion
Rahi, Rohit, Zigrand, Jean-Pierre · 2009 · advanced · quantitative trading
liquidity
Endogenous liquidity crises
Antoine Fosset, Jean-Philippe Bouchaud, Michael Benzaquen · 2020 · advanced · quantitative trading
liquidity · liquidity risk · market microstructure
Endogenous market making and network formation
Chang, Briana, Zhang, Shengxing · 2015 · advanced · quantitative trading
financial networks · market making
Endogenous Randomness from Adversarial Market Learning
Jian Sun · 2026 · advanced · time series
time series
Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysis
Byungdoo Kong, Ruimeng Hu · 2026 · advanced · risk management
insurance · optimization
Endogenous State Prices, Liquidity, Default, and the Yield Curve
A.E. Goodhart, Dimitrios P Tsomocos, Raphael A. Espinoza · 2007 · advanced · fixed income
financial economics · interest rates · liquidity · mathematical finance
Endogenous Systemic Liquidity Risk
Cao, Jin, Illing, Gerhard · 2008 · advanced · risk management
banking · liquidity · liquidity risk · systemic risk
Energy Market and Carbon Emission Spillovers in Critical Minerals Investment: A Dynamic Connectedness Approach
Bahram Alidaee, Haibo Wang, Jaime Ortiz · 2026 · advanced · time series
econometrics · exchange traded funds · time series
Energy-Efficient FPGA Implementation for Binomial Option Pricing Using OpenCL
Amer Baghdadi, Erik Hochapfel, Pierre-Henri Horrein · 2014 · intermediate · options
option pricing
Enforcing asymptotic behavior with DNNs for approximation and regression in finance
Bernhard Hientzsch, Hardik Routray · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · regression
Enhanced fill probability estimates in institutional algorithmic bond trading using statistical learning algorithms with quantum computers
Abhijit Mitra, Austin Cottrell, Axel Ciceri · 2025 · advanced · quantitative trading
algorithmic trading · backtesting · financial machine learning · machine learning
Enhanced indexation using both equity assets and index options
Cristiano Arbex Valle, John E Beasley · 2025 · intermediate · portfolio management
derivatives · optimization · portfolio optimization
Enhanced Local Explainability and Trust Scores with Random Forest Proximities
Bhaskarjit Sarmah, Deran Onay, Dhagash Mehta · 2023 · advanced · machine learning
financial machine learning · machine learning
Enhanced Momentum with Momentum Transformers
David Huang, Max Mason, Rahul Murugan · 2024 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · momentum · neural networks
Enhancement of price trend trading strategies via image-induced importance weights
Ke Zhu, Zhoufan Zhu · 2024 · advanced · quantitative trading
deep learning · machine learning · neural networks · trend following
Enhancing a Risk Model by Adding Transient Statistical Factors
Alexandros E. Tzikas, Emmanuel J. Candès, Mykel J. Kochenderfer · 2026 · advanced · risk management
statistical inference
Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping
Chinonso Nwankwo, Tony Ware, Weizhong Dai · 2023 · advanced · options
numerical methods · option pricing · partial differential equations
Enhancing Anomaly Detection in Financial Markets with an LLM-based Multi-Agent Framework
Taejin Park · 2024 · intermediate · machine learning
large language models
Enhancing Black-Scholes Delta Hedging via Deep Learning
Chunhui Qiao, Xiangwei Wan · 2024 · advanced · options
derivatives · machine learning · neural networks · options hedging
Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
Cameron Cornell, Lewis Mitchell, Matthew Roughan · 2024 · advanced · time series
cryptocurrencies · financial networks · regression · time series
Enhancing combinatorial optimization with classical and quantum generative models
Alejandro Perdomo‐Ortiz, Can B. Kalaycı, Javier A. Alcazar · 2024 · advanced · portfolio management
algorithms · machine learning · optimization · portfolio optimization
Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
Bryan Lim, Daniel Poh, Stefan Zohren · 2021 · advanced · machine learning
backtesting · deep learning · financial machine learning · machine learning · neural networks
Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features
Aniket Mahanti, Chenghao Liu, Erwann Sbai · 2025 · intermediate · machine learning
cryptocurrencies · large language models · machine learning · natural language processing
Enhancing CVaR portfolio optimisation performance with GAM factor models
Davide Lauria, Svetlozar T. Rachev, W. Brent Lindquist · 2023 · advanced · portfolio management
econometrics · optimization · portfolio management · portfolio optimization · regression · time series
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
Carlos Octavio Pérez Mendoza, Frédéric Godin, Geneviève Gauthier · 2024 · advanced · options
deep learning · derivatives · options hedging · reinforcement learning · volatility surface
Enhancing Efficiency of Pension Schemes through Effective Risk Governance: A Kenyan Perspective
Sylvester Willys Namagwa · 2025 · intermediate · risk management
corporate governance · panel data · pensions · risk management
Enhancing Financial Data Visualization for Investment Decision-Making
Harmit Shah, Kishan Mewada, Nisarg Patel · 2023 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Enhancing Financial Portfolio Robustness with an Objective Based on ϵ-Neighborhoods
David Quintana, Francisco Luna, Pedro Isasi · 2016 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Enhancing Fourier pricing with machine learning
Gero Junike, Hauke Stier · 2024 · advanced · options
machine learning · numerical methods · option pricing
Enhancing Insurer Portfolio Resilience and Capital Efficiency with Green Bonds: A Framework Combining Dynamic R-vine Copulas and Tail Risk Modeling
Pannarat Guayjarernpanishk, Thitivadee Chaiyawat · 2025 · advanced · risk management
copulas · extreme value theory · garch · insurance · risk management · tail risk
Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research
Hongyang Yang, Kunpeng Zhang, Neng Wang · 2024 · intermediate · machine learning
machine learning
Enhancing Islamic Finance: Establishing an Islamic Stock Market that Overcomes Problems of the Existing Stock Market
Ajit Singh, Andrew Sheng · 2012 · beginner · other
other
Enhancing literature review with LLM and NLP methods. Algorithmic trading case
Robert Ślepaczuk, Stanisław Łaniewski · 2024 · intermediate · machine learning
algorithmic trading · large language models · machine learning · natural language processing
Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
Narayan Tondapu · 2024 · intermediate · time series
machine learning · statistics · time series
Enhancing Meme Token Market Transparency: A Multi-Dimensional Entity-Linked Address Analysis for Liquidity Risk Evaluation
Frank Fan, Haishan Wu, Qian Huang · 2025 · advanced · risk management
liquidity risk
Enhancing ML Models Interpretability for Credit Scoring
Fang Fang, Qinling Wang, Sagi Schwartz · 2025 · intermediate · machine learning
credit risk · machine learning
Enhancing OHLC Data with Timing Features: A Machine Learning Evaluation
Ruslan Tepelyan · 2025 · intermediate · machine learning
financial machine learning · machine learning
Enhancing Portfolio Optimization with Deep Learning Insights
Brandon Luo, Jim Skufca · 2026 · intermediate · portfolio management
deep learning · machine learning · neural networks · portfolio optimization
Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions
Ahmad Salman, Rabia Latif, Sahar Arshad · 2023 · intermediate · machine learning
financial machine learning · machine learning
Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
Jing Chen, John Cartlidge, Mingxuan Yi · 2026 · advanced · time series
fixed income · large language models · machine learning · natural language processing · time series
Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
Henry Xie, Jinghan Zhang, Kunpeng Liu · 2024 · advanced · machine learning
deep learning · machine learning · risk management
Enhancing the Black-Scholes Model for Option Valuation via Lévy Processes and Malliavin Calculus
Blair Faber, Hassan Butt, Michael Roberts · 2026 · advanced · options
jump processes · option pricing · stochastic calculus · stochastic processes
Enhancing Time-Series Momentum Strategies Using Deep Neural Networks
Bryan Lim, Stefan Zohren, Stephen Roberts · 2019 · advanced · quantitative trading
deep learning · machine learning · momentum · neural networks · trend following
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
Haojie Liu, Randall R. Rojas, Zihan Lin · 2025 · intermediate · quantitative trading
financial machine learning · large language models · machine learning · natural language processing · time series
Enhancing trading strategies with order book signals
Ryan Francis Donnelly, Sebastian Jaimungal, Álvaro Cartea · 2018 · intermediate · quantitative trading
high frequency trading · market microstructure
Enhancing Valuation of Variable Annuities in Lévy Models with Stochastic Interest Rate
Andrea Molent, Antonino Zanette, Ludovic Goudenège · 2024 · advanced · derivatives
insurance · interest rates · stochastic processes
Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples
Karen Grigorian, Robert A. Jarrow · 2023 · advanced · stochastic calculus
mathematical finance · stochastic processes
Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies
Zheli Xiong · 2025 · advanced · machine learning
algorithmic trading · machine learning · reinforcement learning · risk management
Ensembling Portfolio Strategies for Long-Term Investments: A Distribution-Free Preference Framework for Decision-Making and Algorithms
Duy Khanh Lam · 2024 · advanced · portfolio management
portfolio management
Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices
Assenmacher-Wesche, Katrin, Gerlach, Stefan · 2008 · advanced · other
equity markets · housing markets · panel data · time series
Entering an Preannounced Currency Band
Ichikawa, Masaki, Miller, Marcus, Sutherland, Alan · advanced · stochastic calculus
foreign exchange · partial differential equations
Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors
Jiayi Guo, Linfeng Zhang, Zhiyu Quan · 2025 · advanced · risk management
machine learning · risk management
Entrepreneurial Finance in France: The Persistent Role of Banks
Cieply, S., Dejardin, M.A.F.G. · 2009 · intermediate · risk management
banking · credit markets · financial economics
Entropic Dynamics of Exchange Rates and Options
Daniel Bartolomeo, Mohammad Abedi · 2019 · intermediate · options
brownian motion · foreign exchange · mathematical finance · option pricing · stochastic processes
Entropic Dynamics of Jump-Diffusion Option Pricing
Mohammad Abedi · 2026 · advanced · options
derivatives · jump processes · option pricing · stochastic processes
Entropic Dynamics of Stocks and European Options
Daniel Bartolomeo, Mohammad Abedi · 2019 · intermediate · options
brownian motion · derivatives · option pricing
Entropic signatures of market response under concentrated policy communication
Adam Z. Kaczmarek, Agata Gurzyńska, Dominik Szczȩśniak · 2026 · intermediate · time series
equity markets · time series
Entropic Value-at-Risk parity for tempered stable returns
Jaehyung Choi · 2026 · advanced · portfolio management
portfolio management · portfolio optimization · risk management · tail risk
Entropic Value-at-Risk portfolio optimization for tempered stable Lévy processes
Jaehyung Choi · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization · risk management · stochastic processes
Entropy and the value of information for investors
Antonio Cabrales, Olivier Gossner, Roberto Serrano · 2010 · advanced · portfolio management
probability
Entropy-Assisted Quality Pattern Identification in Finance
Jaskirat Singh, Rishabh Gupta, Sabre Kais · 2025 · intermediate · quantitative trading
algorithmic trading · time series
Entropy-Guided Multiplicative Updates: KL Projections for Multi-Factor Target Exposures
Yimeng Qiu · 2025 · intermediate · portfolio management
convex optimization · factor investing · optimization · portfolio optimization
Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making
Tenghan Zhong · 2026 · advanced · quantitative trading
market making · mathematical finance · optimization · stochastic processes
Entropy-regularized penalization schemes and reflected BSDEs with singular generators
Daniel Chee, Libo Li, Noufel Frikha · 2026 · advanced · options
numerical methods · optimization · option pricing · stochastic calculus
Environmental CVA with KL-Robust Wrong-Way Risk
Takayuki Sakuma · 2026 · advanced · risk management
credit risk · model risk
Environmental-Social-Governance Preferences and Investments in Crypto-Assets
Andrej Cupak, Pavel Ciaian, Pirmin Fessler · 2022 · intermediate · portfolio management
cryptocurrencies · esg
Epidemic exposure, financial technology, and the digital divide
Aksoy, Cevat, Eichengreen, Barry, Saka, Orkun · 2022 · intermediate · risk management
banking
Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Daniel Polakow, Emlyn Flint, Tim Gebbie · 2023 · advanced · statistics
causal inference
Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures
Erick Delage, Jonathan Yumeng Li, Saeed Marzban · 2020 · advanced · options
numerical methods · optimization · option pricing · options hedging · risk management
Equal Risk Pricing of Derivatives with Deep Hedging
Alexandre Carbonneau, Frédéric Godin · 2020 · advanced · options
deep learning · derivatives · monte carlo simulation · option pricing · options hedging · reinforcement learning
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility
Escribano, Álvaro, Sucarrat, Genaro · 2016 · advanced · time series
garch · statistics · time series
Equations and Shape of the Optimal Band Strategy
CFM · 2020 · advanced · quantitative trading
optimization · risk management · stochastic processes · transaction costs
Equilibria and incentives for illiquid auction markets
Dimitrios Kavvathas, Joffrey Derchu, Mathieu Rosenbaum · 2023 · advanced · quantitative trading
liquidity · market microstructure
Equilibrium analysis in a multi-agent reinsurance chain
Kaizheng Wang, Wei Liu, Wenyuan Wang · 2026 · advanced · risk management
insurance · optimization · stochastic differential equations
Equilibrium analysis in financial markets with countably many securities
Charalambos D. Aliprantis, Monique Florenzano, Rabee Tourky · 2004 · advanced · other
financial economics · mathematical finance
Equilibrium Analysis, Banking and Financial Instability
Dimitrios P Tsomocos · 2000 · advanced · risk management
banking · financial stability
Equilibrium Analysis, Banking, Contagion and Financial Fragility
David Vines · 2003 · advanced · risk management
banking · systemic risk
Equilibrium and welfare in markets with financially constrained arbitrageurs
Gromb, Denis, Vayanos, Dimitri · 2002 · advanced · quantitative trading
asset pricing · financial economics
Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion
Hongjun Yan, Suleyman Basak · 2009 · advanced · other
asset pricing · behavioral finance · financial economics
Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints
Albert Marcet, Kenneth J. Singleton · 1998 · advanced · statistics
asset pricing · financial economics
Equilibrium Asset Pricing and Portofolio Choice Under Asymmetric Information
Biais, Bruno, Bossaerts, Peter, Spatt, Chester · 2009 · advanced · portfolio management
asset pricing · financial economics
Equilibrium Asset Pricing Under Heterogenous Information
Biais, Bruno, Bossaerts, Peter, Spatt, Chester · 2003 · advanced · portfolio management
asset pricing · portfolio management
Equilibrium asset pricing with systemic risk
Danielsson, Jon, Zigrand, Jean-Pierre · 2006 · advanced · risk management
asset pricing · financial economics · systemic risk
Equilibrium Asset Pricing with Transaction Costs
Dylan Possamaï, Johannes Muhle-Karbe, Martin Herdegen · 2019 · advanced · stochastic calculus
asset pricing · stochastic differential equations · stochastic processes · transaction costs
Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time
Luca De Gennaro Aquino, Mogens Steffensen, Sascha Desmettre · 2024 · advanced · stochastic calculus
mathematical finance · optimization · partial differential equations · stochastic processes
Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors
Gollier, Christian, Pouget, Sébastien · 2012 · advanced · other
asset pricing
Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investorsn Asset Prices and Corporate Behavior
Gollier, Christian, Pouget, Sébastien · 2012 · advanced · other
asset pricing · financial economics · sustainable investing
Equilibrium Defaultable Corporate Debt and Investment
Hong Chen, Murray Zed Frank · 2022 · advanced · other
capital structure · corporate finance · credit risk
Equilibrium in closed constant-function market maker economies
Muqiao Huang, Ruodu Wang, Yiyun Wang · 2026 · advanced · quantitative trading
decentralized finance
Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
Anderson, Robert M., Raimondo, Roberto C. · 2007 · advanced · stochastic calculus
asset pricing · mathematical finance · stochastic processes
Equilibrium interest rate and liquidity premium with transaction costs
Vayanos, Dimitri, Vila, Jean-Luc · 1999 · advanced · fixed income
asset pricing · financial economics · interest rates · liquidity · transaction costs
Equilibrium investment under dynamic preference uncertainty
Luca De Gennaro Aquino, Mogens Steffensen, Sascha Desmettre · 2025 · advanced · portfolio management
optimization · partial differential equations · portfolio management · stochastic calculus · stochastic processes
Equilibrium Investment with Random Risk Aversion: (Non-)uniqueness, Optimality, and Comparative Statics
Jianming Xia, Sheng Wang, Weilun Cheng · 2025 · advanced · portfolio management
optimization · portfolio optimization
Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
Fayçal Drissi, Sebastian Jaimungal, Xuchen Wu · 2025 · advanced · quantitative trading
decentralized finance · liquidity · market microstructure · risk management
Equilibrium Mean-Variance Dividend Rate Strategies
Bin Zou, Dongchen Li, Jingyi Cao · 2025 · advanced · risk management
optimization · stochastic processes
Equilibrium of incomplete markets with money and intermediate banking system
Monique Florenzano, Stella Kanellopoulou, Yannis Vailakis · 2006 · advanced · other
banking · financial economics
Equilibrium Policy on Dividend and Capital Injection under Time-inconsistent Preferences
Sang Hu, Zihan Zhou · 2025 · advanced · risk management
mathematical finance · optimization · stochastic processes
Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets
Sheng Wang, Xiang Yu, Yue Cao · 2025 · advanced · portfolio management
portfolio management · portfolio optimization · risk management · stochastic calculus · stochastic differential equations
Equilibrium prices under hidden Markov fundamentals
Dylan Possamaï, Henri Pagès, Mateo Rodriguez Polo · 2026 · advanced · stochastic calculus
asset pricing · financial economics · stochastic processes
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations
Masaaki Fujii · 2022 · advanced · stochastic calculus
asset pricing · mathematical finance · stochastic differential equations
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Alif Aqsha, Leandro Sánchez-Betancourt, Philippe Bergault · 2025 · advanced · quantitative trading
liquidity · market making
Equilibrium risk shifting and interest rate in an opaque financial system
Benoît Mojon, Edouard Challe, Xavier Ragot · 2013 · advanced · risk management
banking · financial economics · systemic risk
Equilibrium securitization with diverse beliefs
Ellis, Andrew, Piccione, Michele, Zhang, Shengxing · 2022 · advanced · risk management
financial economics · securitization
Equilibrium security prices with capital income taxes and an exogenous interest rate
Rapp, Marc Steffen, Schwetzler, Bernhard · 2008 · intermediate · other
asset pricing
Equilibrium singular dividend control under ambiguity aggregation of heterogeneous discount rates
Guohui Guan, Xiaodong Luo, Yue Cao · 2026 · advanced · stochastic calculus
optimization
Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterion
Bin Zou, Dongchen Li, Jingyi Cao · 2025 · advanced · stochastic calculus
mathematical finance · optimization · stochastic processes
Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection
Jiaqin Wei, Jingzhen Liu, Yike Wang · 2025 · advanced · stochastic calculus
optimization · portfolio optimization · stochastic calculus
Equilibrium with asymmetric information and restricted participation: the no-arbitrage characterization
Lionel De Boisdeffre · 2024 · advanced · other
asset pricing · financial economics
Equilibrium with Heterogeneous Information Flows
Scott Robertson · 2023 · advanced · stochastic calculus
financial economics
Equitable Marketplace Mechanism Design
Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch · 2022 · advanced · quantitative trading
optimization · reinforcement learning
Equity auction dynamics: latent liquidity models with activity acceleration
Damien Challet, Ioane Muni Toke, Mohammed Salek · 2024 · advanced · quantitative trading
liquidity · market microstructure · model calibration · stochastic processes
Equity crowdfunding and early stage entrepreneurial finance: damaging or disruptive?
Daniel Gozman, Saul Estrin, Susanna Khavul · 2017 · intermediate · other
other
Equity Factors: To Short Or Not To Short, That Is The Question
Florent Benaych-Georges, Jean-Philippe Bouchaud, Stefano Ciliberti · 2020 · intermediate · portfolio management
equity markets · factor investing · portfolio management
Equity finance: matching liability to power
Goodhart, C. A. E., Lastra, R. M. · 2020 · intermediate · risk management
banking
Equity issuance methods and dilution
Burkart, Mike, Zhong, Hongda · 2023 · advanced · other
other
Equity Market Focus: Interrogating the Historical Data
Antti Ilmanen · 2025 · intermediate · time series
equity markets · equity valuation
Equity Market Focus: Objective Expected Returns
Antti Ilmanen, Thomas Maloney · 2025 · intermediate · time series
equity markets
Equity Market Neutral portfolios: hedging out market factors
CFM · 2014 · intermediate · portfolio management
market risk · portfolio management
Equity Markets’ Clustering and the Global Financial Crisis
Kim, Geun-Young, Lee, Daeyup, León, C. · 2016 · intermediate · statistics
equity markets
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
Kuok Sin Un, Marcel Ausloos · 2025 · intermediate · time series
time series
Equity Price Dynamics Before and After the Introduction of the Euro
Cheung, Yin-Wong, Westermann, Frank · 2001 · intermediate · time series
econometrics · equity markets · time series
Equity Prices, Productivity Growth and 'The New Economy
E. Philip Davis, Jakob B. Madsen · 2004 · advanced · other
asset pricing · equity markets · financial economics
Equity Pricing New Keynesian Models with Nominal Rigidities and Investment
Rahul Nath · 2018 · advanced · other
asset pricing
Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts
Huansang Xu, Marek Rutkowski, Ruyi Liu · 2023 · advanced · derivatives
derivatives · financial engineering · option pricing · options hedging
Equity Strategy Backtesting: Luck or Edge? The MinervaScore as a Statistical Robustness Grade
Maria Laura Santoni, Matthew L. Scullin, Vincent Jouanne · 2026 · advanced · statistics
backtesting · statistical inference
Equity Tail Risk in the Treasury Bond Market
Dario Ruzzi, Mirco Rubin · 2020 · advanced · fixed income
econometrics · equity markets · fixed income · interest rates · tail risk · term structure models
Equity Term Structures without Dividend Strips Data
Serhiy Kozak, Stefano Giglio · 2020 · advanced · statistics
asset pricing · equity markets · financial economics · term structure models
Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate
Foad Shokrollahi, Marcin Marcin Magdziarz · 2020 · advanced · derivatives
brownian motion · derivatives · interest rates · partial differential equations · stochastic processes
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing
Andrea Pizzoferrato, Christopher G. Brinton, Mihai Cucuringu · 2019 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Equivalence between forward rate interpolations and discount factor interpolations for the yield curve construction
Jherek Healy · 2020 · intermediate · fixed income
fixed income
Equivalent Behavioural Martingale Measure
G. Charles-Cadogan · 2026 · advanced · stochastic calculus
asset pricing · martingales · stochastic calculus · stochastic processes
Ergodic optimal liquidations in DeFi
David Šiška, Jialun Cao · 2024 · advanced · quantitative trading
credit risk · decentralized finance · derivatives · optimal execution · optimization
Ergodic robust maximisation of asymptotic growth with stochastic factor processes
Itkin, David, Koch, Benedikt, Larsson, Martin · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization · stochastic processes
Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
Jonas Kremer, Martin Friesen, Mohamed Ben Alaya · 2024 · advanced · stochastic calculus
statistical inference · stochastic processes
Error Analysis of Deep PDE Solvers for Option Pricing
Jasper Rou · 2025 · advanced · options
deep learning · machine learning · neural networks · option pricing · partial differential equations
Error analysis of truncated expansion solutions to high-dimensional parabolic PDEs
Christoph Reisinger, Rasmus Wissmann · 2017 · advanced · options
mathematical finance · numerical methods · option pricing · partial differential equations
Error Propagation in Dynamic Programming: From Stochastic Control to American Option Pricing
Andrea Della Vecchia, Damir Filipović · 2025 · advanced · options
monte carlo simulation · numerical methods · option pricing · regression
Error Propagation in Spectral Functionals of Shrinkage Covariance Estimators: Perturbation Bounds and Calibrated Inference
Ahmad Koman · 2026 · advanced · statistics
hypothesis testing · monte carlo simulation · statistical inference · statistics
ESG and financial performance: Link intensity during the COVID-19 pandemic
Batoul El Mawla, Jacques Igalens, Nassima Selmane · 2026 · intermediate · statistics
esg · financial economics
ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence
Jiayu Yi, Minxuan Hu, Wenxi Sun · 2026 · advanced · risk management
causal inference · equity markets · esg · machine learning · tail risk
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
Eeshaan Dutta, Sarthak Diwan, Siddhartha P. Chakrabarty · 2024 · intermediate · quantitative trading
algorithmic trading · backtesting · esg · pairs trading · sustainable investing
ESG In Corporate Filings: An AI Perspective
Irene Aldridge, Payton Martin · 2022 · intermediate · machine learning
esg · machine learning · regression
ESG Reputation Risk Matters: An Event Study Based on Social Media Data
Adrien Desroziers, Fabio Caccioli, Maxime L. D. Nicolas · 2023 · intermediate · statistics
esg · statistical inference
ESG Risk: Lessons Learned from Utility Theory
Christoph Knochenhauer, Sebastian Geissel · 2025 · advanced · risk management
esg · portfolio management · portfolio optimization · risk management
ESG Signaling on Wall Street in the AI Era
Qionghua Chu · 2025 · intermediate · other
capital structure · esg · regression
ESG Thematic Bonds in Emerging Markets: Risk, Uncertainty, and Ambiguity
Laurens A. P. Swinkels, Miloš Vulanović, Nebojsa Dimic · 2025 · intermediate · fixed income
esg · fixed income · sustainable investing
ESG-valued discrete option pricing in complete markets
Svetlozar T. Rachev, W. Brent Lindquist, Yuan Hu · 2022 · intermediate · options
asset pricing · derivatives · esg · option pricing
ESG-Valued Portfolio Optimization and Dynamic Asset Pricing
Davide Lauria, Stefan Mittnik, Svetlozar T. Rachev · 2022 · advanced · portfolio management
asset pricing · esg · option pricing · portfolio optimization
Essays on corporate finance : Insights on aspects of the general business environment
Verplancke, Frederik · 2021 · intermediate · other
corporate finance
Essays on financial stability and regulation
Mathilde Dufouleur · 2025 · advanced · risk management
credit risk · financial stability
Essays on Household Financial Decision-Making
Castagno, Elisa · 2025 · intermediate · other
pensions
Essays on incentive contract and corporate finance
Yu, Zeng · 2024 · advanced · risk management
banking · systemic risk
Estimating a Density Ratio Model for Stock Market Risk and Option Demand
Dalderop, J., Linton, O. B. · 2024 · advanced · statistics
option pricing · statistical inference
Estimating Ambiguity Aversion in a Portfolio Choice Experiment
Ahn, David, Choi, Syngjoo, Gale, Douglas · 2009 · intermediate · portfolio management
behavioral economics
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
Asai, M., McAleer, M.J., Peiris, S. · 2016 · advanced · time series
monte carlo simulation · statistical inference · time series · volatility forecasting
Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
Inwoo Tae, Juchan Kim, Yongjae Lee · 2025 · advanced · portfolio management
machine learning · optimization · portfolio optimization
Estimating Dynamic Equilibrium Models using Macro and Financial Data
Bent Jesper Christensen, Michel van der Wel, Olaf Posch · 2011 · advanced · statistics
econometrics · statistical inference · time series
Estimating Exchange Rate Equations Using Estimated Expectations
Ray C. Fair · 2008 · advanced · time series
econometrics · foreign exchange · time series
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
Li, D., Linton, O. B., Zhang, H. · 2024 · advanced · time series
econometrics · statistics
Estimating Global Investor Views with Reverse Optimization
Two Sigma · 2020 · intermediate · portfolio management
portfolio management
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
Ingmar Nolte, Valeri Voev · 2008 · advanced · statistics
econometrics · market microstructure · statistics
Estimating long memory in volatility
Clifford M. Hurvich, Eric Moulines, Philippe Soulier · 2005 · advanced · time series
statistical inference · statistics · time series
Estimating Multivariate Volatility Models Equation by Equation
Christian Francq, Jean-Michel Zakoïan · 2016 · advanced · time series
garch · time series
Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure
Lloyd, S. P. · 2017 · advanced · fixed income
fixed income · interest rates · term structure models
Estimating Operational Risk for Hedge Funds: The ?-Score
Bing Liang, Christopher Schwarz, Stephen Brown · 2009 · advanced · risk management
hedge funds · statistics
Estimating Private Equity Returns from Limited Partner Cash Flows
Andrew Ang, Bingxu Chen, Ludovic Phalippou · 2018 · advanced · statistics
time series
Estimating quadratic variation using realised volatility
Neil Shephard, Ole E. Barndorff-Nielsen · 2001 · advanced · statistics
stochastic processes
Estimating real-world probabilities: A forward-looking behavioral framework
Ricardo Crisóstomo · 2020 · advanced · derivatives
behavioral finance
Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing
Manuela Pedio, Marta Giampietro, Massimo Guidolin · 2017 · advanced · statistics
asset pricing · commodities · statistical inference
Estimating Stochastic Volatility Models using Prediction-based Estimating Functions
Anne Floor Brix, Asger Lunde · 2013 · advanced · statistics
monte carlo simulation · statistical inference
Estimating structural bond pricing models via simulated maximum likelihood
Bruche, Max · 2005 · advanced · fixed income
credit risk · fixed income · monte carlo simulation · statistical inference
Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method
Weihuan Huang · 2023 · advanced · risk management
financial networks · statistical inference · systemic risk
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models
Bekiros, S., Georgoutsos, D. · 2006 · advanced · time series
equity markets · extreme value theory · garch · tail risk
Estimating the Hurst parameter from the zero vanna implied volatility and its dual
Elisa Alos, Frido Rolloos, Kenichiro Shiraya · 2025 · advanced · options
options
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX
Ishida, I., McAleer, M.J., Oya, K. · 2011 · advanced · statistics
statistical inference · stochastic processes
Estimating the Risk-Return Trade-Off With Overlapping Data Inference
Esben Hedegaard, Robert J. Hodrick · 2014 · advanced · statistics
asset pricing · capm · econometrics · statistical inference
Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence
Markus Bibinger, Markus Reiss, Nikolaus Hautsch · 2014 · advanced · statistics
econometrics · stochastic processes
Estimating the Stochastic Discount Factor from Option Prices and Predicting the Equity Premium
Akira Yamazaki, Kenichiro Shiraya, Tomohisa Yamakami · 2026 · advanced · statistics
asset pricing · option pricing
Estimating Time-Varying Factor Exposures (Corrected October 2017)
Aleksander Sobczyk, Ananth Madhavan, Andrew Ang · 2017 · intermediate · portfolio management
factor investing · mutual funds · performance attribution
Estimating Yield Curves by Kernel Smoothing Methods
C. Tanggaard, E. Mammen, J. Nielsen · 1998 · intermediate · fixed income
fixed income · interest rates · statistics
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
Anders B. Kock, Laurent A. F. Callot, Marcelo C. Medeiros · 2014 · advanced · time series
regression · time series
Estimation and Inference in Semiparametric Quantile Factor Models
Gao, J., Linton, O., Ma, S. · 2019 · advanced · statistics
econometrics · panel data · statistical inference
Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy
Hans Dewachter, Konstantijn Maes, Marco Lyrio · 2001 · advanced · fixed income
econometrics · fixed income · interest rates · term structure models
Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case
Hafner, C. M., Linton, O. · 2016 · advanced · statistics
statistical inference · statistics
Estimation of an Order Book Dependent Hawkes Process for Large Datasets
Alessio Sancetta, Luca Mucciante · 2023 · advanced · quantitative trading
algorithms · high frequency trading · statistical inference · stochastic processes
Estimation of bid-ask spreads in the presence of serial dependence
Hugo Roccaro, Matthieu Garcin, Xavier Brouty · 2024 · advanced · quantitative trading
market microstructure · statistical inference · stochastic processes
Estimation of growth in fund models
Constantinos Kardaras, Hyeng Keun Koo, Johannes Ruf · 2022 · advanced · portfolio management
bayesian statistics · portfolio optimization · statistical inference
Estimation of Large Financial Covariances: A Cross-Validation Approach
Stefan Zohren, Vincent Tan · 2020 · advanced · portfolio management
statistics · time series
Estimation of latent factors for high-dimensional time series
Bathia, Neil, Lam, Clifford, Yao, Qiwei · 2011 · advanced · time series
statistics · time series
Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes
Jeffrey Frankel · 2023 · advanced · time series
econometrics · statistical inference · time series
Estimation of partial differential equations with applications in finance
Kristensen, Dennis · 2004 · advanced · statistics
asset pricing · option pricing · partial differential equations · statistical inference
Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data
Rituparna Sen, Suparna Biswas · 2024 · advanced · risk management
insurance · monte carlo simulation · statistical inference · statistics
Estimation of Stochastic Volatility Models by Nonparametric Filtering
Dennis Kristensen, Shin Kanaya · 2010 · advanced · statistics
statistical inference · stochastic processes
Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling
Yujuan Qiu · 2024 · advanced · risk management
extreme value theory · garch · time series
Estimation of the Adjusted Standard-deviatile for Extreme Risks
Fan Yang, Haoyu Chen, Tiantian Mao · 2024 · advanced · risk management
extreme value theory · statistical inference · statistics
Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Adam McCloskey · 2012 · advanced · time series
econometrics · statistical inference · stochastic processes · time series
Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
Mark Podolskij, Mathias Vetter · 2007 · advanced · statistics
market microstructure · statistics · stochastic processes
Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments
Kim, Jihyun, Park, Joon, Wang, Bin · 2020 · advanced · statistics
jump processes · statistics
ETF construction on CRIX
Konstantin Häusler · 2022 · intermediate · portfolio management
cryptocurrencies · exchange traded funds · transaction costs
EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods
Deshinta Arrova Dewi, Hongcheng Ding, Ruiting Deng · 2024 · advanced · machine learning
deep learning · financial machine learning · foreign exchange · large language models · natural language processing
Eurobond underwriter spreads
Esho, Neil, Kollo, Michael G., Sharpe, Ian G. · 2004 · intermediate · fixed income
corporate finance · fixed income
Europe’s ‘New’ Stock Markets
Laura Bottazzi, Marco Da Rin · intermediate · other
capital structure · corporate finance · equity markets · financial economics
European banks and Fed liquidity facilities during the Global Financial Crisis: Good news for the bad and bad news for the good
Catherine Refait-Alexandre, Hervé Alexandre, Larry D Wall · 2024 · intermediate · risk management
banking · credit risk
European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?
K. Rouwenhorst · 2000 · intermediate · statistics
equity markets · financial economics
European Financial Ecosystems. Comparing France, Sweden, UK, and Italy
Stefano Caselli, Marta Zava · 2025 · intermediate · other
equity markets · financial economics
European Financial Integration through Securitization
Jesper Riedler, Karolin Kirschenmann, Tobias Schuler · 2018 · intermediate · risk management
banking · financial economics · securitization
European government bond market integration in turbulent times
Helena Chuliá, Pilar Abad · 2014 · intermediate · fixed income
regression
European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning
Arun Kumar, Arvind Kumar Gupta, Naman Krishna Pande · 2024 · advanced · options
deep learning · machine learning · numerical methods · option pricing · partial differential equations
European Option Pricing of electricity under exponential functional of Lévy processes with Price-Cap principle
Antoine-Marie Bogso, Martin Kegnenlezom, Patrice Takam Soh · 2019 · advanced · options
derivatives · jump processes · numerical methods · option pricing · partial differential equations
European Option Pricing Under Generalized Tempered Stable Process: Empirical Analysis
A. H. Nzokem · 2023 · advanced · options
numerical methods · option pricing
European Options in Market Models with Multiple Defaults: the BSDE approach
James Wheeldon, Miryana Grigorova · 2026 · advanced · stochastic calculus
credit risk · martingales · option pricing · stochastic differential equations · stochastic processes
European Power Option Pricing with Extended Vasicěk Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions
Jingwei Liu · 2022 · advanced · options
interest rates · option pricing · stochastic calculus · stochastic processes
European Sovereign Bond and Stock Market Granger Causality Dynamics
Gomes, Pedro, Kurter, Zeynep O., Morita, Rubens · 2022 · advanced · time series
econometrics · equity markets · time series
European Stock Market Dynamics Before and After the Introduction of the Euro
Joseph Friedman, Yochanan Shachmurove · 2005 · intermediate · time series
econometrics · equity markets · time series
Evaluating AI Investment Strategies
Irene Aldridge · 2026 · advanced · machine learning
machine learning
Evaluating and Comparing Risk Model Performance
Anthony Lazanas, Jose Menchero · 2023 · intermediate · risk management
volatility forecasting
Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
Kei Nakagawa, Masanori Hirano, Yugo Fujimoto · 2024 · intermediate · machine learning
large language models · natural language processing
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
Robert Taylor · 2024 · advanced · machine learning
credit derivatives · deep learning · financial machine learning · machine learning · time series · volatility forecasting
Evaluating Financial Relational Graphs: Interpretation Before Prediction
Lanxin Lu, Rian Dolphin, Ruihai Dong · 2024 · intermediate · machine learning
financial machine learning · machine learning
Evaluating hedge fund performance: a stochastic dominance approach
Li, Sheng, Linton, Oliver · 2007 · advanced · portfolio management
hedge funds · hypothesis testing · portfolio management · statistical inference
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
Bowei Guo, Jing Li, Kuo-Ping Chang · 2025 · intermediate · portfolio management
derivatives
Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices
Alberto Manzano, Andrea Pallavicini, Carlos Vázquez · 2024 · advanced · options
commodities · model calibration · option pricing
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models
Rombouts, J.V.K., Verbeek, M.J.C.M. · 2009 · advanced · risk management
garch · risk management · statistics · time series
Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance
Chang Liu · 2026 · intermediate · portfolio management
backtesting
Evaluating the Financial Instability Hypothesis: A Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations
Alejandro Van der Ghote, Antoine Camous · 2024 · advanced · risk management
economic policy · financial economics · financial stability
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
Akihiko Noda, Kenichi Hirayama · 2020 · advanced · statistics
econometrics · financial economics · market efficiency · time series
Evaluating the Performance of Emerging Markets Equity Exchange-Traded Funds
Blitz, D, Joop Huij · 2012 · intermediate · portfolio management
equity markets · exchange traded funds
Evaluating the Performance of Foreign Exchange Hedges
Jack D. Glen · intermediate · portfolio management
foreign exchange · portfolio management
Evaluating the Performance of Global Emerging Markets Equity Exchange-Traded Funds
David C. Blitz, Joop Huij · 2011 · intermediate · portfolio management
equity markets · exchange traded funds
Evaluating the Probability of Failure of a Banking Firm
Moshe Buchinsky, Oved Yosha · 1995 · intermediate · risk management
banking
Evaluating the resilience of ESG investments in European Markets during turmoil periods
Barbara Iannone, Pierdomenico Duttilo, Stefano Antonio Gattone · 2025 · intermediate · portfolio management
equity markets · esg · sustainable investing
Evaluating utility in synthetic banking microdata applications
Ben Moews, Hugo E. Caceres · 2024 · advanced · risk management
banking · statistics
Evaluating Volatility and Correlation Forecasts
Andrew J. Patton, Kevin Keith Sheppard · 2009 · advanced · time series
statistical inference · statistics · volatility forecasting
Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
Chung I Lu · 2023 · advanced · machine learning
deep learning · portfolio management · portfolio optimization · reinforcement learning
Evaluation of Electricity Market Clearing Mechanisms via Reinforcement Learning: Prices, Remuneration and Competitive Dynamics
Andrea Altamura, Antonio Frangioni, Fabrizio Lacalandra · 2026 · advanced · machine learning
machine learning · reinforcement learning
Evaluation of equity-based debt obligations
Alexander Fromm · 2019 · advanced · stochastic calculus
mathematical finance · stochastic calculus · stochastic differential equations
Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Gollier, Christian · 2015 · advanced · fixed income
asset pricing
Evaluation of the Fair Credit Risk Premium in Commercial Lending
Emmanuel Lépinette, Sofiane Aboura · 2018 · advanced · risk management
banking · credit risk · mathematical finance
Evaluation Periods and Asset Prices in a Market Experiment
Gneezy, U., Kapteyn, A., Potters, J.J.M. · 2002 · beginner · portfolio management
behavioral economics · behavioral finance
Event History Over Scale: Compact Transformers for Low-Latency Limit Order Book Forecasting
David Schaurecker, Kevin O'Sullivan, Lasse B. Strand · 2026 · advanced · machine learning
deep learning · financial machine learning · market microstructure · neural networks · time series
Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading
Qiyao Wei, Yueyi Wang · 2025 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · natural language processing
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
Anatoliy Swishchuk, Luca Lalor · 2025 · advanced · quantitative trading
algorithmic trading · high frequency trading · market making · market microstructure · neural networks · reinforcement learning
Event-Driven Market Co-Movement Dynamics in Critical Mineral Equities: An Empirical Framework Using Change Point Detection and Cross-Sectional Analysis
Haibo Wang · 2026 · intermediate · statistics
exchange traded funds · time series
Event-Time Anchor Selection for Multi-Contract Quoting
Aditya Nittur Anantha, Dhruv Misra, Shashi Jain · 2025 · advanced · quantitative trading
algorithmic trading · high frequency trading · liquidity · market microstructure
Event-Time Order-Flow Memory, Operational-Time Impact, and Subordinated Market Observables
Christopher Angstmann, Tim Gebbie · 2026 · advanced · quantitative trading
market microstructure · stochastic processes
EverMine: Dissecting the Self-Evolution of Research Capabilities in Long-Horizon Alpha Research
Jiangfeng Zhang, Mingyang Xu, Rui Yao · 2026 · advanced · portfolio management
portfolio management
Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask
Lorenzo Silotto, Marco Bianchetti, Marco Scaringi · 2021 · advanced · risk management
derivatives · interest rates · model risk · monte carlo simulation · numerical methods · risk management
Evidence of Crowding on Russell 3000 Reconstitution Events
Alessandro Micheli, Eyal Neuman · 2020 · intermediate · quantitative trading
quantitative trading
Evidence on Financial Globalization and Crisis: Geographic/Bilateral External Balance Sheets
Sá, P. · 2010 · intermediate · risk management
financial economics · financial networks
Evolution of Financial Time Series Clusters (Discussion Paper)
Davide Azzalini, Fabio Azzalini, Letizia Tanca · 2019 · intermediate · time series
time series
Evolution of Market Microstructure in the Age of AI
Irene Aldridge · 2026 · intermediate · quantitative trading
high frequency trading · market making · market microstructure
Evolution of Shares in a Proof-of-Stake Cryptocurrency
Rosu, Ioanid, Saleh, Fahad · 2019 · advanced · stochastic calculus
cryptocurrencies · martingales · probability · stochastic processes
Evolutionary Behavioural Finance: A Model with Endogenous Asset Payoffs
Igor V. Evstigneev, Mohammad Javad Vanaei · 2022 · advanced · other
asset pricing · behavioral finance · financial economics
Evolutionary Beliefs and Financial Markets
Clotilde Napp, Elyès Jouini, Yannick Viossat · 2012 · advanced · other
financial economics
Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance
Chen-Yang Zhong, Fei Ren, Li-Xin Zhong · 2020 · advanced · quantitative trading
quantitative trading
Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
Chen Liu, Haochen Luo, Jiandong Chen · 2025 · advanced · portfolio management
factor investing · large language models · optimization · portfolio optimization
Evolutionary Finance: Models with Short-Lived Assets
Zerong Chen · 2024 · advanced · portfolio management
financial economics · stochastic processes
Evolutionary Portfolio Selection with Liquidity Shocks
Enrico De Giorgi · advanced · risk management
insurance · liquidity · liquidity risk · portfolio management
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments
Anufriev, M., Hommes, C.H. · 2011 · intermediate · time series
asset pricing · financial economics
Evolutionary Stability of Portfolio Rules in Incomplete Markets
Klaus Reiner Schenk-Hoppé, Thorsten Hens · 2003 · advanced · portfolio management
portfolio management · stochastic processes
Evolutionary Stable Stock Markets
Igor Evstigneev, Klaus Reiner Schenk-Hoppé, Thorsten Hens · 2003 · advanced · portfolio management
asset pricing · portfolio management · stochastic processes
Evolutionary strategic beliefs and financial markets
Clotilde Napp, Elyès Jouini, Yannick Viossat · 2012 · advanced · other
financial economics
EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals
Anand Deo · 2025 · advanced · risk management
extreme value theory · optimization · risk management · tail risk
EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
Jacky Chen, Konstantinos N. Plataniotis, Parvin Malekzadeh · 2024 · advanced · options
derivatives · extreme value theory · machine learning · options hedging · reinforcement learning · risk management
Ex-Post : The Investment Performance of Collectible Stamps
Dimson, E., Spaenjers, C. · 2009 · intermediate · statistics
financial economics
Exact calibration of structural models via time-change
Damiano Brigo, Frédéric Vrins · 2026 · advanced · risk management
brownian motion · credit risk · mathematical finance · model calibration · stochastic processes
Exact conditional simulation of Point processes: Application to pathwise market impact estimation
Grégoire Szymanski, Joseph Leclère, Mathieu Rosenbaum · 2026 · advanced · quantitative trading
algorithms · stochastic processes
Exact Formulas for Expected Hedging Error and Transactions Costs in Option Replication
Klaus Bjerre Toft. · 1994 · advanced · options
derivatives · mathematical finance · options hedging · transaction costs
Exact Replication of the Best Rebalancing Rule in Hindsight
Alex Garivaltis · 2018 · advanced · options
asset pricing · brownian motion · derivatives · option pricing
Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Loève expansions
Jaehyuk Choi · 2024 · advanced · stochastic calculus
stochastic processes
Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
Kiyoshi Kanazawa, Yuki Sato · 2023 · advanced · quantitative trading
market microstructure
Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory
Hideki Takayasu, Kiyoshi Kanazawa, Misako Takayasu · 2022 · advanced · quantitative trading
market microstructure · probability · stochastic processes
Exact Solutions for Expected Rates of Return Under Markov Regime Switching: Implications for the Equity Premium Puzzle
Andrew B. Abel · advanced · statistics
asset pricing · financial economics · stochastic processes
Exact Solutions for Optimal Investment Strategies and Indifference Prices under Non-Differentiable Preferences
Marcellino Gaudenzi, Michel Vellekoop · 2018 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
Exact Terminal Condition Neural Network for American Option Pricing Based on the Black-Scholes-Merton Equations
Benzhuo Lu, Wenxuan Zhang, Yixiao Guo · 2025 · advanced · options
deep learning · machine learning · neural networks · numerical methods · option pricing · partial differential equations
Exact Trade-Level Attribution of FRTB-IMA Capital
Yuhe Sui · 2026 · advanced · risk management
market risk
Exact Value Solution to the Equity Premium Puzzle
Atilla Aras · 2026 · intermediate · statistics
asset pricing · capm · equity markets · financial economics
Exactly solvable model for the diffusive price-dynamics paradox under long-range correlated market-order flow
Kiyoshi Kanazawa, Shunta Fujiwara, Yuki Sato · 2026 · advanced · quantitative trading
financial economics · market microstructure · stochastic processes · time series
Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
Akihiko Noda · 2021 · advanced · time series
econometrics · market efficiency · time series
Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market
Mohammadreza Mahmoudi · 2023 · intermediate · time series
cryptocurrencies · econometrics · time series
Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets
Adrián Fernandez-Perez, Marta Gómez-Puig, Simón Sosvilla-Rivero · 2025 · advanced · risk management
credit risk · financial networks · liquidity risk
Examples and Counterexamples of Cost-efficiency in Incomplete Markets
Carole Bernard, Stephan Sturm · 2024 · advanced · portfolio management
mathematical finance
Exceptional Expectations: U.S. vs. Non-U.S. Equities
Antti Ilmanen, Thomas Maloney · 2025 · intermediate · portfolio management
equity markets · equity valuation · performance attribution
Excess Covariance and Dynamic Instability in a Multi-Asset Model
Anufriev, M., Bottazzi, G., Marsili, M. · 2011 · advanced · time series
asset pricing · stochastic processes
Excess Liquidity, Bank Pricing Rules, and Monetary Policy
Karim El Aynaoui, Pierre-Richard Agénor · 2008 · intermediate · risk management
banking · credit markets · interest rates
Excess Out-of-Sample Risk and Fleeting Modes
Iacopo Mastromatteo, Jean-Philippe Bouchaud, Konstantin Tikhonov · 2022 · advanced · risk management
statistics
Excessive stock price dispersion: a regression test of cross-sectional volatility
Bulkley, George, Snell, Andy, Tonks, Ian · 1996 · intermediate · statistics
asset pricing · equity markets · hypothesis testing · market efficiency · regression
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
Hammoudeh, S.M., McAleer, M.J., Yuan, Y. · 2010 · advanced · time series
commodities · foreign exchange · garch · time series
Exchange Rate Determination for Cryptocurrency Mergers: A Formal Framework
Daniela Visetti, Massimiliano Sala · 2026 · advanced · other
cryptocurrencies · liquidity
Exchange Rate Exposure and Firm Dynamics
Salomao, Juliana, Varela, Liliana · 2018 · advanced · risk management
econometrics · financial economics · foreign exchange · model calibration
Exchange Rate Exposure, Hedging, and the Use of Foreign Currency Derivatives
Eli Ofek, George Allayannis · 1997 · intermediate · risk management
derivatives · foreign exchange · risk management
Exchange rate predictability
Barbara Rossi · 2013 · advanced · time series
econometrics · foreign exchange
Exchange Rate Risk and Business Cycles
Lloyd, S. P., Marin, E. A. · 2019 · advanced · derivatives
asset pricing · financial economics · foreign exchange
Exchange rate risk and convergence to the Euro
Orlowski, Lucjan T. · 2004 · intermediate · risk management
economic policy · foreign exchange
Exchange Rate Risk Exposure Related to Public Debt Portfolio of Pakistan: Application of Value-at-Risk Approaches
Farhan Akbar, Thierry Chauveau · 2009 · intermediate · risk management
foreign exchange · market risk · risk management
Exchange rate volatility and central bank interventions
Panthaki, Freyan · 2005 · intermediate · time series
foreign exchange
Exchange Rates and Asset Prices in a Global Demand System
Motohiro Yogo, Ralph S. J. Koijen · 2020 · advanced · statistics
asset pricing · financial economics · foreign exchange
Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?
Kilian, L. · 1997 · advanced · statistics
econometrics · hypothesis testing · statistical inference
Exchange Rates and Government Debt
Federico Favaretto · 2023 · intermediate · time series
econometrics · foreign exchange · interest rates · time series
Exchange rates and monetary policy uncertainty
Mueller, Philippe, Tahbaz-Salehi, Alireza, Vedolin, Andrea · 2016 · intermediate · quantitative trading
foreign exchange
Exchange-Traded Funds 101 for Economists
Ananth Madhavan, Martin Lettau · 2018 · beginner · portfolio management
exchange traded funds
Exchanges of innovation resources inside venture capital portfolios
Gonzalez-Uribe, Juanita · 2020 · advanced · other
other
Execution Realism and Reproducibility in LLM-Based Trading Systems: A Systematic Scoping Review and Evidence Audit
Baichuan Li, Jiayu Long, Junyi Yao · 2026 · advanced · quantitative trading
algorithmic trading · backtesting · large language models
Executive compensation and competition in the banking and financial sectors
Cuñat, Vicente, Guadalupe, Maria · 2007 · intermediate · other
banking · causal inference · financial economics · panel data
EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction
Dinggao Liu, Robert Ślepaczuk, Zhenpeng Tang · 2025 · advanced · time series
deep learning · financial machine learning · foreign exchange · machine learning · neural networks · time series
Existence and convergence of discrete-time Kyle models with multiple insiders
Jin Choi, Kasper Larsen · 2026 · advanced · quantitative trading
market microstructure · mathematical finance
Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets
Christoph Czichowsky, David Martins, Martin Herdegen · 2024 · advanced · stochastic calculus
asset pricing · mathematical finance · stochastic processes
Existence of pseudo-equilibria in a financial economy
Bernard Cornet, Philippe Bich · 2009 · advanced · other
financial economics
Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels
Benjamin Jourdain, Hervé Andrès · 2024 · advanced · stochastic calculus
stochastic calculus · stochastic processes
Exogenous and endogenous price jumps belong to different dynamical classes
Jean-Philippe Bouchaud, Michael Benzaquen, Riccardo Marcaccioli · 2022 · advanced · time series
time series
Expanding the rough Heston model in $H$
Dörte Kreher, Paul P. Hager · 2026 · advanced · stochastic calculus
mathematical finance · rough volatility
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Antonis Papapantoleon, Julien Hok, Philip Ngare · 2018 · advanced · options
derivatives · foreign exchange · interest rates · option pricing · stochastic calculus
Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
Kenji Nagami · 2019 · advanced · options
foreign exchange · interest rates · monte carlo simulation · option pricing
Expansionary yet different: credit supply and real effects of negative interest rate policy
Andrea F. Presbitero, Andrea Polo, Camelia Minoiu · 2020 · advanced · risk management
banking · causal inference · credit markets · economic policy · interest rates
Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds
Julia Anna Bingler · 2022 · intermediate · fixed income
fixed income
Expectation and Price in Incomplete Markets
Paul McCloud · 2020 · advanced · derivatives
derivatives · measure theory · optimization
Expectations and Bubbles in Asset Pricing Experiments
Hommes, C.H., Sonnemans, J., Tuinstra, J. · 2002 · intermediate · statistics
asset pricing
Expectations and Investment
Andrei Shleifer, Nicola Gennaioli, Yueran Ma · 2016 · intermediate · other
corporate finance · financial economics
Expectations Data in Asset Pricing
Klaus Adam, Stefan Nagel · 2022 · advanced · statistics
asset pricing · financial economics
Expectations Formation with Fat-tailed Processes: Evidence from Sales Forecasts
Adam Rej, David Thesmar, Eugene Larsen-Hallock · 2022 · intermediate · time series
time series
Expectations, Bond Yields and Monetary Policy
Albert Lee Chun · 2010 · advanced · fixed income
fixed income · interest rates · term structure models
Expected Business Conditions and Bond Risk Premia
Jonas Nygaard Eriksen · 2015 · advanced · fixed income
asset pricing · fixed income · regression
Expected Utility Regret Rule: Minimax and Bayes Optimal Portfolio Choice
Masahiro Kato · 2026 · advanced · portfolio management
portfolio optimization · statistics
Experience, Screening and Syndication in Venture Capital Investments
Casamatta, Catherine, Haritchabalet, Carole · 2007 · advanced · other
other
Experimental Based, Agent Based Stock Market
Grazzini, J. · 2011 · intermediate · quantitative trading
quantitative trading
Experiments on Expectations in Macroeconomics and Finance
Assenza, T., Bao, T., Hommes, C.H. · 2014 · intermediate · other
asset pricing · financial economics
EXPERTS' EARNING FORECASTS: BIAS, HERDING AND GOSSAMER INFORMATION
Jean‐Philippe Bouchaud, Olivier Guedj · 2005 · intermediate · statistics
equity markets
Expiring Assets in Automated Market Makers
Hammurabi Mendes, Jonad Pulaj, Kenan Wood · 2024 · advanced · quantitative trading
liquidity · market making
Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach
Stanley Kok, Xue Wen Tan · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks
Explainable AI in Request-for-Quote
Qiqin Zhou · 2024 · intermediate · quantitative trading
machine learning · market making · regression
Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering
Marc Schmitt · 2024 · intermediate · machine learning
credit risk · financial machine learning · machine learning
Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models
Fabrizio Lillo, Manuel Naviglio · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure · neural networks · time series
Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach
Mao Guan, Xiao-Yang Liu · 2021 · advanced · machine learning
deep learning · portfolio management · reinforcement learning
Explainable Federated Learning for U.S. State-Level Financial Distress Modeling
Fernando Spadea, Lorenzo Carta, Oshani Seneviratne · 2025 · intermediate · machine learning
credit risk · financial machine learning · machine learning
Explainable Patterns in Cryptocurrency Microstructure
Bartosz Bieganowski, Robert Ślepaczuk · 2026 · intermediate · quantitative trading
cryptocurrencies · data science · financial machine learning · machine learning · market microstructure
Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent
Alejandra de la Rica Escudero, Eduardo C. Garrido-Merchan, Maria Coronado-Vaca · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · portfolio management · reinforcement learning
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
Agustín García-García, Julio E. Sandubete, Pablo Hidalgo · 2025 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Explainable Regime Aware Investing
Amine Boukardagha · 2026 · advanced · portfolio management
machine learning · portfolio management · statistical inference · time series
Explainable Risk Classification in Financial Reports
Stanley Kok, Xue Wen Tan · 2024 · intermediate · machine learning
deep learning · financial machine learning · natural language processing
Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100
Andac Akyuz, Kerem Colak, Sukru Selim Calik · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · time series
Explaining and Predicting Sovereign Credit Risk with Exchange Rate Volatility
Johan G. Duyvesteyn, Martin P.E. Martens · 2011 · advanced · risk management
credit risk · foreign exchange · time series
Explaining Asset Prices with Low Risk Aversion and Low Intertemporal Substitution
Kasper Jørgensen, Martin M. Andreasen · 2016 · advanced · statistics
asset pricing · financial economics
Explaining Currency Crises: A Duration Model Approach
M M Tudela · 2001 · advanced · statistics
econometrics
Explaining hedge fund index returns
CFM · 2017 · intermediate · portfolio management
hedge funds · regression · trend following
Explaining Launch Spreads on Structured Bonds
Maciej Firla-Cuchra · 2005 · advanced · fixed income
credit risk · securitization
Explaining London's Dominance in International Financial Services, 1870-1913
Sarah Cochrane · 2009 · intermediate · other
banking
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices
Dimitrios D. Thomakos, Platon Monokroussos, Thomas A. Alexopoulos · 2016 · intermediate · risk management
banking
Explaining Risks: Axiomatic Risk Attributions for Financial Models
Dangxing Chen · 2025 · intermediate · machine learning
financial machine learning · machine learning
Explaining the forward interest rate term structure
Andrew Matacz, Jean-Philippe Bouchaud · 1999 · advanced · fixed income
fixed income · interest rates · term structure models
Explaining Variations in Private Equity: A Panel Approach
Kumar, Vinay, Leachman, Lori, Orleck, Scott · 2002 · intermediate · statistics
financial economics · panel data
Explicit characterization of the super-replication strategy in financial markets with partial transaction costs
Bruno Bouchard, Imen Bentahar · 2007 · advanced · options
optimization · options hedging · stochastic processes
Explicit Finite-Sum Tail Risk Measures for Hierarchical Market--Credit Copula Aggregation
Eric Dal Moro, Luisa Tibiletti, Simone Farinelli · 2026 · advanced · risk management
copulas · credit risk · market risk · risk management · tail risk
Explicit local volatility formula for Cheyette-type interest rate models
Alexander Gairat, Vadim Shcherbakov, Vyacheslav Gorovoy · 2025 · advanced · fixed income
interest rates
Explicit option valuation in the exponential NIG model
Jean-Philippe Aguilar · 2020 · advanced · options
derivatives · option pricing · stochastic processes
Explicit Rational Formulae for Bachelier (Normal) Implied Volatility
Fabien Le Floc'h · 2026 · intermediate · options
option pricing
Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs
Amal Omrani, Emmanuel Lepinette · 2025 · advanced · options
mathematical finance · transaction costs
Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step
Chinonso Nwankwo, Weizhong Dai · 2020 · advanced · options
numerical methods · option pricing · partial differential equations
Explicit Signal-Adaptive Sequential Optimal Execution Quotes
Fenghui Yu · 2026 · advanced · quantitative trading
market microstructure · optimal execution · optimization
Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
Colin D. Grab · 2024 · advanced · machine learning
algorithmic trading · deep learning · machine learning · reinforcement learning
Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
Antonio Riva, Edoardo Vittori, Lorenzo Bisi · 2024 · advanced · quantitative trading
algorithmic trading · foreign exchange · reinforcement learning · risk management · transaction costs
Exploiting the dynamics of commodity futures curves
Joelle Miffre, John Hua Fan, Robert J Bianchi · 2023 · intermediate · quantitative trading
commodities · term structure models
Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market
Charu Sharma, Niteesh Sahni, Pawanesh Pawanesh · 2024 · intermediate · machine learning
financial networks · machine learning
Exploiting Unfair Advantages: Investigating Opportunistic Trading in the NFT Market
Christopher Kruegel, Dipanjan Das, Fabio Gritti · 2023 · advanced · quantitative trading
decentralized finance
Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
Bin Li, David Saunders, Yuling Max Chen · 2025 · advanced · portfolio management
mathematical finance · portfolio management · portfolio optimization · reinforcement learning · stochastic processes
Exploratory Mean-Variance with Jumps: An Equilibrium Approach
Bin Li, David Saunders, Yuling Max Chen · 2025 · advanced · portfolio management
jump processes · portfolio optimization · reinforcement learning · stochastic processes
Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning
Sebastien Lleo, Wolfgang Runggaldier · 2026 · advanced · portfolio management
optimization · portfolio management · reinforcement learning · stochastic processes
Exploratory Utility Maximization Problem with Tsallis Entropy
Chen Ziyi, Gu Jia-wen · 2025 · advanced · machine learning
mathematical finance · optimization · reinforcement learning
Exploring Classic Quantitative Strategies
Jun Lu · 2022 · beginner · quantitative trading
time series
Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial
Arno Botha, Bernard Scheepers, Tanja Verster · 2025 · intermediate · risk management
credit risk · regression
Exploring Dynamic Asset Pricing within Bachelier Market Model
Bhathiya Divelgama, Blessing Omotade, Jagdish Gnawali · 2023 · intermediate · stochastic calculus
brownian motion · interest rates · stochastic processes · term structure models
Exploring emerging markets debt: Bond voyage?
João Gabriel Giesta de Mello Fernandes, Laurens A. P. Swinkels · 2025 · intermediate · fixed income
fixed income
Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry
Svetlozar Rachev, Yifan He · 2023 · intermediate · options
derivatives
Exploring investor behavior in Bitcoin: a study of the disposition effect
Bernhard Haslhofer, Jürgen E. Schatzmann · 2020 · intermediate · statistics
behavioral economics · behavioral finance · cryptocurrencies
Exploring Macroeconomic Sensitivities
Adrienne Ross · 2014 · intermediate · portfolio management
portfolio management
Exploring Macroeconomic Sensitivities (Supplement)
Adrienne Ross · 2017 · intermediate · portfolio management
portfolio management · risk management
Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer
Haochuan Wang · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · market microstructure · neural networks
Exploring Nonlinearities in Financial Systemic Risk
Wolski, M. · 2013 · advanced · risk management
systemic risk · time series
Exploring Price Accuracy on Uniswap V3 in Times of Distress
Eric Schertenleib, Lioba Heimbach, Roger Wattenhofer · 2022 · intermediate · quantitative trading
decentralized finance · liquidity
Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
Hetvi Waghela, Jaydip Sen, Sneha Rakshit · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study
Akhil Ahmed, Alan Tua, Keith Kam · 2023 · intermediate · risk management
insurance
Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator
Hideyuki Takagi · 2021 · intermediate · time series
time series
Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts
Erdong Chen, Mengzhong Ma, Zixin Nie · 2024 · intermediate · quantitative trading
derivatives
Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
Antonis Ballis, Ariston Karagiorgis, Christos Kallandranis · 2024 · intermediate · statistics
cryptocurrencies · statistics
Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models
Constandina Koki, Georgios Piliouras, Stefanos Leonardos · 2020 · advanced · time series
bayesian statistics · cryptocurrencies · statistical inference · time series
Exploring the Synergy of Quantitative Factors and Newsflow Representations from Large Language Models for Stock Return Prediction
Emmanuel Hauptmann, Tian Guo · 2025 · advanced · machine learning
large language models · machine learning · natural language processing
Exponential conditional volatility models
Harvey, Andrew · 2010 · advanced · time series
garch · statistical inference · statistics · time series
Exponential GARCH Modeling with Realized Measures of Volatility
Peter Reinhard Hansen, Zhuo Huang · 2012 · advanced · time series
econometrics · garch · statistics · time series
Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
Yan Dolinsky · 2025 · advanced · quantitative trading
optimization · stochastic calculus · stochastic differential equations
Exponential investors with weakly mean-reverting prices
Balazs Hoffmann, Miklos Rasonyi · 2026 · advanced · stochastic calculus
optimization · stochastic processes
Exponential Smoothing, Long Memory and Volatility Prediction
Tommaso Proietti · 2015 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Exponential Utility Maximization in a Discrete Time Gaussian Framework
Or Zuk, Yan Dolinsky · 2023 · advanced · portfolio management
mathematical finance · optimization
Exponential utility maximization in small/large financial markets
Hasanjan Sayit, Miklós Rásonyi · 2022 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations
Annika Weber, Johannes Wohlfart, Tobin Hanspal · 2020 · intermediate · statistics
equity markets
Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
Victor Olkhov · 2024 · intermediate · statistics
statistics
Extended Convolution Bounds on the Fréchet Problem: Robust Risk Aggregation and Risk Sharing
Houhan Teng, Peng Liu, Yang Liu · 2025 · advanced · risk management
optimization · probability · risk management
Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method
Harry Zheng, Yuchao Dong · 2025 · advanced · stochastic calculus
mathematical finance · optimization · stochastic processes
Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots
Akitoshi Kimura · 2026 · advanced · quantitative trading
market microstructure · statistical inference · stochastic processes
Extending Deep Learning Models for Limit Order Books to Quantile Regression
Stefan Zohren, Stephen Roberts, Zihao Zhang · 2019 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
Jingjing Chai, Olivia S. Mitchell, Raimond Maurer · 2009 · advanced · portfolio management
portfolio management · portfolio optimization
Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall
Eden Gross, Francois Toerien, Ryan Kruger · 2025 · advanced · risk management
backtesting · bayesian statistics · garch · market risk · risk management
Extension of random matrix theory to the L-moments for robust portfolio allocation
Ghislain Yanou · 2008 · advanced · portfolio management
portfolio management · portfolio optimization · statistics
Extensions to the Wealth Tax Neutrality Framework
Anders G Frøseth · 2026 · advanced · portfolio management
stochastic processes
External financial dependence and firms' crisis performance across Europe
Eppinger, Peter S., Neugebauer, Katja · 2022 · intermediate · risk management
financial economics
External financing costs and banks' loan supply: does the structure of the bank sector matter
Ostergaard, Charlotte · 2000 · advanced · risk management
banking · causal identification · financial economics · panel data
Externalities and financial crisis – enough to cause collapse?
Miller, Marcus, Zhang, Lei · 2019 · intermediate · risk management
banking · financial stability · liquidity risk · systemic risk
Externality of Stock Liquidity to the Cost of Borrowing
An Yan, Bill Francis, Iftekhar Hasan · 2016 · intermediate · risk management
causal inference · corporate finance · credit markets · liquidity
Extra-Financial Risk Factors and the Cost of Debt
Florian Berg · 2016 · intermediate · fixed income
esg
Extracting Alpha from Financial Analyst Networks
Dragos Gorduza, Stefan Zohren, Xiaowen Dong · 2024 · advanced · quantitative trading
financial networks · machine learning · momentum · neural networks · portfolio management
Extracting Information from Asset Prices: the Methodology of EMU Calculators
Carlo A. Favero, Fabrizio Iacone, Francesco Giavazzi · advanced · fixed income
interest rates · term structure models
Extracting predictive information from heterogeneous data streams using Gaussian Processes
Sid Ghoshal, Stephen Roberts · 2016 · advanced · time series
bayesian statistics · machine learning · time series
Extracting the news(worthy) from the noise
CFM · 2020 · intermediate · machine learning
natural language processing
Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
Andreas Veneris, Charles Martineau, Ege Mert Akin · 2025 · intermediate · machine learning
deep learning · machine learning · natural language processing
Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
Bartosz Uniejewski, Katarzyna Chęć, Rafał Weron · 2025 · intermediate · time series
time series
Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models
Tristan Guillaume · 2026 · advanced · options
derivatives · numerical methods · option pricing · partial differential equations · stochastic processes
Extremal cases of distortion risk measures with partial information
Chuancun Yin, Hui Shao, Mengshuo Zhao · 2024 · advanced · risk management
probability · tail risk
Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing
Wenjun Jiang, Yiying Zhang, Zhenfeng Zou · 2026 · advanced · risk management
mathematical finance · optimization · probability · risk management
Extreme Coexceedances in New EU Member States’ Stock Markets
Angelo Ranaldo, Charlotte Christiansen · 2007 · intermediate · statistics
econometrics · equity markets · regression · statistics
Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example
Anton J. Heckens, Benjamin Köhler, Thomas Guhr · 2026 · advanced · risk management
extreme value theory · statistics · tail risk · time series
Extreme-case Range Value-at-Risk under Increasing Failure Rate
Taizhong Hu, Yuting Su, Zhenfeng Zou · 2025 · advanced · risk management
risk management
Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options
Andrew Papanicolaou · 2021 · advanced · options
mathematical finance · option pricing · tail risk
f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures
Rui Ding · 2023 · advanced · portfolio management
capm · mathematical finance · portfolio management · portfolio optimization · risk management
F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50
Siddharth Gavhale · 2025 · intermediate · quantitative trading
backtesting
Fact and Fiction About Low-Risk Investing
Andrea Frazzini, Ron Alquist · 2020 · intermediate · portfolio management
asset pricing
Fact or friction: Jumps at ultra high frequency
Kim Christensen, Mark Podolskij, Roel Oomen · 2011 · advanced · statistics
equity markets · foreign exchange · jump processes · statistics
Fact, Fiction and Momentum Investing
Andrea Frazzini, Ronen Israel · 2014 · intermediate · portfolio management
momentum
Fact, Fiction and Value Investing
Andrea Frazzini, Ronen Israel · 2015 · intermediate · portfolio management
equity markets
Fact, Fiction, and Factor Investing
Charles Fattouche, Cliff Asness, Michele L. Aghassi · 2022 · intermediate · portfolio management
factor investing
Factor Engine: A Python Library for Systematic Financial Factor Computation and Analysis
Ata Keskin · 2026 · intermediate · programming
factor investing · python
Factor Exposure Heterogeneity in Green and Brown Stocks
David Ardia, Gabriel Lortie-Cloutier, Keven Bluteau · 2023 · intermediate · portfolio management
factor investing
Factor Investing in Sovereign Bond Markets: Deep Sample Evidence
Guido Baltussen, Martin P.E. Martens, Olaf Penninga · 2021 · intermediate · portfolio management
factor investing · fixed income · portfolio management
Factor Investing in the Corporate Bond Market
Jeroen van Zundert, Patrick Houweling · 2017 · intermediate · portfolio management
factor investing · fixed income
Factor models for Chinese A-shares
Laurens A. P. Swinkels, Maarten Jansen, Matthias Xaver Hanauer · 2023 · intermediate · statistics
asset pricing · equity markets · factor investing
Factor models of stock returns: GARCH errors versus time-varying betas
Koundouri, Phoebe, Kourogenis, Nikolaos, Pittis, Nikitas · 2016 · intermediate · time series
econometrics · garch · time series
Factor Momentum Everywhere
Tarun Gupta · 2019 · intermediate · portfolio management
asset pricing · factor investing · momentum
Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
Jiale Zha, Mengying He, Xuedong He · 2025 · advanced · portfolio management
deep learning · financial machine learning · machine learning · neural networks · portfolio optimization
FactorBench: A Portfolio-Aware Benchmark for Automated Factor Mining
Carmine Ventre, Zhuohan Wang · 2026 · advanced · portfolio management
factor investing · financial machine learning · machine learning
FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment
Binjie Fei, Jiaqi Liu, Linna Zhou · 2026 · advanced · machine learning
backtesting · factor investing · financial machine learning · machine learning · programming
FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction
Jian Li, Weiran Wang, Yitong Duan · 2025 · advanced · machine learning
factor investing · machine learning
FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery
Danny Dongning Sun, Hongkang Zhang, Jian Xu · 2026 · advanced · quantitative trading
factor investing
Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litecoin, and Monero
Yhlas Sovbetov · 2025 · intermediate · time series
cryptocurrencies · econometrics · time series
Facts of US Firm Scale and Growth 1970-2019: An Illustrated Guide
Robert Parham · 2023 · intermediate · statistics
statistics
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space
Alexey Pozdnyakov, Delphine Hintz, Oleksii Mostovyi · 2022 · advanced · stochastic calculus
mathematical finance · stochastic processes
Fair Pricing in Long-Term Insurance: A Unified Framework
Hong Beng Lim, Kenneth Q. Zhou, Mengyi Xu · 2026 · intermediate · risk management
insurance · regression
Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach
Eckhard Platen, Jin Sun, Kevin Fergusson · 2019 · advanced · risk management
insurance · optimization
Fair profit sharing ratios of Islamic investment contracts
Abass Sagna · 2025 · intermediate · other
other
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions
Joanna Tumilewicz, Zbigniew Palmowski · 2017 · advanced · derivatives
insurance · mathematical finance · stochastic processes
Fair Value Accounting and Financial Stability
Guillaume Plantin, Haresh Sapra, Hyun Song Shin · 2008 · intermediate · risk management
financial stability
Fair Volatility: A Framework for Reconceptualizing Financial Risk
Daniele Angelini, Sergio Bianchi · 2025 · advanced · time series
stochastic processes
Fairness and Strategy-Proofness in Automated Market Makers
Frank M. V. Feys · 2026 · advanced · quantitative trading
quantitative trading
Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach
Tim J. Boonen, Xinyue Fan, Zixiao Quan · 2025 · intermediate · risk management
insurance · machine learning · optimization
Fake stationary rough Heston volatility: Microstructure-inspired foundations
Emmanuel Gnabeyeu, Gilles Pagès, Mathieu Rosenbaum · 2026 · advanced · stochastic calculus
rough volatility · stochastic processes
Falling interest rates and credit reallocation: Lessons from general equilibrium
Alberto Martin, Alejandro Van der Ghote, Luc Laeven · 2022 · advanced · risk management
credit markets · financial economics · interest rates
Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects
Jan-Peter Calliess, Peter Belcak, Stefan Zohren · 2020 · intermediate · programming
programming
Fast and explicit European option pricing under tempered stable processes
Gaetano Agazzotti, Jean-Philippe Aguilar · 2025 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior
Clément Aymard, David Ardia, Tolga Cenesizoglu · 2023 · intermediate · quantitative trading
behavioral finance
Fast and General Simulation of Lévy-driven Ornstein Uhlenbeck processes for Energy Derivatives
Pietro Manzoni, Roberto Baviera · 2024 · advanced · stochastic calculus
derivatives · monte carlo simulation · numerical methods · stochastic processes
Fast and Slow Optimal Trading with Exogenous Information
Alessandro Micheli, Eyal Neuman, Rama Cont · 2022 · advanced · quantitative trading
high frequency trading · optimization
Fast and Stable Credit Gamma of CVA
Roberto Daluiso · 2023 · advanced · risk management
credit risk · derivatives · monte carlo simulation · numerical methods
Fast Barrier Option Pricing by the COS BEM Method in Heston Model
A. Aimi, C. Guardasoni, L. Ortiz-Gracia · 2023 · advanced · options
numerical methods · option pricing
Fast calibration of two-factor models for energy option pricing
Andrea Marziali, Emanuele Fabbiani, Giuseppe De Nicolao · 2018 · advanced · options
derivatives · model calibration · numerical methods · option pricing
Fast catastrophe bond valuation with neural-network surrogates
Huansang Xu, Julian Sester · 2025 · advanced · machine learning
machine learning · neural networks
Fast Correlation Greeks by Adjoint Algorithmic Differentiation
Luca Capriotti, Mike Giles · 2010 · advanced · options
algorithms · derivatives · monte carlo simulation · numerical methods · option greeks · option pricing
Fast Deep Hedging with Second-Order Optimization
Amira Akkari, Ben Wood, Konrad Mueller · 2024 · advanced · options
deep learning · neural networks · optimization · options hedging
Fast Derivative Valuation from Volatility Surfaces using Machine Learning
Egang Lu, Kin Cheung, Lijie Ding · 2025 · advanced · options
derivatives · machine learning · option greeks · option pricing · volatility surface
Fast Learning in Quantitative Finance with Extreme Learning Machine
Liexin Cheng, Shuaiqiang Liu, Xue Cheng · 2025 · advanced · machine learning
financial machine learning · machine learning · neural networks · option pricing
Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale
Nicolas Essis-Breton, Patrice Gaillardetz · 2020 · advanced · options
algorithms · numerical methods · optimization · option pricing
Fast reliable pricing and calibration of the rough Heston model
Marco de Innocentis, Sergei Levendorskiĭ, Svetlana Boyarchenko · 2025 · advanced · options
numerical methods · option pricing · rough volatility
Fast swaption pricing in Gaussian term structure models
Jaehyuk Choi, Sungchan Shin · 2018 · advanced · fixed income
interest rates · numerical methods · option pricing · term structure models
Fast Times, Slow Times: Timescale Separation in Financial Timeseries Data
Jan Rosenzweig · 2026 · intermediate · time series
linear algebra · statistics · time series
Fast-excursion limit of the Heston model
Ryan McCrickerd · 2026 · advanced · stochastic calculus
derivatives · option pricing · stochastic processes
Fast-Vollib: A Fast Implied Volatility Library for Python with PyTorch, JAX, and CUDA Fused-Kernel Backends
Raeid Saqur · 2026 · intermediate · options
option greeks · option pricing
Fast, Reliable, and Error-Bounded Option Pricing with Pretrained Neural Networks: A GJR--GARCH Study
Thijs van den Berg · 2026 · advanced · options
garch · machine learning · monte carlo simulation · neural networks · option pricing
Faster Forward Sensitivities: Reduced stochastic hedge ratios from pathwise algorithmic differentiation
Christian P Fries · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods
Faster Monotone Implied Volatility Solver
Fabien Le Floc'h · 2026 · advanced · options
algorithms · numerical methods · option pricing
FCOC: A Fractal-Chaotic Co-driven Framework for Financial Volatility Forecasting
Boyan Tang, Jianghua Wu, Raymond Lee · 2025 · advanced · time series
time series · volatility forecasting
FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
Daniel P. Palomar, Jasin Machkour, Michael Muma · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · statistical inference
Feasibility-First Satellite Integration in Robust Portfolio Architectures
Roberto Garrone · 2026 · advanced · portfolio management
portfolio management
Feasible Multi-Asset Optimal Execution under Cash Constraints
Namid R. Stillman, Ryuji Hashimoto · 2026 · advanced · quantitative trading
convex optimization · optimal execution · optimization
Features and determinants of risk in investment choices by Private Equity funds
Barbara Chizzolini, Leonella Gori, Stefano Gatti · 2016 · advanced · risk management
risk management
FedIncome: Federated Learning for Income Estimation in Digital Lending Under Data Sovereignty Constraints
Sayantan Banerjee, Sultan Amed, Tanmay Sen · 2026 · intermediate · risk management
credit risk · machine learning
Fee Implied Volatility on Uniswap v3: A DEX Native Proxy and Its Limits
Amy Oumayma Khaldoun · 2026 · advanced · options
decentralized finance · derivatives · liquidity · option pricing
Feedbacks: Financial Markets and Economic Activity
Christopher A. Sims, Darius Palia, Karthik A. Sastry · 2019 · advanced · time series
causal identification · econometrics · time series
Fees in AMMs: A quantitative study
Abe Alexander, Lars Fritz · 2024 · advanced · quantitative trading
decentralized finance · optimization
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
Kieran Wood, Samuel Kessler, Stefan Zohren · 2023 · advanced · machine learning
deep learning · machine learning · momentum · time series · trend following
Feynman-Kac Derivatives Pricing on the Full Forward Curve
Kevin Mott · 2026 · advanced · fixed income
deep learning · derivatives · fixed income · interest rates · numerical methods · partial differential equations
Fibonacci and the Financial Revolution
William Goetzmann · 2004 · beginner · other
financial economics · interest rates
Fickle Investors: An Impediment to Growth
Andrew Scott, Harald Uhlig · 1999 · advanced · risk management
risk management
Fiduciary Duty in the Municipal Bonds Market
Baridhi Malakar · 2024 · intermediate · fixed income
causal inference · fixed income
Fighting competition from Mobile Network Operators in the banking sector: The case of Kenya
Auriol, Emmanuelle, Gonzalez Fanfalone, Alexia · 2024 · intermediate · risk management
banking · econometrics
Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows
Felix Lokin, Fenghui Yu · 2024 · advanced · quantitative trading
market microstructure · stochastic processes
Fill-Side Behavioral Concentration on Polymarket: Identification Limits under Record-Level Attribution
Maksym Nechepurenko · 2026 · advanced · quantitative trading
quantitative trading
Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
Achintya Gopal · 2024 · advanced · options
deep learning · foreign exchange · machine learning · neural networks · volatility surface
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
Anastasis Kratsios, Blanka Horvath, Florian Krach · 2024 · advanced · machine learning
bayesian statistics · financial machine learning · large language models · machine learning · stochastic processes · time series
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
Jarosław Kwapień, Marcin Wątorek, Marija Bezbradica · 2025 · advanced · time series
cryptocurrencies · financial networks · time series
Filtering Credit Risk with Stochastic Discontinuities
Félix B. Tambe-Ndonfack · 2026 · advanced · risk management
credit derivatives · credit risk · stochastic calculus · stochastic processes
Filtering in a hazard rate change-point model with financial and life-insurance applications
Claudia Ceci, Matteo Buttarazzi · 2025 · advanced · stochastic calculus
credit risk · insurance · stochastic differential equations · stochastic processes
Filtering without recursion and some of its uses in financial economics
Neil Shephard, Simon Donker van Heel · 2026 · advanced · time series
optimization · statistics · time series
Filtration Reduction and Completeness in Jump-Diffusion Models
Karen Grigorian, Robert Jarrow · 2023 · advanced · stochastic calculus
derivatives · jump processes · martingales
Finance as Perpetual Orgy. How the ‘new alchemists’ twisted Kindleberger’s cycle of “manias, panics and crashes” to “manias, panics and renewed-manias”
Palma, J. G. · 2020 · intermediate · risk management
economic policy · financial economics · liquidity
Finance-Grounded Optimization For Algorithmic Trading
Dinara Khubieva, Irina Podlipnova, Kasymkhan Khubiev · 2025 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · optimization
Finance-Informed Neural Network: Learning the Geometry of Option Pricing
Amine M. Aboussalah, Cheng Chi, Raj Patel · 2024 · advanced · options
machine learning · neural networks · option greeks · option pricing · options hedging · volatility surface
Financial accumulation implies ever-increasing wealth inequality
Stefano Olla, Yuri Biondi · 2020 · intermediate · other
financial economics
Financial and Economic Determinants of Firm Default
Angelo Secchi, Federico Tamagni, Giulio Bottazzi · 2011 · advanced · risk management
credit risk · hypothesis testing · regression · statistical inference · statistics
Financial Anomaly Detection for the Canadian Market
Luigi Caputi, Nicholas Meadows · 2026 · intermediate · risk management
financial machine learning · machine learning · neural networks
Financial applications of Random Matrix Theory: a short review
CFM · 2009 · advanced · statistics
statistics
Financial applications of Random Matrix Theory: old laces and new pieces
CFM · 2005 · advanced · portfolio management
portfolio optimization · statistics
Financial architecture and industrial technology: A co-evolutionary model
Negriu, A. · 2013 · intermediate · other
banking · financial economics
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Francis X.Diebold, Peter F. Christoffersen · 2003 · advanced · time series
econometrics · time series · volatility forecasting
Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
Dik Lun Lee, Haoren Zhu, Pengfei Zhao · 2024 · advanced · machine learning
deep learning · neural networks · time series
Financial Bond Similarity Search Using Representation Learning
Amin Haeri, Catalina Gomez Sanchez, David Li · 2026 · intermediate · fixed income
fixed income · machine learning
Financial bubbles and capital accumulation in altruistic economies
Cao-Tung Pham, Cuong Le Van, Ngoc-Sang Pham · 2018 · advanced · other
asset pricing · financial economics
Financial Bubbles in Interbank Lending
Luisa Corrado, Tobias Schuler · 2018 · advanced · risk management
banking · economic policy
Financial choice and financial information
Kondor, Peter, Koszegi, Botond · 2017 · advanced · derivatives
derivatives · financial economics
Financial constraints and the decision to lease – Evidence from German SME
Constantin F. Slotty · 2009 · intermediate · other
corporate finance
Financial Constraints and the Micro Origins of Aggregate Equity Shocks in Capital Markets
Tobias König · 2025 · intermediate · statistics
causal identification · equity markets · financial economics
Financial constraints in China: firm-level evidence
Hylke Vandenbussche, Sandra Poncet, Walter Steingress · 2008 · intermediate · other
corporate finance · credit markets · financial economics
Financial Constraints in China: the conditioning effect of FDI and State-Owned corporate sector
Hylke Vandenbussche, Sandra Poncet, Walter Steingress · 2010 · intermediate · other
credit markets · financial economics
Financial constraints, precautionary saving and firm dynamics
Caggese, Andrea · 2000 · advanced · other
corporate finance · credit markets · financial economics
Financial Consumption and the Cost of Finance: Measuring Financial Efficiency in Europe (1950-2007)
Guillaume Bazot · 2014 · intermediate · statistics
financial economics
Financial contagion and market intervention in the 1772-3 credit crisis
Paul Kosmetatos · 2014 · intermediate · risk management
banking · contagion · systemic risk
Financial Contagion Networks as Annealing-Ready Ising Systems Cascades, Bailout Optimization, and Susceptibility
Abhinav Tomar, Lakshya Nagpal, S. R. Hassan · 2026 · advanced · risk management
contagion · financial networks · optimization · systemic risk
Financial contagion through capital connections: a model of the origin and spread of bank panics
Dasgupta, Amil · 2002 · advanced · risk management
banking · contagion
Financial Crashes versus liquidity trap: the dilemma of monetary policy
Gaël Giraud · 2010 · advanced · risk management
derivatives · economic policy · financial economics · liquidity
Financial Credit Risk and Core Enterprise Supply Chains
McAleer, M.J., Mou, W.M., Wong, W.-K. · 2018 · intermediate · risk management
credit risk · risk management
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains
McAleer, M.J., Mou, W.M., Wong, W.-K. · 2018 · intermediate · risk management
credit risk
Financial crises after financial liberalization: Exceptional circumstances or structural weakness?
Weller, Christian E. · 1999 · advanced · risk management
banking · financial stability
Financial crises and exchange rate policy
Luca Fornaro · 2014 · advanced · risk management
credit markets · economic policy · financial stability
Financial crises and liberalization: progress or reversals?
Campos, Nauro, De Grauwe, Paul, Ji, Yuemei · 2019 · intermediate · risk management
economic policy · financial economics
Financial Crises and Macro-Prudential Policies
Alessandro Rebucci, Christopher Otrok, Eric R. Young · 2010 · advanced · risk management
credit markets · economic policy
Financial Crises: Past and Future
Reinhart, Carmen · 2019 · intermediate · risk management
risk management
Financial Crisis, Economic Recovery and Banking Development in Former Soviet Union Economies
Huang, Haizhou, Marin, Dalia, Xu, Chenggang · 2002 · advanced · risk management
banking · credit markets · financial economics
Financial Crisis, Economic Recovery, and Banking Development in Russia, and other FSU Countries
Huang, Haizhou, Marin, Dalia, Xu, Chenggang · 2004 · intermediate · risk management
banking · credit markets · financial economics
Financial Deepening and Bank Runs
Hoerova, Marie · 2005 · intermediate · risk management
banking · financial economics · liquidity risk
Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning
Daixin Wang, Jun Zhou, Kai Huang · 2024 · advanced · risk management
credit risk · deep learning · financial machine learning · machine learning · neural networks
Financial Dependence and Firm Survival in Interwar Britain
David Chambers · 2007 · intermediate · other
corporate finance · equity markets · financial economics
Financial Dependence and Growth
Luigi Zingales, Raghuram G. Rajan · advanced · other
financial economics
Financial Dependence, Stock Market Liberalizations, and Growth
Kathy Yuan, Nandini Gupta · 2003 · advanced · other
causal identification · causal inference · equity markets · financial economics
Financial Development and Economic Growth: The Role of Financial Liberalization
M. Emranul Haque, Zeeshan Atiq · 2015 · intermediate · statistics
financial economics · panel data
Financial development, financial fragility and growth
Norman Loayza, Romain Rancière · 2004 · intermediate · risk management
banking · financial economics · panel data
Financial Development, Financing Choice and Economic Growth
K Blackburn, N Bose, S Capasso · 2001 · advanced · other
financial economics
Financial Development, Long-Term Finance and the Macroeconomy : The Role of Secondary Markets
Uras, R.B. · 2014 · advanced · other
financial economics
Financial disclosure environment and the cash policy of private firms
Marcelo Ortiz · 2020 · intermediate · other
corporate finance · financial economics
Financial disruption as a cost of sovereign default: a quantitative assessment
Diniz, Andre, Guimaraes, Bernardo · 2014 · advanced · risk management
banking
Financial dollarization and dedollarization
Fernández-Arias, Eduardo · 2006 · intermediate · risk management
banking · economic policy · financial stability · systemic risk
Financial Dollarization and European Union Membership
Kyriakos C. Neanidis · 2010 · intermediate · risk management
risk management
Financial Dollarization in Emerging Markets: An Insurance Arrangement
Husnu C. Dalgic · 2018 · advanced · risk management
financial economics · foreign exchange · insurance · interest rates
Financial Dollarization in Emerging Markets: Efficient Risk Sharing or Prescription for Disaster?
Armen Nurbekyan, Husnu Dalgic, Lawrence Christiano · 2021 · advanced · risk management
financial economics
Financial Dollarization: Short-Run Determinants in Transition Economies
Kyriakos C. Neanidis, M. Emranul Haque · 2009 · intermediate · risk management
econometrics
Financial Dynamics and Interconnected Risk of Liquid Restaking
Christof Ferreira Torres, Hasret Ozan Sevim · 2026 · advanced · risk management
decentralized finance · regression
Financial Entropy and the Optimality of Over-Regulation
Alan S. Blinder · 2014 · intermediate · risk management
economic policy · financial stability
Financial Epiplexity: A Theory of Learnable Market Structure under Bounded Computation
Miquel Noguer i Alonso · 2026 · advanced · quantitative trading
quantitative trading
Financial Equilibrium in a Production Economy without Rational Expectations of Prices: a basic Model of full Existence
Lionel De Boisdeffre · 2017 · advanced · other
financial economics
Financial equilibrium with asymmetric information and random horizon
Çetin, Umut · 2018 · advanced · quantitative trading
financial economics · stochastic processes
Financial Equilibrium with Differential Information in a Production Economy: A Basic Model of 'Generic' Existence
Lionel De Boisdeffre · 2017 · advanced · other
financial economics
Financial Equilibrium with differential Information: a Theorem of generic Existence
Lionel De Boisdeffre · 2017 · advanced · other
financial economics · mathematical finance
Financial equilibrium with differential information:An existence theorem
Lionel de Boisdeffre · 2017 · advanced · other
financial economics · mathematical finance
Financial equilibrium with preference updating
Kardaras, Constantinos · 2025 · advanced · stochastic calculus
asset pricing · financial economics · mathematical finance · stochastic differential equations
Financial factors selection with knockoffs: fund replication, explanatory and prediction networks
Christian Bongiorno, Damien Challet, Guillaume Pelletier · 2021 · advanced · statistics
factor investing · statistical inference
Financial Factors, Firm size and Firm Potential
Ferreira, M., Haber, T., Rörig, C. · 2021 · advanced · risk management
financial economics
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
Andrea Carriero, Carlo Favero, Iryna Kaminska · 2004 · advanced · fixed income
econometrics · interest rates · term structure models · time series
Financial Fine-tuning a Large Time Series Model
Kentaro Imajo, Masanori Hirano, Xinghong Fu · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
Financial fire sales as continuous-state complex contagion
Caccioli, Fabio, Kobayashi, Teruyoshi, Onaga, Tomokatsu · 2023 · advanced · risk management
contagion · financial networks · systemic risk
Financial Flows and the International Monetary System
Evgenia Passari, Hélène Rey · 2015 · intermediate · risk management
financial economics
Financial Fragility and Central Bank: Are Minsky’s Crisis and Austrian Business Cycle are Complementary?
François Facchini · 2015 · intermediate · risk management
financial economics
Financial fragility in emerging market countries: Firm balance sheets and the productive structure
Yannick Kalantzis · 2005 · advanced · risk management
financial economics
Financial Fragility in Societies of LLM Agents: Coordination Failures and Stabilizing Mechanisms
Qibing Ren, Ruipeng Xu, Zhenhao Fu · 2026 · intermediate · risk management
financial stability · large language models · systemic risk
Financial fragility or what went right and what could go wrong in central European banking?
Weller, Christian E., von Hagen, Jürgen · 1999 · intermediate · risk management
banking · contagion
Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle
Holly, S., Santoro, E. · 2008 · advanced · risk management
risk management
Financial Fragility, Systemic Risks and Informational Spillovers: Modelling Banking Contagion as State-Contingent Change in Cross-Bank Correlation
Moheeput, Ashwin · advanced · risk management
banking · bayesian statistics · contagion · systemic risk
Financial Fragmentation and Insider Arbitrage
Klonner, S., Rai, A.S. · 2010 · intermediate · statistics
financial economics
Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
Tianzuo Hu · 2025 · intermediate · machine learning
machine learning
Financial Frictions and the Extensive Margin of Activity
Gauthier Vermandel, Jean-Christophe Poutineau · 2015 · advanced · risk management
bayesian statistics · financial economics
Financial Frictions and the Wealth Distribution
Galo Nuno, Jesus Fernandez-Villaverde, Samuel Hurtado · 2019 · advanced · risk management
financial economics · machine learning · neural networks · statistical inference
Financial Globalization and Exchange Rates
G Milesi-Feretti, Philip R. Lane · 2004 · advanced · statistics
statistics
Financial Globalization and Real Regionalization
Heathcote, Jonathan, Perri, Fabrizio · 2001 · advanced · portfolio management
financial economics
Financial globalization in emerging economies: much ado about nothing?
Williams, Tomas, Yeyati, Eduardo Levy · 2014 · intermediate · statistics
financial economics
Financial Hedging and Risk Compression, A journey from linear regression to neural network
Ali Shirazi, Fereshteh Sadeghi Naieni Fard · 2023 · advanced · risk management
market risk · neural networks · regression · risk management
Financial Inclusion and Firms performance
Lisa Chauvet, Luc Jacolin · 2015 · intermediate · other
financial economics · panel data
Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets
McAleer, M.J., Van, L. T.-H., Vo, A.T. · 2018 · intermediate · risk management
financial stability · panel data
Financial Inclusion, Economic Development, and Inequality: Evidence from Brazil
Adrien Matray, Julia Fonseca · 2022 · intermediate · statistics
banking · economic policy · financial economics
Financial Index Tracking via Quantum Computing with Cardinality Constraints
Adam Florence, Asier Rodriguez, Harish Naik · 2022 · advanced · portfolio management
optimization · portfolio optimization
Financial Industry Ontologies for Risk and Regulation Data (FIORD) – A Position Paper
Adamantios Koumpis, Allan D. Grody, Cal Muckley · 2013 · intermediate · risk management
risk management
Financial Information Theory
Miquel Noguer i Alonso · 2025 · advanced · time series
time series
Financial Innovation and Fragility
Kühnhausen, Fabian · 2014 · advanced · risk management
causal inference · financial stability
Financial Innovation and Growth: Listings and IPOs from 1880 to World War II in the Athens Stock Exchange
Stavros Thomadakis, Dimitrios Gounopoulos, Christos Nounis and Michalis Riginos · 2014 · intermediate · other
equity markets · financial economics
Financial Innovation, Market Participation, and Asset Prices
Laurent-Emmanuel Calvet, Martin Gonzales-Eiras, Paolo Sodini · 2004 · advanced · derivatives
asset pricing · financial economics
Financial innovations, money demand, and the welfare cost of inflation
Aleksander Berentsen, Alessandro Marchesiani, Samuel Huber · 2014 · intermediate · other
financial economics · liquidity
Financial Instability - a Result of Excess Liquidity or Credit Cycles?
Christian Heebøll-Christensen · 2011 · advanced · risk management
econometrics · financial stability · housing markets · time series
Financial instability transition under heterogeneous investments and portfolio diversification
Barak Budnick, Fabio Caccioli, Pierpaolo Vivo · 2025 · advanced · risk management
financial networks · linear algebra
Financial Institutions, Contagious Risks, and Financial Crises
Chenggang Xu, Haizhou Huang · 2001 · advanced · risk management
banking · contagion
Financial Instrument Bundling Under Multiple Market Failures: A Household Risk Layering Approach
Rozana Himaz, Saut Sagal, Vanina Farber · 2026 · intermediate · risk management
risk management
Financial Integration and Asset Returns
H Rey, P Martin · 2000 · advanced · portfolio management
financial economics · transaction costs
Financial integration and financial development in transition economies: what happens during financial crises?
Arjana Brezigar-Masten, Fabrizio Coricelli, Igor Masten · 2010 · intermediate · risk management
financial economics
Financial Integration of Stock Markets among New EU Member States and the Euro Area
Babecky, Jan, Komarek, Lubos, Komarkova, Zlatuse · 2008 · intermediate · statistics
econometrics · equity markets · financial economics · panel data · time series
Financial Integration Through Benchmarks: The European Banking Sector
Koedijk, C.G., Mahieu, R.J., Moerman, G.A. · 2004 · intermediate · time series
banking · time series
Financial Integration, Growth and Volatility
Anne Épaulard, Aude Pommeret · 2016 · advanced · other
financial economics
Financial Integration, Productivity and Capital Accumulation
Alessandra Bonfiglioli · 2007 · intermediate · statistics
financial economics
Financial Intermediation and Deposit Contracts: A Strategic View
Vittorio Larocca · 2015 · advanced · risk management
banking · financial economics
Financial intermediation and equity investment with costly monitoring
Giorgio Di Giorgio · 1999 · advanced · risk management
banking · financial economics
Financial intermediation and risk in decentralized lending protocols
Carlos Castro-Iragorri, Julian Ramirez, Sebastian Velez · 2021 · intermediate · risk management
decentralized finance
Financial Intermediation with Risk Aversion
Hellwig, Martin · 1998 · advanced · risk management
financial economics
Financial Intermediation, Capital Accumulation, and Crisis Recovery
Hans Gersbach, Jean-Charles Rochet, Martin Scheffel · 2022 · advanced · risk management
banking · financial economics
Financial Language Models as Applied Artificial Intelligence Systems for News-Based Trading under Market Frictions
Kemal Kirtac · 2026 · advanced · machine learning
large language models · natural language processing · transaction costs
Financial liberalisation and interest rate risk management in sub-Saharan Africa
Willem Naudé · 1996 · intermediate · risk management
banking · interest rates · risk management
Financial liberalisation, consumption and debt in South Africa
Janine Aron, John Muellbauer · 2000 · intermediate · statistics
econometrics · financial economics
Financial Liberalization and Stability of the Financial System in Emerging Markets: The Institutional Dimension of Financial Crises
Bernard Courbis, Jean-Pierre Allegret, Philippe Dulbecco · 2003 · intermediate · risk management
banking · financial stability
Financial liberalization, bank crises and growth: Assessing the links
Alessandra Bonfiglioli, Caterina Mendicino · 2004 · advanced · statistics
banking · econometrics · financial economics · panel data
Financial Liberalization, Debt Mismatch, Allocative Efficiency, and Growth
Aaron Tornell, Romain Rancière · 2016 · advanced · risk management
financial economics
Financial liberalization, multinational banks and credit supply: The case of Poland
Weller, Christian E. · 1999 · intermediate · risk management
banking · credit markets · financial economics
Financial liberalization: does it pay to join the party?
Galindo, Arturo, Micco, Alejandro, Ordoñez, Guillermo · 2002 · intermediate · other
credit markets · economic policy · financial economics
Financial Linkages, Portfolio Choice and Systemic Risk
Andrea Galeotti, Christian Ghiglinoy, Sanjeev Goyal · 2016 · advanced · risk management
financial networks · systemic risk
Financial Literacy and Portfolio Dynamics
Milo Bianchi · 2018 · intermediate · portfolio management
panel data · portfolio management
Financial literacy and precautionary insurance
Hofmann, Annette, Kubitza, Christian, Steinorth, Petra · 2019 · intermediate · risk management
financial economics · insurance
Financial literacy externalities
Chaliasos, Michael, Jansson, Thomas, Karabulut, Yigitcan · 2018 · advanced · statistics
causal inference · financial economics
Financial literacy in Colombia seen through the lens of the interest rate bias
Mantilla, Cesar · 2014 · intermediate · other
financial economics
Financial Machine Learning
Bryan Kelly, Dacheng Xiu · 2023
AQR · Financial Machine Learning · Machine Learning · Quant Finance · University of Chicago · Yale
Financial Market as a Self-Organized Ecosystem: Simulation via Learning with Heterogeneous Preferences
Kiyoshi Izumi, Masahiro Suzuki, Ryosuke Takata · 2026 · advanced · machine learning
machine learning · reinforcement learning
Financial market development in host and source countries and their effects on bilateral foreign direct investment
Donaubauer, Julian, Neumayer, Eric, Nunnenkamp, Peter · 2020 · intermediate · statistics
regression
Financial market geometry: The tube oscillator
Dragoljub Katic, Stefan Richter · 2024 · intermediate · quantitative trading
quantitative trading
Financial Market Infrastructure: Too Important to Fail
Darrell Duffie · 2014 · intermediate · risk management
risk management
Financial Market Linkages and the Sovereign Debt Crisis
Cristina Amado, Susana Campos-Martins · 2021 · advanced · time series
contagion · econometrics · fixed income · time series
Financial market reaction to cyberattacks
Ahmed Bounfour, Altay Özaygen, Niaz Kammoun · 2019 · intermediate · statistics
equity markets · financial economics
Financial Markets Analysis by Probabilistic Fuzzy Modelling
Kaymak, U., van den Berg, J.H., van den Bergh, W.-M. · 2003 · intermediate · machine learning
probability · time series
Financial Markets And The Allocation Of Capital
Jeffrey Wurgler · 2001 · intermediate · other
financial economics
Financial markets and the allocation of capital: the role of productivity
Fadi Hassan, Filippo Di Mauro, Gianmarco I. P. Ottaviano · 2018 · intermediate · risk management
credit markets · financial economics
Financial Markets and the Phase Transition between Water and Steam
Christof Schmidhuber · 2021 · advanced · time series
time series
Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation
Aïleen Lotz, Marc Wambst, Pierre Gosselin · 2022 · advanced · other
financial economics
Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural finance
Claire Barraud · 2025 · intermediate · risk management
behavioral finance · contagion
Financial markets where traders neglect the informational content of prices
Eyster, Erik, Rabin, Matthew, Vayanos, Dimitri · 2019 · advanced · quantitative trading
behavioral finance
Financial Markets’ Behavior Around Episodes of Large Changes in the Fiscal Stance
Ardagna, Silvia · 2009 · intermediate · fixed income
economic policy · equity markets · interest rates · panel data
Financial Modeling and Option Theory with the Truncated Levy Process
Andrew Matacz · 2000 · advanced · options
option pricing · options hedging · stochastic processes
Financial Models with Defaultable Numéraires
Johannes Ruf, Sergio Pulido, Travis Fisher · 2019 · advanced · stochastic calculus
mathematical finance
Financial News-Driven LLM Reinforcement Learning for Portfolio Management
Ananya Unnikrishnan · 2024 · intermediate · machine learning
financial machine learning · large language models · natural language processing · portfolio management · reinforcement learning
Financial openness and macroeconomic volatility
Zhang, Haiping, von Hagen, Jürgen · 2006 · advanced · risk management
financial economics
Financial Openness, Market Structure and Private Credit: An Empirical Investigation
Fischer, Ronald, Valenzuela, Patricio · 2013 · intermediate · risk management
banking · financial economics
Financial policymaking after crises: public vs. private interests
De Grauwe, Paul, Ji, Yuemei, Saka, Orkun · 2020 · intermediate · risk management
economic policy · financial economics
Financial reforms and capital flows: Insights from general equilibrium
Alberto Martin, Jaume Ventura · 2012 · advanced · other
credit markets · financial economics
Financial Regulation and Government Revenue: The Effects of a Policy Change in Ethiopia
Francesco Strobbe, Nicola Limodio · 2018 · advanced · fixed income
banking · economic policy
Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective
Fève, Patrick, Moura, Alban, Pierrard, Olivier · 2018 · advanced · risk management
banking · economic policy
Financial Regulation in a Quantitative Model of the Modern Banking System
Begenau, Juliane, Landvoigt, Tim · 2017 · advanced · risk management
banking
Financial regulation in general equilibrium
Goodhart, Charles, Kashyap, Anil, Tsomocos, Dimitri · 2012 · advanced · risk management
banking · financial stability
Financial Regulation in the Crisis Regulation, Market Discipline, Internal Control: The Big Three in turmoil
Jézabel Couppey-Soubeyran · 2010 · intermediate · risk management
banking
Financial Regulation, Credit and Liquidity Policy and the Business Cycle
George J. Bratsiotis, Roy Zilberman, William J. Tayler · 2014 · advanced · risk management
banking · economic policy · liquidity
Financial Regulation, Interest Rate Responses, and Distributive Effects
Andreas Schabert, Christian Loenser, Joost Röttger · 2022 · advanced · risk management
economic policy · financial economics
Financial regulation: can we avoid another great recession?
Garicano, Luis · 2010 · beginner · risk management
banking · contagion · financial stability · systemic risk
Financial Relativity: An Information-Geometric Interpretation of Asset Pricing
Li Lin · 2026 · advanced · stochastic calculus
asset pricing · financial economics · mathematical finance · probability
Financial reporting and market efficiency with extrapolative investors
Milo Bianchi, Philippe Jehiel · 2015 · advanced · other
behavioral finance · equity markets · financial economics · market efficiency
Financial repression and the currency market under sanctions
Itskhoki, Oleg, Mukhin, Dmitry · 2026 · intermediate · other
financial economics · foreign exchange
Financial repression as a tool for debt management: Evidence from late-eighteenth century Spain
Cyril Milhaud · 2018 · intermediate · fixed income
economic policy
Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
Emanuela Rosazza Gianin, Marco Zullino, Matteo Ferrari · 2026 · advanced · risk management
mathematical finance · risk management · stochastic calculus · stochastic processes
Financial revolution in republican China during 1900–37: a survey and a new interpretation
Ma, Debin · 2019 · intermediate · other
banking
Financial Risk Measurement for Financial Risk Management
Francis X. Diebold, Peter F. Christoffersen, Tim Bollerslev · 2011 · advanced · risk management
econometrics · market risk · risk management · time series
Financial sentiment analysis using FinBERT with application in predicting stock movement
Qingyun Zeng, Tingsong Jiang · 2023 · intermediate · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures
Berndsen, R.J., León, C., Renneboog, L.D.R. · 2014 · advanced · risk management
financial networks · financial stability
Financial Stability Implications of Generative AI: Taming the Animal Spirits
Anne Lundgaard Hansen, Seung Jung Lee · 2025 · intermediate · risk management
financial economics · financial stability · large language models
Financial Statement Analysis with Large Language Models
Alex Kim, Maximilian Muhn, Valeri Nikolaev · 2024 · intermediate · machine learning
large language models · natural language processing
Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure
Ahmed Kebaier, Djibril Sarr, Mohamed Ben Alaya · 2024 · advanced · stochastic calculus
risk management
Financial stress and economic dynamics: An application to France
Björn van Roye, Sofiane Aboura · 2017 · intermediate · risk management
econometrics · financial stability · statistics · time series
Financial Structure, Firm Size and Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange
David Haritone Shikumo, Joshua Matanda Wepukhulu, Oluoch Oluoch · 2023 · intermediate · other
capital structure · corporate finance · econometrics · panel data · regression
Financial structure, managerial compensation and monitoring
Cerasi, Vittoria, Daltung, Sonja · 2006 · intermediate · other
other
Financial Super-Markets: Size Matters for Asset Trade
Philippe Martin and Hélène Rey. · 2000 · intermediate · other
financial economics · transaction costs
Financial Symmetry and Moods in the Market
Jørgen Vitting Andersen, Maxence Soumare, Roberto Savona · 2015 · advanced · other
other
Financial system architecture and the patterns of international trade
Emmanuel Amissah, Fabrice Defever, Rod Falvey · 2016 · advanced · other
banking · financial economics
Financial system requirements for successful pension reform
Blake, David · 2003 · intermediate · portfolio management
financial economics · pensions
Financial Tail Risk Beyond Lipschitz Continuity via Semi-Discrete Optimal Transport
Kibaek Lee, Namid Stillman, Ryan M. Engel · 2026 · advanced · risk management
machine learning · portfolio optimization · risk management · tail risk
Financial Time Series Forecasting using CNN and Transformer
Manuela Veloso, Rachneet Kaur, Saba Rahimi · 2023 · intermediate · machine learning
deep learning · financial machine learning · neural networks · time series
Financial time series forecasting using empirical mode decomposition and support vector regression
Aste, Tomaso, Di Matteo, Tiziana, Nava, Noemi · 2018 · intermediate · time series
machine learning · regression · time series
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019
Ahmet Murat Ozbayoglu, Mehmet Ugur Gudelek, Omer Berat Sezer · 2019 · intermediate · machine learning
deep learning · neural networks · time series
Financial Time Series Prediction Using Deep Learning
Ariel Navon, Yosi Keller · 2017 · advanced · machine learning
deep learning · financial machine learning · neural networks · time series
Financial Trading as a Game: A Deep Reinforcement Learning Approach
Chien Yi Huang · 2018 · advanced · machine learning
algorithmic trading · deep learning · neural networks · reinforcement learning
Financial Trading Model with Stock Bar Chart Image Time Series with Deep Convolutional Neural Networks
Ahmet Murat Ozbayoglu, Omer Berat Sezer · 2019 · intermediate · machine learning
algorithmic trading · deep learning · financial machine learning · machine learning · neural networks
Financial transaction taxes and the informational efficiency of financial markets: a structural estimation
Cipriani, Marco, Guarino, Antonio, Uthemann, Andreas · 2022 · advanced · quantitative trading
market efficiency
Financial Trouble Across Generations: Evidence From The Universe Of Personal Loans In Denmark
Claus Thustrup Kreiner, Louise C. Willerslev-Olsen, Søren Leth-Petersen · 2017 · intermediate · risk management
financial economics
Financial twins: adapting long-term contract designs to new electricity systems
Andreas Ehrenmann, Ibrahim Abada, Louis Soumoy · 2025 · advanced · derivatives
risk management · stochastic processes
Financial versus Demand shocks in stock price returns of US non-financial firms in the crisis of 2007
Varvara Isyuk · 2012 · intermediate · statistics
financial economics · liquidity risk
Financial volatility and economic activity
Fornari, Fabio, Mele, Antonio · 2009 · advanced · time series
econometrics · time series
Financial volatility and economic growth, 1870-2016
Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur · 2020 · advanced · risk management
causal inference · econometrics · financial stability · panel data
Financial Volatility and Risk Forecasting Incorporating a Larger Number of Realized Measures
Chao Wang, Giuseppe Storti, Lingxiang Zhang · 2024 · advanced · time series
garch · volatility forecasting
Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
Bokai Cao, Cehao Yang, Chengjin Xu · 2025 · advanced · machine learning
deep learning · machine learning · time series
Financial Windfalls, Portfolio Allocations, and Risk Preferences
Briggs, Joseph, Cesarini, David, Chanwook Lee, Sean · 2023 · intermediate · portfolio management
causal inference
Financialisation as a (it's-not-meant-to-make-sense) gigantic global joke
Palma, J. G. · 2022 · intermediate · risk management
financial economics
Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence
Ganesh Thapa, Katsushi Imai, Kritika Mathur · 2013 · intermediate · time series
commodities · econometrics · time series
Financially engineering a “self-generative” political economy of creditworthiness: expertocratic exemption problems for sustainable debt and democracy
Paudyn, Bartholomew · 2023 · advanced · risk management
credit risk · risk management
Financially Guided Deep Portfolio Optimization
Rahul Fernandes, Travis Desell · 2026 · advanced · portfolio management
deep learning · machine learning · optimization · portfolio optimization · risk management · tail risk
Financing and corporate growth under repeated moral hazard
Anderson, Ronald W., Nyborg, Kjell G. · 2001 · advanced · other
corporate finance · financial economics
Financing Capture Ready Coal-Fired Power Plants in China by Issuing Capture Options
David Reiner, Jia Li, Jon Gibbons · 2007 · intermediate · options
monte carlo simulation · option pricing
Financing Constraint and Firm Investment Following a Financial Crisis in Indonesia
Agustinus Prasetyantoko · 2006 · intermediate · other
corporate finance · financial economics · panel data
Financing economic activity in Greece: Past challenges and future prospects
Helen Louri, Petros Migiakis · 2019 · intermediate · risk management
banking · credit markets · econometrics · time series
Financing entrepreneurs: optimal contracts and the role of intermediaries
Dessi, Roberta · 1999 · advanced · other
financial economics · optimization
Financing Experimentation
Macchiavello, Rocco · 2013 · advanced · risk management
credit markets · financial economics
Financing Investment: The Choice between Bonds and Bank Loans
Morellec , Erwan, Valta , Philip, Zhdanov , Alexei · 2013 · intermediate · other
corporate finance · credit markets
Financing patterns around the world : Are small firms different?
Beck, T.H.L., Demirgüc-Kunt, A., Maksimovic, V. · 2008 · intermediate · other
corporate finance · financial economics
FinBen: A Holistic Financial Benchmark for Large Language Models
Chenhan Yuan, Dong Li, Duanyu Feng · 2024 · advanced · machine learning
large language models · natural language processing
FinBench: Time-Gated Calibration and Uncertainty Benchmarking for Agentic Financial Forecasting
Rishab Ghosh, Vinay Devarakonda · 2026 · advanced · machine learning
large language models
FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
Lubna Zahan Lamia, Mabsur Fatin Bin Hossain, Md Mahmudur Rahman · 2024 · intermediate · time series
cryptocurrencies · deep learning · financial machine learning · machine learning · natural language processing · neural networks
FinCARE: Financial Causal Analysis with Reasoning and Evidence
Abhinav Arun, Alejandro Michel, Bhaskarjit Sarmah · 2025 · advanced · machine learning
causal identification · causal inference · large language models
FinCast: A Foundation Model for Financial Time-Series Forecasting
Haodong Chen, Qiang Qu, Vera Chung · 2025 · advanced · time series
deep learning · financial machine learning · machine learning · time series
FinDeepForecast: A Live Multi-Agent System for Benchmarking Deep Research Agents in Financial Forecasting
Chang Liu, Chao Wang, Fengbin Zhu · 2026 · advanced · machine learning
large language models
Finding good bets in the lottery, and why you shouldn't take them
Aaron Abrams, Skip Garibaldi · 2025 · beginner · portfolio management
probability
Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
Kasper Johansson, Stephen Boyd, Thomas Schmelzer · 2024 · advanced · quantitative trading
convex optimization · optimization · statistical arbitrage
Finding Near-Optimal Portfolios With Quality-Diversity
Bruno Gašperov, Domagoj Jakobovic, Marko Đurasević · 2024 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market
Nicole Tianjiao Yang, Tomoyuki Ichiba · 2024 · advanced · stochastic calculus
numerical methods · partial differential equations · stochastic processes
FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets
Francesco Sanna Passino, Xiaohui Victor Li · 2024 · advanced · machine learning
large language models · machine learning · natural language processing · neural networks
FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
Danilo Mandic, Giorgos Iacovides, Wuyang Zhou · 2025 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · machine learning · natural language processing
Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
Emmanuel Hauptmann, Tian Guo · 2024 · intermediate · machine learning
financial machine learning · large language models · natural language processing
FinEAS: Financial Embedding Analysis of Sentiment
Asier Gutiérrez-Fandiño, Jordi Armengol-Estapé, Miquel Noguer i Alonso · 2021 · intermediate · machine learning
deep learning · machine learning · natural language processing · neural networks
FinEvo: From Isolated Backtests to Ecological Market Games for Multi-Agent Financial Strategy Evolution
Aotian Luo, Chi Zhang, Dongning Sun · 2026 · advanced · quantitative trading
financial machine learning · machine learning
FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
Yang Li, Zhi Chen · 2025 · advanced · machine learning
high frequency trading · machine learning · market making · reinforcement learning
FinGPT: Democratizing Internet-scale Data for Financial Large Language Models
Daochen Zha, Guoxuan Wang, Hongyang Yang · 2023 · intermediate · machine learning
large language models · natural language processing · reinforcement learning
FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
Boyu Zhang, Christina Dan Wang, Hongyang Yang · 2024 · intermediate · machine learning
large language models · machine learning · natural language processing
FinHEAR: Human Expertise and Adaptive Risk-Aware Temporal Reasoning for Financial Decision-Making
Chi Zhang, Dongning Sun, Jiaxiang Chen · 2025 · advanced · machine learning
behavioral finance · large language models · risk management
Finite Element Method for HJB in Option Pricing with Stock Borrowing Fees
Aidana Abdukarimova, Rakhymzhan Kazbek · 2025 · advanced · options
numerical methods · option pricing · partial differential equations
Finite Element Solution of the Two-Dimensional Bates Model for Option Pricing Under Stochastic Volatility and Jumps
Daniel Sevcovic, Neda Bagheri Renani · 2026 · advanced · options
jump processes · numerical methods · option pricing · partial differential equations
Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory
Afonso Gonçalves da Silva, Peter M Robinson · 2006 · advanced · time series
econometrics · monte carlo simulation · statistics · time series
Finite sample properties of a QML estimator of stochastic volatility models with long memory
Pérez, Ana, Ruiz Ortega, Esther · 1999 · advanced · time series
econometrics · monte carlo simulation · statistical inference · time series
Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo
Jiawei Huo · 2023 · advanced · options
monte carlo simulation · numerical methods · regression
Finite-Sample Properties of Model Specification Tests for Multivariate Dynamic Regression Models
Akihiko Noda, Koichiro Moriya · 2026 · advanced · statistics
econometrics · hypothesis testing · regression · statistical inference · statistics
FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
Danilo Mandic, Giorgos Iacovides, Mingxue Xu · 2024 · advanced · machine learning
deep learning · financial machine learning · large language models · natural language processing · neural networks
FinMarBa: A Market-Informed Dataset for Financial Sentiment Classification
Alban Etienne, Baptiste Lefort, Beatrice Guez · 2025 · intermediate · machine learning
large language models · machine learning · natural language processing
FinRDDL: Can AI Planning be used for Quantitative Finance Problems?
Gopalakrishnan, Sriram, Magazzeni, Daniele, Mahfouz, Mahmoud · 2023 · intermediate · portfolio management
optimal execution · portfolio management · portfolio optimization
FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
Mostapha Benhenda · 2025 · advanced · machine learning
backtesting · financial machine learning · large language models · natural language processing · reinforcement learning · risk management
FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance
Christina Dan Wang, Hongyang Yang, Jian Guo · 2021 · intermediate · machine learning
deep learning · reinforcement learning
FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning
Christina Dan Wang, Hongyang Yang, Jian Guo · 2022 · intermediate · machine learning
machine learning · reinforcement learning
FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
Boyu Zhang, Hongyang Yang, Xiaoli Zhang · 2026 · intermediate · programming
algorithmic trading
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance
Bowen Xiao, Christina Dan Wang, Hongyang Yang · 2020 · intermediate · machine learning
algorithmic trading · backtesting · deep learning · neural networks · reinforcement learning
FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance
Christina Dan Wang, Hongyang Yang, Jiechao Gao · 2021 · intermediate · quantitative trading
algorithmic trading · deep learning · machine learning · reinforcement learning
FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024
Arnav Grover · 2025 · advanced · machine learning
large language models · natural language processing · reinforcement learning
FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
Hongyang Yang, Pinqiao Wang, Tianyu Zhou · 2024 · intermediate · machine learning
equity valuation · large language models · natural language processing
FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models
Boyu Zhang, Cheng Guo, Christina Dan Wang · 2024 · intermediate · machine learning
large language models
FinSkillBench: Evaluating AI Agents and Domain Skills for Investment Management
Jermyn Zhen Yong Bek, Zhongtian Sun, Zhuang Qiang Bok · 2026 · advanced · machine learning
large language models · machine learning · portfolio management · risk management
FinSMART: Financial Sentiment Analysis for Algorithmic Trading through Market-Aligned Reinforcement Learning
Danilo Mandic, Giorgos Iacovides, Wuyang Zhou · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · natural language processing · reinforcement learning
FinSphere, a Real-Time Stock Analysis Agent Powered by Instruction-Tuned LLMs and Domain Tools
Hongguang Li, Jingshu Zhang, Kaiyuan Yan · 2025 · advanced · machine learning
large language models · natural language processing
FinStressTS: A Parametric Synthetic Benchmark for Time-Series Forecasting in Finance
Haonan Chen, Jiaze Sun, Ke-Wei Huang · 2026 · advanced · time series
deep learning · jump processes · machine learning · time series
FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance
Aaron Green, Hanzhen Qin, Kristin P. Bennett · 2025 · advanced · machine learning
cryptocurrencies · decentralized finance · machine learning
FinTradeBench: A Financial Reasoning Benchmark for LLMs
Aniruddha Dutta, Aritra Dutta, Md Mahadi Hasan · 2026 · intermediate · machine learning
large language models · time series
FinTSB: A Comprehensive and Practical Benchmark for Financial Time Series Forecasting
Changjun Jiang, Dawei Cheng, Naiqi Li · 2025 · intermediate · time series
financial machine learning · time series
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
Danny Dongning Sun, Hongkang Zhang, Jian Xu · 2025 · intermediate · time series
financial machine learning · machine learning · time series
FinVis-GPT: A Multimodal Large Language Model for Financial Chart Analysis
Jaehyeon Soon, Junda Wu, Xiaofeng Zhang · 2023 · advanced · machine learning
large language models · natural language processing
FinVision: A Multi-Agent Framework for Stock Market Prediction
Sorouralsadat Fatemi, Yuheng Hu · 2024 · intermediate · machine learning
large language models · machine learning
FinZero: Launching Multi-modal Financial Time Series Forecast with Large Reasoning Model
Danny Dongning Sun, Fei Ma, Hang Yu · 2025 · advanced · machine learning
financial machine learning · large language models · machine learning · reinforcement learning · time series
Fire Sales, the LOLR and Bank Runs With Continuous Asset Liquidity
Edoardo Lanari, Ulrich Bindseil · 2020 · advanced · risk management
banking · financial stability · liquidity · liquidity risk · systemic risk
Firm balance sheet liquidity, monetary policy shocks, and investment dynamics
Priit Jeenas · 2023 · advanced · other
liquidity
Firm investment in imperfect capital markets: A structural estimation
Sangeeta Pratap, Silvio Rendón · 1998 · advanced · other
other
Firm Ownership, Political Participation, and Access to Finance through Public Bond Offerings in China
Feng, Xunan, Johansson, Anders C. · 2018 · intermediate · fixed income
corporate finance
Firm Valuation When AI Shapes the Business Model: A Milestone-Based Real-Options Framework for the AI Valuation Uncertainty Problem
Florian Kollberg, Frank Reinhardt, Stefan Marx · 2026 · advanced · other
corporate finance · real options
Firm Value and Managerial Incentives: A Stochastic Frontier Approach
Alexander Ljungqvist, Michel Habib · 2000 · intermediate · statistics
statistics
First order Martingale model risk and semi-static hedging
Nathan Sauldubois, Nizar Touzi · 2024 · advanced · options
martingales · model risk · risk management
First Passage Time for Tempered Stable Process and Its Application to Perpetual American Option and Barrier Option Pricing
Young Shin Kim · 2018 · advanced · options
mathematical finance · option pricing · stochastic processes
First-Order Asymptotics of Path-Dependent Derivatives in Multiscale Stochastic Volatility Environment
Yuri F. Saporito · 2017 · advanced · options
derivatives · option pricing · stochastic calculus · stochastic processes
First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
Michał Sikorski · 2025 · advanced · time series
monte carlo simulation · rough volatility · statistical inference · stochastic processes · time series
Fiscal rules, financial stability and optimal currency areas
Foresti, Pasquale, de Grauwe, Paul · 2016 · intermediate · risk management
economic policy · financial stability
Fitting Accumulated Stock Returns with Tempered Skew t-Distribution
R. A. Serota, Siqi Shao · 2026 · intermediate · statistics
probability · statistics
Fitting Correlations Within and Between Bond Markets
Hans Dewachter, Konstantijn Maes · 2001 · advanced · fixed income
fixed income · interest rates · stochastic processes · term structure models
Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
Aubain Nzokem, Daniel Maposa · 2024 · advanced · statistics
statistical inference · statistics
Five Weeks in the Life of the Pound: Interest Rates
Donald Robertson, James Symons · 1993 · intermediate · fixed income
fixed income · interest rates · term structure models
Fixed-Income Pricing and the Replication of Liabilities
Damir Filipović · 2025 · advanced · fixed income
fixed income · mathematical finance
FLAG-Trader: Fusion LLM-Agent with Gradient-based Reinforcement Learning for Financial Trading
Guojun Xiong, Haohang Li, Jimin Huang · 2025 · advanced · machine learning
deep learning · financial machine learning · large language models · neural networks · reinforcement learning
FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers
Austin Adams, Jason Milionis, Xin Wan · 2023 · intermediate · quantitative trading
liquidity · market making
Flash Boys 2.0: Frontrunning, Transaction Reordering, and Consensus Instability in Decentralized Exchanges
Ari Juels, Iddo Bentov, Lorenz Breidenbach · 2019 · advanced · quantitative trading
algorithmic trading · systemic risk
Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices
Rasmus Tangsgaard Varneskov · 2011 · advanced · statistics
market microstructure · statistics
Flaunt the imperfections: information, entanglements and the regulation of London’s Alternative Investment Market
Roscoe, Philip, Willman, Paul · 2021 · intermediate · other
market efficiency
Flexible Information Acquisition in the Kyle Model
Hao Xing, S. Viswanathan · 2026 · advanced · quantitative trading
financial economics · optimization
Flexible Labour, Income Effects, and Asset Prices
Rahul Nath · 2018 · advanced · other
asset pricing
Flexible Multivariate GARCH Modeling With an Application to International Stock Markets
Ledoit, Olivier, Santa-Clara, Pedro, Wolf, Michael · 1999 · advanced · time series
garch · numerical methods · statistics · time series
Flexible time series models for subjective distribution estimation with monetary policy in view
Dominique Guegan, Florian Ielpo · 2007 · advanced · time series
econometrics · interest rates · statistics · time series
Flickering in Information Spreading Precedes Critical Transitions in Financial Markets
Hayette Gatfaoui, Philippe de Peretti · 2019 · advanced · risk management
risk management
Flight to quality, flight to liquidity, and the pricing of risk
Vayanos, Dimitri · 2004 · advanced · risk management
asset pricing · liquidity · liquidity risk · transaction costs
Floating exercise boundaries for American options in time-inhomogeneous models
Andrey Itkin, Yerkin Kitapbayev · 2025 · advanced · options
option pricing · partial differential equations
Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result
Anders G Frøseth · 2026 · advanced · portfolio management
stochastic processes
FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
Steve Yang, Yang Li, Zhi Chen · 2025 · advanced · quantitative trading
high frequency trading · machine learning
FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching
Andreea Bacalum, Carmine Ventre, Namid Stillman · 2026 · advanced · machine learning
deep learning · neural networks
FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts
Yang Li, Zhi Chen · 2025 · advanced · quantitative trading
machine learning · optimal execution
Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
Jean‐Philippe Bouchaud, Marc Potters, Matthieu Wyart · 2004 · advanced · quantitative trading
market microstructure · time series
Fluid-Limits of Fragmented Limit-Order Markets
Eyal Neuman, Johannes Muhle-Karbe, Yonatan Shadmi · 2024 · advanced · quantitative trading
market microstructure
FLUXLAYER: High-Performance Design for Cross-chain Fragmented Liquidity
Qin Wang, Shiping Chen, Xin Lao · 2025 · advanced · quantitative trading
liquidity
FNSPID: A Comprehensive Financial News Dataset in Time Series
Xinyu Fan, Zhiyuan Peng, Zihan Dong · 2024 · intermediate · machine learning
machine learning · time series
Fokker-Planck description for the queue dynamics of large tick stocks
A. Gareche, G. Disdier, J. -P. Bouchaud · 2013 · advanced · quantitative trading
partial differential equations · stochastic processes
Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum
Linze Li, William Ferreira · 2025 · advanced · quantitative trading
commodities · momentum · portfolio management · time series · trend following
Follow the money: Does the financial sector intermediate natural resources windfalls?
Steven Poelhekke, Thorsten Beck · 2017 · intermediate · risk management
banking · econometrics
Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices
Bahar, Dany, Molina, Carlos A., Santos, Miguel Angel · 2018 · intermediate · statistics
equity markets · foreign exchange · statistical inference
Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks
Rania Hentati-Kaffel, Zeineb Affes · 2016 · intermediate · risk management
banking · machine learning · statistics
Forecast collapse of transformer-based models under squared loss in financial time series
Pierre Andreoletti · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · statistics · time series
Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)
Jose Aguilera-Toste, Mainak Singha, Vinayak Lahiri · 2025 · intermediate · quantitative trading
algorithmic trading · backtesting · momentum · risk management · trend following
Forecasting and Backtesting Gradient Allocations of Expected Shortfall
Cathy W. S. Chen, Edward M. H. Lin, Takaaki Koike · 2024 · advanced · risk management
regression · risk management
Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices
Nikanrova, A., Sancetta, A. · 2005 · advanced · time series
commodities · econometrics · statistics · time series
Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models
Manuela Pedio, Massimo Guidolin · 2019 · advanced · fixed income
econometrics · fixed income · interest rates · term structure models · time series
Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models
Manuela Pedio, Massimo Guidolin · 2019 · advanced · fixed income
interest rates · term structure models · time series
Forecasting bankruptcy and physical default intensity
Zhou, Ping · 2007 · intermediate · risk management
credit risk
Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models
Dorien Herremans, Kah Wee Low · 2022 · advanced · time series
cryptocurrencies · deep learning · financial machine learning · time series · volatility forecasting
Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches
Cristina Chinazzo, Vahidin Jeleskovic · 2024 · intermediate · time series
cryptocurrencies · garch · time series · volatility forecasting
Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors
Manuela Pedio, Massimo Guidolin · 2018 · advanced · time series
commodities · momentum · regression · time series
Forecasting Commodity Price Shocks Using Temporal and Semantic Fusion of Prices Signals and Agentic Generative AI Extracted Economic News
Carlos Gershenson-Garcia, Cecil Pang, Daehan Won · 2025 · advanced · time series
commodities · deep learning · financial machine learning · machine learning · natural language processing · neural networks
Forecasting Company Fundamentals
Devendra Singh Dhami, Eric Endress, Felix Divo · 2024 · intermediate · time series
deep learning · financial machine learning · machine learning · time series
Forecasting Covariance Matrices: A Mixed Frequency Approach
Roxana Halbleib, Valeri Voev · 2011 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach?
Szydlo, Jan · 2023 · intermediate · time series
econometrics · time series
Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs
Felix Drinkall, Janet B. Pierrehumbert, Stefan Zohren · 2024 · advanced · machine learning
credit risk · financial machine learning · large language models · machine learning · natural language processing
Forecasting Cross-Section Stock Returns using The Present Value Model
George Bulkley, Richard W P Holt · 2007 · intermediate · statistics
asset pricing · equity markets · equity valuation
Forecasting Cross-Section Stock Returns using Theoretical Prices Estimated from an Econometric Model
George Buckley, Richard W P Holt · 1999 · advanced · statistics
asset pricing · econometrics · equity markets
Forecasting Cryptocurrency Staking Rewards
Apoorva Hathi Katharaki, Bhaskar Krishnamachari, Rajarshi Gupta · 2024 · beginner · time series
cryptocurrencies · regression · time series
Forecasting Density Function: Application in Finance
Changie Ma, Rituparna Sen · 2015 · advanced · time series
statistics · time series
Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process
Kyungsub Lee · 2026 · advanced · time series
high frequency trading · statistics · stochastic processes
Forecasting earnings using k-nearest neighbor classification
Easton, Peter, Kapons, Martin, Monahan, S. · 2024 · intermediate · machine learning
financial machine learning · machine learning
Forecasting Economically Significant Bitcoin Moves: A Multi-Scale TCN with Profit-Optimized Thresholds
Gholamreza Mansourfar, Mohammadreza Feizi Derakhshi, Parsa Yousefnezhad · 2026 · advanced · machine learning
cryptocurrencies · deep learning · financial machine learning · machine learning · time series
Forecasting electricity spot market prices with a k-factor GIGARCH process
Abdou Kâ Diongue, Bertrand Vignal, Dominique Guegan · 2009 · advanced · time series
garch · statistics · time series · volatility forecasting
Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
Alexander Cameron, Jack Fanshawe, Rumi Masih · 2026 · advanced · machine learning
machine learning · neural networks · time series
Forecasting Exchange Rates: an Investor Perspective
Duncan D. Shand, John Prins, Michael T. Melvin · 2013 · advanced · quantitative trading
foreign exchange · portfolio optimization
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
A. Fronzetti Colladon, F. Ravazzolo, F. Violante · 2020 · intermediate · time series
equity markets · natural language processing · time series · volatility forecasting
Forecasting Future Language: Context Design for Mention Markets
Alejandro Lopez-Lira, Chanyeol Choi, Jaewon Lee · 2026 · intermediate · machine learning
large language models · natural language processing · probability
Forecasting High Frequency Order Flow Imbalance
Aditya Nittur Anantha, Shashi Jain · 2024 · advanced · quantitative trading
high frequency trading · market microstructure · statistics · stochastic processes · time series
Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator
Banu Simmons-Sueer · 2013 · intermediate · time series
credit markets · econometrics · fixed income · time series
Forecasting implied volatility surface with generative diffusion models
Ankush Agarwal, Chen Jin · 2025 · advanced · options
deep learning · volatility forecasting · volatility surface
Forecasting Intraday USD/CAD Exchange Rate with News-Derived Monetary-Policy Signals
Aliaa Alnaggar, Maya Kodeih, Mucahit Cevik · 2026 · intermediate · time series
financial machine learning · foreign exchange · large language models · machine learning · natural language processing · time series
Forecasting Intraday Volume in Equity Markets with Machine Learning
Chao Zhang, Kang Li, Mihai Cucuringu · 2025 · advanced · quantitative trading
machine learning
Forecasting Liquidity Withdraw with Machine Learning Models
Haochuan, Wang · 2025 · intermediate · quantitative trading
liquidity · liquidity risk · machine learning · market microstructure
Forecasting multifractal volatility
Adlai J. Fisher, Laurent-Emmanuel Calvet · 2001 · advanced · time series
statistics · stochastic processes · volatility forecasting
Forecasting Nigerian Equity Stock Returns Using Long Short-Term Memory Technique
Adebola K. Ojo, Ifechukwude Jude Okafor · 2025 · intermediate · machine learning
deep learning · equity markets · machine learning · neural networks · time series
Forecasting of Bitcoin Prices Using Hashrate Features: Wavelet and Deep Stacking Approach
Amir Ali Bengari, Gholamreza Heidary, Hooman Khaloo · 2025 · advanced · time series
cryptocurrencies · deep learning · financial machine learning · machine learning · neural networks · time series
Forecasting of Jump Arrivals in Stock Prices: New Attention-based Network Architecture using Limit Order Book Data
Alexandros Iosifidis, Juho Kanniainen, Moncef Gabbouj · 2018 · advanced · machine learning
deep learning · financial machine learning · jump processes · market microstructure · neural networks · time series
Forecasting of volatility and risk premia in electricity markets
Fred Espen Benth, Thomas K. Kloster · 2026 · advanced · time series
econometrics · time series · volatility forecasting
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
Dimitris Korobilis, Hilde C. Bjornland, Nicolas Hardy · 2026 · intermediate · time series
bayesian statistics · econometrics · regression · time series
Forecasting Probability Distributions of Financial Returns with Deep Neural Networks
Jakub Michańków · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Forecasting realized volatility in the stock market: a path-dependent perspective
Shaopeng Hong, Sicheng Fu, Xiangdong Liu · 2025 · advanced · time series
volatility forecasting
Forecasting Realized Volatility with Linear and Nonlinear Models
McAleer, M.J., Medeiros, M.C. · 2009 · advanced · time series
neural networks · time series · volatility forecasting
Forecasting Realized Volatility with Time Series Foundation Models: A Comparison with Econometric Benchmarks
Alessio Brini · 2026 · advanced · time series
econometrics · financial machine learning · machine learning · time series · volatility forecasting
Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion
Jiawen Xu, Pierre Perron · 2013 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Forecasting returns and volatilities in GARCH processes using the bootstrap
Pascual, Lorenzo, Romo, Juan, Ruiz Ortega, Esther · 2000 · advanced · time series
garch · statistical inference · time series · volatility forecasting
Forecasting S&P 500 Using LSTM Models
Prashant Pilla, Raji Mekonen · 2025 · intermediate · time series
deep learning · neural networks · time series
Forecasting stock return distributions around the globe with quantile neural networks
Jozef Barunik, Martin Hronec, Ondrej Tobek · 2024 · advanced · machine learning
deep learning · machine learning · neural networks
Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios
Nolan Alexander, William Scherer · 2026 · intermediate · portfolio management
portfolio management · portfolio optimization
Forecasting the density of asset returns
Javier Perote, Trino-Manuel Niguez · 2004 · advanced · statistics
probability · statistics
Forecasting the maximum compensation offer in the automobile BI claims negotiation proces
Mercedes Ayuso, Miguel Santolino · 2008 · intermediate · risk management
insurance · regression · statistical inference
Forecasting the movements of Bitcoin prices: an application of machine learning algorithms
Ayse Ongan, Hakan Pabuccu, Serdar Ongan · 2023 · intermediate · machine learning
cryptocurrencies · machine learning · neural networks
Forecasting the Volatility of Nikkei 225 Futures
Asai, M., McAleer, M.J. · 2017 · advanced · time series
time series · volatility forecasting
Forecasting the Yield Curve in a Data-Rich Environment using the Factor-Augmented Nelson-Siegel Model
Exterkate, P., Groenen, P.J.F., Heij, C. · 2010 · advanced · fixed income
econometrics · interest rates
Forecasting U.S. equity market volatility with attention and sentiment to the economy
Martina Halousková, Štefan Lyócsa · 2025 · advanced · time series
machine learning · volatility forecasting
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation*
Anne Opschoor, Dick van Dijk, Erik Kole · 2017 · advanced · risk management
risk management
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
Asai, M., Caporin, M., McAleer, M.J. · 2012 · advanced · time series
market risk · time series · volatility forecasting
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range
Chen, C.W.S., Gerlach, R., Hwang, B.B.K. · 2011 · advanced · risk management
backtesting · bayesian statistics · market risk · risk management · statistical inference · time series
Forecasting volatility and spillovers in crude oil spot, forward and future markets
Chang, C-L., McAleer, M.J., Tansuchat, R. · 2009 · advanced · time series
garch · time series · volatility forecasting
Forecasting volatility in the presence of Leverage Effect
Jean-Christophe Domenge, Rémi Rhodes, Vincent Vargas · 2010 · advanced · time series
time series
Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
Chao Zhou, Mathieu Rosenbaum, Siu Hin Tang · 2023 · advanced · time series
cryptocurrencies · deep learning · machine learning · neural networks · rough volatility · time series
Forecasting volatility with switching persistence GARCH models
Franses, Ph.H.B.F., Neele, J., van Dijk, D.J.C. · 1998 · advanced · time series
econometrics · garch · statistics · time series · volatility forecasting
Forecasting volatility with the multifractal random walk model
Jean Duchon, Raoul Robert, Vincent Vargas · 2008 · advanced · time series
stochastic processes · volatility forecasting
Forecasting volatility with the realized range in the presence of noise and non-trading
Dick van Dijk, Karim Bannouh, Martin P.E. Martens · 2013 · advanced · time series
econometrics · market microstructure · monte carlo simulation · volatility forecasting
Forecasting with Dynamic Panel Data Models
Frank Schorfheide, Hyungsik Moon, Laura Liu · 2016 · advanced · time series
bayesian statistics · econometrics · panel data · statistics · time series
Forecasting With Uncertain Persistence
Joel P. Flynn, Karthik A. Sastry, Maksim Meinert · 2026 · advanced · time series
asset pricing · interest rates
Foreign bank entry: a liquidity based theory of entry and credit market segmentation
Schmidt, Nikolaj · 2008 · advanced · risk management
banking · credit markets · financial economics · liquidity
Foreign Banks in Eastern Europe: Mode of Entry and Effects on Bank Interest Rates
Claeys, Sophie, Hainz, Christa · 2006 · intermediate · risk management
banking · credit markets · interest rates
Foreign banks, corporate strategy and financial stability: lessons from the river plate
Carlos Winograd, Michael Brei · 2012 · intermediate · risk management
banking · financial economics · financial stability
Foreign booms, domestic busts: The global dimension of banking crises
Cesa-Bianchi, Ambrogio, Martin, Fernando Eguren, Thwaites, Gregory · 2017 · intermediate · risk management
banking · econometrics
Foreign Currency Loans - Demand or Supply Driven?
Brown, M., Kirschenmann, K., Ongena, S. · 2009 · intermediate · risk management
banking
Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement
Anagnostopoulos, A., Atesagaoglu, O., Faraglia, E. · 2019 · advanced · statistics
asset pricing · equity markets · financial economics
Foreign entry and the Mexican banking system, 1997–2007
Haber, Stephen, Musacchio, Aldo · 2012 · intermediate · risk management
banking · financial economics
Foreign Exchange Markets with Last Look
Jamie Walton, Sebastian Jaimungal, Álvaro Cartea · 2018 · advanced · quantitative trading
foreign exchange · high frequency trading · market microstructure
Foreign expansion, competition and bank risk
Ester Faia, Gianmarco Ottaviano, Sebastien Laffitte · 2018 · intermediate · risk management
banking · financial economics · systemic risk
Foreign Signal Radar
Wei Jiao · 2025 · advanced · machine learning
financial machine learning · machine learning · market efficiency
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
Maksym Nechepurenko · 2026 · advanced · quantitative trading
quantitative trading
Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly
Hiroki Bessho, Takanari Sugimoto, Tomoya Suzuki · 2023 · intermediate · quantitative trading
foreign exchange
Forking paths in financial economics
Guillaume Coqueret · 2023 · advanced · statistics
asset pricing · hypothesis testing · statistical inference
Formalizing the Cox-Ross-Rubinstein pricing of European derivatives in Isabelle/HOL
Hervé Guiol, Mnacho Echenim, Nicolas Peltier · 2018 · intermediate · options
asset pricing · derivatives · mathematical finance · option pricing
Forward Evolution Equations for Knock-Out Options
Ali Hirsa, Peter Carr · 2007 · advanced · options
derivatives · jump processes · mathematical finance · option pricing · partial differential equations · stochastic processes
Forward Hedging Reshapes Incentive Provision
Nizar Touzi, René Aïd, Stéphane Villeneuve · 2026 · advanced · derivatives
derivatives · optimization · risk management
Forward Performance Processes under Multiple Default Risks
Gechun Liang, Kenneth Tsz Hin Ng, Roxana Dumitrescu · 2026 · advanced · stochastic calculus
credit risk · mathematical finance · stochastic calculus · stochastic differential equations
Forward robust portfolio selection: The binomial case
Harrison Waldon · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Forward Selection Fama-MacBeth Regression with Higher-Order Asset Pricing Factors
Aleh Tsyvinski, Denis Chetverikov, Nicola Borri · 2025 · advanced · statistics
asset pricing · econometrics · regression
Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS
Ujjwala Vadrevu · 2026 · advanced · risk management
machine learning · market risk · risk management · stress testing
Forward-Oriented Causal Observables for Non-Stationary Financial Markets
Lucas A. Souza · 2025 · advanced · time series
time series
Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction
Loc H. Nguyen, Matt Nguyen, Phuong M. Nguyen · 2026 · advanced · options
numerical methods · option pricing · partial differential equations
Foundation Time-Series AI Model for Realized Volatility Forecasting
Anubha Goel, Juho Kanniainen, Martin Magris · 2025 · advanced · time series
financial machine learning · machine learning · time series · volatility forecasting
Four Centuries of Return Predictability
Golez, Benjamin, Koudijs, Peter · 2015 · advanced · time series
asset pricing · statistics · time series
Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery
Andrey Itkin, Fazlollah Soleymani · 2019 · advanced · fixed income
credit derivatives · derivatives · jump processes · numerical methods · partial differential equations
Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
Eduardo Abi Jaber, Li, Shaun · 2024 · advanced · options
mathematical finance · stochastic processes
FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management
Jian'an Zhang · 2025 · advanced · quantitative trading
machine learning · portfolio management · reinforcement learning · transaction costs
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
Indranil SenGupta, Nicholas Salmon · 2021 · advanced · stochastic calculus
brownian motion · stochastic processes · volatility trading
Fractional Cointegration In StochasticVolatility Models
Afonso Gonçalves da Silva, Peter M Robinson · 2007 · advanced · time series
econometrics · monte carlo simulation · statistical inference · time series
Fragmentation and optimal liquidity supply on decentralized exchanges
Alfred Lehar, Christine Parlour, Marius Zoican · 2023 · advanced · quantitative trading
decentralized finance · liquidity · market microstructure
Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets
Alexander Y. Shestopaloff, Jakob Albers, Mihai Cucuringu · 2021 · advanced · quantitative trading
algorithmic trading · cryptocurrencies · high frequency trading · market microstructure · transaction costs
Framework for Analyzing Spatial Contagion between Financial Markets
Brendan Bradley, Murad S. Taqqu · 2004 · advanced · risk management
contagion · statistics
Framework for asset-liability management with fixed-term securities
Yevhen Havrylenko · 2025 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Fredholm Approach to Nonlinear Propagator Models
Alessandro Bondi, Eduardo Abi Jaber, Eyal Neuman · 2025 · advanced · quantitative trading
optimal execution · optimization
Free Cash-Flow, Issuance Costs and Stock Price Volatility
Décamps, Jean-Paul, Mariotti, Thomas, Rochet, Jean-Charles · 2008 · advanced · other
corporate finance
Free Lunches with Vanishing Risks Most Likely Exist
Eckhard Platen, Kevin Fergusson · 2025 · advanced · stochastic calculus
asset pricing · mathematical finance
From a “normal recession” to the “Great Depression”: finding the turning point in Chicago bank portfolios, 1923-1933
Postel-Vinay, Natacha · 2011 · intermediate · risk management
banking
From Accuracy to Auditability: A Survey of Determinism in Financial AI Systems
Deepayan Chakrabarti, Dengdu Jiang, Gaoyuan Du · 2026 · advanced · machine learning
credit risk · financial machine learning · machine learning
From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options
Aaron Wizman, Gabriel Turinici, Gregory Merran · 2026 · advanced · options
derivatives
From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design
Abdulrahman Qadi, Akash Sharma, Francesca Medda · 2025 · intermediate · portfolio management
equity markets
From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management
Ajay Kumar Verma, Shravya Barkam · 2026 · intermediate · portfolio management
monte carlo simulation · optimization · portfolio management · portfolio optimization · regression
From Classical Rationality to Contextual Reasoning: Quantum Logic as a New Frontier for Human-Centric AI in Finance
Fabio Bagarello, Francesco Gargano, Polina Khrennikova · 2025 · advanced · machine learning
financial machine learning · machine learning · neural networks
From Cointegration to Out-of-Sample Failure: A Pairs-Trading Case Study on PEP-KO
Davide Graziano · 2026 · intermediate · quantitative trading
backtesting · econometrics · pairs trading · statistical arbitrage
From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design
Jianyong Fang, Junfan Tong, Sitong Wu · 2025 · advanced · time series
regression · time series
From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles
Adrien Nguyen-Huu, Matheus R. Grasselli · 2026 · advanced · risk management
financial economics · jump processes · stochastic processes
From Deep Learning to LLMs: A survey of AI in Quantitative Investment
Bokai Cao, Haohan Zhang, Jian Guo · 2025 · intermediate · machine learning
deep learning · financial machine learning · large language models · machine learning
From Discrete Trailing Returns to a Continuous Graphical Profile: Return-to-Present Curves
Lei Liu · 2026 · beginner · portfolio management
portfolio management
From Discrete-Time Models to Continuous-Time, Asynchronous Models of Financial Markets
Boer-Sorban, K., Kaymak, U., Spiering, J. · 2006 · advanced · quantitative trading
market making · market microstructure
From electricity prices to profits: multidimensional probabilistic forecasting for BESS trading
Katarzyna Maciejowska, Tomasz Weron · 2026 · advanced · time series
probability · statistics · time series
From Exponential to Polynomial: An Exact Filter for High-Dimensional MSM Models
Daniyal Ali Hameedi · 2026 · advanced · time series
stochastic processes
From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing
Ajim Uddin, Bhaskar Goswami, Guiling Wang · 2024 · intermediate · machine learning
asset pricing · deep learning · financial machine learning · machine learning
From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
Augusto Pianese, Daniele Angelini, Massimiliano Frezza · 2025 · advanced · time series
brownian motion · stochastic processes
From Financial Repression to External Distress: The Case of Venezuela
Carmen Reinhart, Miguel Angel Santos · 2015 · intermediate · risk management
interest rates
From Financial Sentiment Classification to Return Predictability: A QLoRA Benchmark of Large Language Models
Fusheng Luo · 2026 · intermediate · machine learning
deep learning · large language models · machine learning · natural language processing
From GARCH to Neural Network for Volatility Forecast
Dik Lun Lee, Haoren Zhu, Pengfei Zhao · 2024 · advanced · time series
deep learning · garch · machine learning · neural networks · time series · volatility forecasting
From Glosten-Milgrom to the whole limit order book and applications to financial regulation
Emmanouil Sfendourakis, Mathieu Rosenbaum, Pamela Saliba · 2025 · advanced · quantitative trading
market making · market microstructure
From Headlines to Holdings: Deep Learning for Smarter Portfolio Decisions
Jiawei Lou, Jinghe Zhang, Yun Lin · 2025 · advanced · portfolio management
deep learning · financial machine learning · machine learning · natural language processing · neural networks · portfolio optimization
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
Kaiqi Hu, Yifan Ye, Yikuan Huang · 2026 · advanced · machine learning
backtesting · cryptocurrencies · factor investing · financial machine learning · large language models
From Index to Equity: Pre-Training Transformers for Stock Return Prediction
Marie Soehl Coolsaet, Roberto Gallardo, Zhen Gao · 2026 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · regression · time series
From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction
Derek W. Bunn, Jalal Kazempour, Jochen L. Cremer · 2026 · advanced · machine learning
time series
From Knowing to Doing: A Memory-Controlled Benchmark for LLM Trading Agents on Stock Markets
Beidi Luan, Daxin Jiang, Jiacheng Lu · 2026 · advanced · machine learning
backtesting · large language models · performance attribution
From local to global: the rise of AIM as a stock market for growing companies: a comprehensive report analysing the growth of AIM
Arcot, Sridhar, Black, Julia, Owen, Geoffrey · 2007 · intermediate · other
equity markets
From Means to Medians: Optimal Benchmark Design
Ángel Hernando-Veciana · 2025 · advanced · quantitative trading
decentralized finance · financial economics
From Natural Language to Executable Option Strategies via Large Language Models
Chen Liu, Haochen Luo, Junjie Xu · 2026 · advanced · options
derivatives · large language models
From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere
Anoushka Harit, Jongmin Yu, Zhongtian Sun · 2025 · advanced · time series
causal inference · deep learning · financial machine learning · machine learning · neural networks · time series
From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting
Chryssis Georgiou, Eliada Polydorou, Giorgos Demosthenous · 2025 · intermediate · time series
cryptocurrencies · financial machine learning · time series
From Public Evidence to Contractual Outcome: First and Stable Decidability on Kalshi
Maksym Nechepurenko · 2026 · advanced · derivatives
derivatives
From rank-based models with common noise to pathwise entropy solutions of SPDEs
Lane Chun Yeung, Mykhaylo Shkolnikov · 2024 · advanced · stochastic calculus
partial differential equations · stochastic calculus · stochastic processes
From Rattle to Roar: Optimizer Showdown for MambaStock on S&P 500
Alena Chan, Maria Garmonina · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · optimization · time series
From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model
Emmanuel Bacry, Jean-François Muzy, Othmane Zarhali · 2026 · advanced · time series
rough volatility · stochastic processes
From rough to multifractal volatility: The log S-fBM model
Emmanuel Bacry, Jean-François Muzy, Peng Wu · 2022 · advanced · time series
rough volatility · statistical inference · stochastic processes
From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices
M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majari · 2025 · intermediate · statistics
statistics
From the Black-Karasinski to the Verhulst model to accommodate the unconventional Fed's policy
A. Itkin, A. Lipton, D. Muravey · 2020 · advanced · fixed income
fixed income · interest rates · numerical methods · partial differential equations · stochastic differential equations · term structure models
From Tweets to Transactions: High-Frequency Inflation Expectations, Consumption, and Stock Returns
Benjamin Born, Jana-Lynn Schuster, Nora Lamersdorf · 2026 · intermediate · statistics
equity markets · financial economics · natural language processing
From Value Bounds to Policy-Distance and Active-Face Certificates: Same-Grid Duality for Constrained Dynamic Portfolios
Jeonggyu Huh · 2026 · advanced · portfolio management
numerical methods · optimization · portfolio management · portfolio optimization
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
Benzhuo Lu, Wenxuan Zhang, Zhouchi Lin · 2026 · advanced · options
option pricing · stochastic processes
From Votes to Volatility Predicting the Stock Market on Election Day
Igor L. R. Azevedo, Toyotaro Suzumura · 2024 · intermediate · machine learning
large language models · machine learning
From Walras' auctioneer to continuous time double auctions: A general dynamic theory of supply and demand
Jean‐Philippe Bouchaud, Jonathan Donier · 2015 · advanced · quantitative trading
financial economics · liquidity
From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
Mathias S. Kruttli · 2020 · advanced · statistics
asset pricing · bayesian statistics · regression
From Word Counts to Context: Topic Models for Asset Pricing
Jonathan Hartadi, Kevin Foley, Shivesh Prakash · 2026 · intermediate · machine learning
asset pricing · machine learning · natural language processing
FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling
Sayantan Banerjee, Sultan Amed, Tanmay Sen · 2026 · advanced · risk management
bayesian statistics · credit risk · financial machine learning · machine learning
FTX's downfall and Binance's consolidation: The fragility of centralised digital finance
Antonio Briola, David Vidal-Tomás, Tomaso Aste · 2023 · advanced · risk management
cryptocurrencies
Fuel mix diversification incentives in liberalised electricity markets: a Mean-Variance Portfolio Theory Approach
David M. Newbery, Fabien A. Roques, William J. Nuttall · 2006 · intermediate · portfolio management
monte carlo simulation · optimization · portfolio management · portfolio optimization
Full and fast calibration of the Heston stochastic volatility model
Cui, Yiran, Germano, Guido, del Baño Rollin, Sebastian · 2017 · advanced · options
model calibration · numerical methods · option pricing
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
Ariel Neufeld, Philipp Schmocker, Sizhou Wu · 2024 · advanced · machine learning
deep learning · jump processes · neural networks · numerical methods · partial differential equations
Full grid solution for multi-asset options pricing with tensor networks
Lucas Arenstein, Michael Kastoryano · 2025 · advanced · options
numerical methods · option pricing · partial differential equations
Function approximations for counterparty credit exposure calculations
Domagoj Demeterfi, Kathrin Glau, Linus Wunderlich · 2025 · advanced · risk management
credit risk · derivatives · monte carlo simulation · numerical methods · risk management
Functional Architecture of European Electricity Trading Markets: Requirements for AI Supported Trading Systems under Regulatory Constraints
Walter Kurz, Wojtek Stricker · 2026 · advanced · quantitative trading
quantitative trading
Functional central limit theorems for rough volatility
Aitor Muguruza, Andreas Sojmark, Antoine Jacquier · 2017 · advanced · stochastic calculus
brownian motion · monte carlo simulation · numerical methods · rough volatility · stochastic processes
Functional Clustering of Discount Functions for Behavioral Investor Profiling
Annamaria Porreca, Fabrizio Maturo, Roberta Martino · 2024 · intermediate · statistics
behavioral finance
Functional Expansions
Bruno Dupire, Valentin Tissot-Daguette · 2022 · advanced · stochastic calculus
calculus · mathematical finance
Functional integration by parts formulae for stochastic Volterra processes
Alexandre Pannier · 2026 · advanced · stochastic calculus
calculus · rough volatility · stochastic processes
Functional quantization of rough volatility and applications to volatility derivatives
Antoine Jacquier, Giorgia Callegaro, Ofelia Bonesini · 2021 · advanced · options
derivatives · numerical methods · option pricing · rough volatility
Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
Erfan Salavati, Nader Karimi · 2025 · advanced · portfolio management
backtesting · liquidity risk · portfolio management · stochastic differential equations · stochastic processes · transaction costs
Fund Asset Inference Using Machine Learning Methods: What's in That Portfolio?
Bajaj, Sourabh, Balch, Tucker Hybinette, Byrd, David · 2019 · intermediate · machine learning
algorithms · machine learning · mutual funds
Fund Competition under Conflicting ESG Rating Methodologies
Wanling Rudkin · 2026 · intermediate · portfolio management
esg · financial economics · mutual funds · sustainable investing
Fund flows and asset prices: a baseline model
Vayanos, Dimitri, Woolley, Paul · 2011 · intermediate · portfolio management
asset pricing
Fund liquidation, self-selection and look-ahead bias in the hedge fund industry
Verbeek, M.J.C.M., ter Horst, J.R. · 2004 · intermediate · statistics
hedge funds
Fund Managers' Contracts and Financial Markets' Short-Termism
Casamatta, Catherine, Pouget, Sébastien · 2011 · advanced · other
financial economics · market efficiency
Fund2Persona: A Framework for Building and Refining Financial Advisor Personas from Fund Disclosure Data
Alejandro Lopez-Lira, Chanyeol Choi, Hoyoung Lee · 2026 · advanced · machine learning
large language models
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices
Benoît Sévi, Derek Bunn, Julien Chevallier · 2017 · advanced · statistics
commodities · econometrics
Fundamental market design as a layer of AI-agent alignment
Dragisa Zunic, Emilio Tuosto, Omar Inverso · 2026 · advanced · quantitative trading
quantitative trading
Fundamental Properties of Linear Factor Models
Damir Filipovic, Paul Schneider · 2024 · advanced · statistics
asset pricing · regression
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Cosimo Munari, Maria Arduca · 2020 · advanced · derivatives
asset pricing · mathematical finance · transaction costs
Fundamental Trends and Dislocated Markets: An Integrated Approach to Global Macro Investing
Caroline Heinrichs, Paras Bakrania · 2019 · intermediate · portfolio management
portfolio management
Fundamental Volatility and Financial Stability
Gabriel Desgranges, Stéphane Gauthier · 2023 · advanced · risk management
financial economics · financial stability
Fundamentals News, Global Liquidity and Macroprudential Policy
Chenxin Liu, Enrique G. Mendoza, Javier Bianchi · 2016 · advanced · risk management
economic policy · systemic risk
Fundamentals of Perpetual Futures
Asaf Manela, Omri Ross, Songrun He · 2022 · advanced · derivatives
asset pricing · cryptocurrencies · derivatives
Fundamentals versus market sentiments in the euro bond markets: implications for QE
Ji, Yuemei, Macchiarelli, Corrado, de Grauwe, Paul · 2017 · intermediate · fixed income
fixed income
Funding Adjustments in Equity Linear Products
Andrea Pallavicini, Stefania Gabrielli, Stefano Scoleri · 2019 · advanced · derivatives
derivatives
Funding Constraints and Market Illiquidity in the European Treasury Bond Market
Giorgio Valente, Minh Nguyen, Sophie Moinas · 2018 · advanced · fixed income
causal identification · fixed income · liquidity
Funding-Aware Optimal Market Making for Perpetual DEXs
Nam Anh Le · 2026 · advanced · quantitative trading
derivatives · liquidity · market making
FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs
Maxime Bergeron, Sebastian Jaimungal, Vedant Choudhary · 2023 · advanced · options
deep learning · neural networks · statistics · stochastic differential equations · volatility surface
Further evidence on the impact of economic news on interest rates
Dominique Guegan, Florian Ielpo · 2007 · advanced · fixed income
econometrics · interest rates · time series
Fusing Narrative Semantics for Financial Volatility Forecasting
Chris Vryonides, Marcus Kaiser, Roel Oomen · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series
Future Liquidity, Present Value: Measuring and Pricing Liquidity Risk
Roni Israelov · 2006 · advanced · statistics
asset pricing · liquidity · liquidity risk · transaction costs
FX Market Making with Internal Liquidity
Alexander Barzykin, Eyal Neuman, Robert Boyce · 2025 · advanced · quantitative trading
algorithmic trading · foreign exchange · liquidity · market making · market microstructure · risk management
G3Ms:Generalized Mean Market Makers
Daniel Z. Zanger · 2022 · advanced · quantitative trading
quantitative trading
Game-Theoretic Capital Asset Pricing in Continuous Time
Glenn Shafer, Vladimir Vovk · 2018 · advanced · portfolio management
asset pricing · capm · market efficiency · mathematical finance
Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity
Akimichi Takemura, Takeru Matsuda · 2018 · advanced · options
mathematical finance · optimization · option pricing · options hedging
Game-Theoretic Modeling of Heterogeneous Investor Interactions for Stock Price Forecasting
Che Sun, Xinxiao Wu, Yong Zhang · 2026 · advanced · machine learning
machine learning
GARCH option pricing under skew
Sofiane Aboura · 2005 · advanced · options
derivatives · garch · option pricing
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
Christopher McComb, John Liechty, Nicholas Skar-Gislinge · 2024 · advanced · time series
deep learning · garch · machine learning · neural networks · time series · volatility forecasting
GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Gilles Stupfler, Hibiki Kaibuchi, Yoshinori Kawasaki · 2022 · advanced · risk management
extreme value theory · garch · risk management · statistical inference
Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
Bernhard K Meister, Henry CW Price · 2024 · advanced · derivatives
derivatives · stochastic processes
Gate Design and Stage-Dependent Incentives in Retail Proprietary-Trading Evaluations: Why Passing Is Not Standalone Evidence of Skill, and Why the Product Fails to Pay Under Measured Trading Constraints
Nicholas Hall · 2026 · intermediate · quantitative trading
transaction costs
Gated Deeper Models are Effective Factor Learners
Jingjing Guo · 2023 · advanced · machine learning
deep learning · factor investing · financial machine learning · machine learning · neural networks
Gated Neural Networks for Option Pricing: Rationality by Design
Timothy M. Hospedales, Yongxin Yang, Yu Zheng · 2016 · advanced · options
derivatives · financial machine learning · machine learning · neural networks · option pricing
Gatheral double stochastic volatility model with Skorokhod reflection
Andrey Pilipenko, Kostiantyn Ralchenko, Yuliya Mishura · 2025 · advanced · stochastic calculus
stochastic calculus · stochastic differential equations · stochastic processes
Gatheral's Conjecture Revisited
Vladimir Lucic · 2026 · advanced · options
stochastic processes
Gaucho banking redux
Paolera, Gerardo Della, Taylor, Alan M. · 2003 · beginner · risk management
banking · economic policy
Gauge symmetries and the Higgs mechanism in Quantum Finance
Ivan Arraut · 2023 · advanced · options
mathematical finance · option pricing
Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios
Daniel Buguks, Dayne Marcus Lopena, Del Rajan · 2026 · advanced · quantitative trading
portfolio management · statistical arbitrage
Gaussian Estimation of Continuous Time Models of the Short Term Interest Rate
Jun Yu, Peter C.B. Phillips · 2001 · advanced · fixed income
interest rates · statistical inference · stochastic processes
Gaussian Normalized Coordinates and Risk-Neutral CDF Deformations
Jian Sun · 2026 · advanced · options
options
Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Matthew F Dixon, Stéphane Crépey · 2020 · advanced · risk management
credit risk · derivatives · monte carlo simulation
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Andrea Molent, Antonino Zanette, Ludovic Goudenège · 2021 · advanced · derivatives
interest rates · machine learning · numerical methods · stochastic processes
Gender and Banking : Are Women Better Loan Officers?
Beck, T.H.L., Behr, P., Guttler, A. · 2009 · intermediate · risk management
banking · credit risk
Gender and credit risk: a view from the loan officer's desk
José Garcia Montalvo, Marta Reynal-Querol · 2019 · intermediate · risk management
banking · credit risk
Gender Differences in Financial Advice
Andreas Hackethal, Christine Laudenbach, Johannes Koenen · 2021 · intermediate · statistics
statistics
Gender, Investment Financing and Credit Constraints
Pelger, Ines · 2011 · intermediate · other
corporate finance · credit markets · financial economics
General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework
Edouard Motte, Jean-Loup Dupret · 2026 · advanced · risk management
insurance · optimization · risk management · stochastic processes
General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks
Tatsuru Kikuchi · 2025 · advanced · risk management
contagion · financial networks · stochastic processes · systemic risk
GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION
Charles-Albert Lehalle, Olivier Guéant · 2013 · advanced · quantitative trading
optimal execution · optimization · stochastic processes
General properties of rational stock-market fluctuations
Mele, Antonio · 2004 · advanced · stochastic calculus
asset pricing · financial economics · mathematical finance
General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations
Hyong-Chol O, Tae-Song Choe · 2022 · advanced · options
option pricing · partial differential equations
General Semi-Markov Model for Limit Order Books: Theory, Implementation and Numerics
Anatoliy Swishchuk, Julia Schmidt, Katharina Cera · 2016 · advanced · quantitative trading
market microstructure · numerical methods · stochastic processes
Generalised geometric Brownian motion: Theory and applications to option pricing
Lasko Basnarkov, Ljupco Kocarev, Ralf Metzler · 2020 · advanced · options
brownian motion · derivatives · option pricing · stochastic processes
Generalizable Multi-Agent Framework for Quantitative Trading of US Education Funds
Alan Wilson, Kaixian Xu, Lisang Zhou · 2024 · intermediate · quantitative trading
quantitative trading
Generalized Arbitrage-Free SVI Volatility Surfaces
Antoine Jacquier, Claude Martini, Gaoyue Guo · 2016 · advanced · options
mathematical finance · volatility surface
Generalized Autoregressive Conditional Heteroskedasticity
Tim Bollerslev
econometrics · garch · statistical inference · statistics · stochastic processes · time series
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
Bonomo, Marco, Garcia, René, Meddahi, Nour · 2010 · advanced · time series
asset pricing
Generalized Distribution Prediction for Asset Returns
María Óskarsdóttir, Ísak Pétursson · 2024 · intermediate · machine learning
deep learning · financial machine learning · neural networks · time series
Generalized Duality for Model-Free Superhedging given Marginals
Arash Fahim, Saeed Khalili, Yu-Jui Huang · 2019 · advanced · options
mathematical finance
Generalized dynamic factor models and volatilities estimation and forecasting
Barigozzi, Matteo, Hallin, Marc · 2017 · advanced · time series
statistics · time series · volatility forecasting
Generalized dynamic factor models and volatilities: recovering the market volatility shocks
Barigozzi, Matteo, Hallin, Mark · 2015 · advanced · time series
econometrics · statistics · time series
Generalized Expected Discounted Penalty Function at General Drawdown for Lévy Risk Processes
Ping Chen, Shuanming Li, Wenyuan Wang · 2019 · advanced · risk management
insurance · stochastic processes
Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection
Andrzej Cichocki, Auxiliadora Sarmiento, Sergio Cruces · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Generalized Factor Neural Network Model for High-dimensional Regression
Alexander Y. Shestopaloff, Mihai Cucuringu, Zichuan Guo · 2025 · advanced · machine learning
machine learning · neural networks · regression · statistics
Generalized FGM dependence: Geometrical representation and convex bounds on sums
Alessandro Mutti, Etienne Marceau, Hélène Cossette · 2024 · advanced · risk management
copulas · risk management
Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise
Rasmus Tangsgaard Varneskov · 2011 · advanced · statistics
market microstructure · statistics
Generalized Mean Absolute Directional Loss for Machine Learning Trading Models
Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2024 · advanced · machine learning
algorithmic trading · financial machine learning · machine learning · optimization
Generalized Orlicz premia
Fabio Bellini, Mücahit Aygün, Roger J. A. Laeven · 2025 · advanced · risk management
mathematical finance
Generalized second law of thermodynamics in the Glosten-Milgrom model
Pierre Carmier · 2022 · advanced · quantitative trading
bayesian statistics · market microstructure · probability
Generalized Stock Price Prediction for Multiple Stocks Combined with News Fusion
Hsin-Min Wang, Hung-Shin Lee, Hung-yi Lee · 2026 · intermediate · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · time series
Generalizing Geometric Brownian Motion
Peter Carr, Zhibai Zhang · 2018 · advanced · stochastic calculus
brownian motion · derivatives · option pricing · stochastic processes
Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers
Danilo Mandic, Elisabeth A. Duijnstee, Peter Yatsyshin · 2023 · intermediate · quantitative trading
market making
Generalizing Markowitz Portfolio Optimization by a Quadratic Risk Measure
Andrius Grigutis, Ignas Gasparavičius · 2026 · intermediate · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies
Akshay Ajith, Sumesh K J, Varun Narayan Kannan Pillai · 2026 · intermediate · quantitative trading
algorithmic trading · machine learning · natural language processing · trend following
Generating Financial Time Series by Matching Random Convolutional Features
Ben Wood, Konrad J. Mueller, Lukas Gonon · 2026 · advanced · machine learning
machine learning · time series
Generating long-horizon stock "buy" signals with a neural language model
Joel R. Bock · 2024 · intermediate · machine learning
equity markets · financial machine learning · machine learning · natural language processing
Generating Plausible Stress Scenarios via Large Deviations
Anand Deo · 2026 · advanced · risk management
stress testing · tail risk
Generating realistic metaorders from public data
Grégoire Loeper, Guillaume Maitrier, Jean-Philippe Bouchaud · 2025 · intermediate · quantitative trading
market microstructure
Generation of synthetic financial time series by diffusion models
Takayuki Mizuno, Tomonori Takahashi · 2024 · advanced · machine learning
deep learning · machine learning · time series
Generative Adversarial Networks in finance: an overview
Florian Eckerli, Joerg Osterrieder · 2021 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios
Jonathan Yu-Meng Li, Saeed Asadi · 2026 · advanced · risk management
machine learning · optimization · risk management
Generative AI for Analysts
Jian Xue, Qian Zhang, Wu Zhu · 2025 · advanced · machine learning
causal inference · large language models
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network
Anisoara Calinescu, Jakob Foerster, Kang Li · 2023 · advanced · machine learning
deep learning · machine learning · market microstructure · neural networks
Generative AI for Stock Selection
Keywan Christian Rasekhschaffe · 2026 · intermediate · machine learning
large language models · natural language processing
Generative AI-enhanced Sector-based Investment Portfolio Construction
Alina Voronina, Oleksandr Romanko, Rafael Mendoza-Arriaga · 2025 · intermediate · portfolio management
large language models · portfolio management · portfolio optimization
Generative Diffusion Model for Risk-Neutral Derivative Pricing
Nilay Tiwari · 2026 · advanced · options
deep learning · derivatives · machine learning · option pricing · stochastic differential equations
Generative Machine Learning for Multivariate Equity Returns
Achintya Gopal, Ruslan Tepelyan · 2023 · advanced · machine learning
deep learning · machine learning · neural networks
Generative Market Equilibrium Models with Stable Adversarial Learning via Reinforcement
Anastasis Kratsios, Qiang Sun, Xiaofei Shi · 2025 · advanced · machine learning
deep learning · financial economics · machine learning · neural networks · reinforcement learning
Generative Meta-Learning Robust Quality-Diversity Portfolio
Kamer Ali Yuksel · 2023 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio management · portfolio optimization
Generative modelling of financial time series with structured noise and MMD-based signature learning
Chung I Lu, Julian Sester · 2024 · advanced · machine learning
machine learning · time series
Generative Neural Operators of Log-Complexity Can Simultaneously Solve Infinitely Many Convex Programs
Anastasis Kratsios, Ariel Neufeld, Philipp Schmocker · 2025 · advanced · machine learning
convex optimization · deep learning · machine learning · mathematical finance · neural networks · optimization
Generative Pricing of Basket Options via Signature-Conditioned Mixture Density Networks
Antony Ware, Hasib Uddin Molla, Ilnaz Asadzadeh · 2025 · advanced · options
deep learning · derivatives · machine learning · neural networks · option pricing
Generative-Discriminative Machine Learning Models for High-Frequency Financial Regime Classification
Andreas Koukorinis, Gareth William Peters, Guido Germano · 2025 · advanced · machine learning
high frequency trading · machine learning · market microstructure · time series
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns
David F. Hendry, Susana Campos-Martins · 2021 · advanced · time series
equity markets
Geographic spread of currency trading: the renminbi and other EM currencies
Chang Shu, Robert N. McCauley, Yin‐Wong Cheung · 2019 · intermediate · statistics
foreign exchange
Geometric and Arithmetic Likelihood Aggregation for Diffusions with Heterogeneous Volatility
Jan Vecer · 2026 · advanced · stochastic calculus
optimization · stochastic calculus · stochastic differential equations · stochastic processes
Geometric Brownian Motion Assumption and Generalized Hyperbolic Distribution on Modeling Returns
Ivivi J. Mwaniki · 2019 · intermediate · statistics
statistical inference · statistics · stochastic processes
Geometric Brownian motion with affine drift and its time-integral
Hans Volkmer, Pingping Jiang, Runhuan Feng · 2020 · advanced · stochastic calculus
mathematical finance · stochastic processes
Geometric BSDEs
Emanuela Rosazza Gianin, Marco Zullino, Roger J. A. Laeven · 2024 · advanced · stochastic calculus
mathematical finance · stochastic calculus · stochastic differential equations
Geometric Deep Learning for Realized Covariance Matrix Forecasting
Andrea Bucci, Chao Zhang, Michele Palma · 2024 · advanced · time series
deep learning · machine learning · volatility forecasting
Geometric Dynamics of Consumer Credit Cycles: A Multivector-based Linear-Attention Framework for Explanatory Economic Analysis
Agus Sudjianto, Sandi Setiawan · 2025 · advanced · risk management
machine learning · systemic risk · time series
Geometric insights into robust portfolio construction
Lara Dalmeyer, Tim Gebbie · 2021 · advanced · portfolio management
optimization · portfolio optimization
Geometric Local Variance Gamma model
Andrey Itkin, Peter Carr · 2018 · advanced · options
model calibration · option pricing · stochastic processes · volatility surface
Geometric Observables for Financial Regime Detection
Will Hammond · 2026 · advanced · time series
equity markets · financial machine learning · machine learning · time series
Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing
Ludovic Mathys, Walter Farkas · 2020 · advanced · options
jump processes · mathematical finance · option pricing
Geometrically convex return risk measures on AM-algebras
Christian Laudagé · 2026 · advanced · risk management
mathematical finance
GeomHerd: A Forward-looking Herding Quantification via Ricci Flow Geometry on Agent Interactive Simulations
Chuan Wu, Dunhong Jin, Jingfeng Zeng · 2026 · advanced · risk management
risk management
Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction
Roberto Garrone · 2026 · intermediate · portfolio management
financial economics · market efficiency
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations
Danial Dervovic, David Byrd, Mahmoud Mahfouz · 2019 · intermediate · quantitative trading
market microstructure · statistics
Getting Bad News Out Early: Does it Really Help Stock Prices?
Chris Downing, Steven A. Sharpe · 2003 · intermediate · statistics
statistics
Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
Benjamin Ranish, John Y. Campbell, Tarun Ramadorai · 2014 · intermediate · statistics
behavioral finance · equity markets
GFC-Robust Risk Management Strategies under the Basel Accord
Jiménez-Martín, J.A., McAleer, M.J., Pérez-Amaral, T. · 2010 · intermediate · risk management
risk management · volatility forecasting
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
Jiménez-Martín, J.A., McAleer, M.J., Pérez-Amaral, T. · 2011 · advanced · risk management
extreme value theory · risk management · volatility forecasting
Gibbs sampler with jump diffusion model: application in European call option and annuity
An-Chow Lai, Kein Joe Lau, Yong Kheng Goh · 2017 · intermediate · options
jump processes · option pricing · statistical inference · stochastic processes
Giffen goods and market making
Giovanni Cespa · 2003 · advanced · quantitative trading
asset pricing · financial economics · market making
GIFfluence: A Visual Approach to Investor Sentiment and the Stock Market
David Hirshleifer, Ming Gu, Shijia Wu · 2025 · intermediate · statistics
behavioral finance · equity markets
Global and local stationary modelling in finance: theory and empirical evidence
Dominique Guegan · 2007 · advanced · time series
copulas · econometrics · statistics · stochastic processes · time series
Global Balance and Systemic Risk in Financial Correlation Networks
Fernando Diaz-Diaz, Paolo Bartesaghi, Pierpaolo Uberti · 2024 · advanced · risk management
financial networks · systemic risk
Global banking: risk taking and competition
Ester Faia, Gianmarco I. P. Ottaviano · 2017 · advanced · risk management
banking · credit markets
Global Diffusion of the Non-Traditional Banking Model and Alliance Networks: Social Exposure, Learning and Moderating Regulatory Effort
Blind, K., Cuntz, A.N. · 2010 · advanced · risk management
banking · financial networks
Global effects of US uncertainty: real and financial shocks on real and financial markets
Jorge Hirs-Garzon, Jorge M. Uribe, Jose E. Gomez-Gonzalez · 2020 · advanced · time series
econometrics · financial economics · time series
Global factor premiums
Guido Baltussen, Laurens A. P. Swinkels, Pim van. Auteur du texte Vliet · 2021 · advanced · statistics
asset pricing · factor investing · statistical inference
Global financial cycle, household credit, and macroprudential policies
Camelia Minoiu, Irina Mihai, José-Luis Peydró · 2023 · advanced · risk management
banking · credit markets
Global financial cycles since 1880
Potjagailo, Galina, Wolters, Maik H. · 2019 · advanced · time series
credit markets · econometrics · equity markets · financial economics · housing markets · interest rates
Global Index on Financial Losses due to Crime in the United States
Abootaleb Shirvani, Svetlozar Rachev, Thilini Mahanama · 2021 · advanced · risk management
derivatives · insurance · options hedging · risk management · securitization
Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors
Alexander Ljungqvist, Tim Jenkinson, William Wilhelm · 2001 · intermediate · other
equity markets · financial economics
Global liquidity and impairment of local monetary policy
Eda Gülşen, José-Luis Peydró, Salih Fendoğlu · 2019 · advanced · risk management
banking · causal identification · credit markets
Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching
Atithi Acharya, Brandon Augustino, Charlie Che · 2026 · advanced · options
model calibration · stochastic processes
Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels
Oleg Roshka · 2026 · advanced · time series
econometrics · panel data · time series
Global Return Variation
John M. Liew · 1995 · advanced · statistics
asset pricing · econometrics · equity markets · market efficiency · regression · time series
Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
Chao Wang, Junbin Gao, Zhengyang Chi · 2024 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series · volatility forecasting
Global Structure and Local Specifications in Sublinear Valuation
David Criens, Hyungbin Park, Jongjin Park · 2026 · advanced · stochastic calculus
mathematical finance · partial differential equations · stochastic processes
Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes
David C. Blitz, Pim van. Auteur du texte Vliet · 2008 · intermediate · portfolio management
momentum · portfolio management
Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach
Canlin Li, Francis X. Diebold, Vivian Z. Yue · 2007 · advanced · fixed income
econometrics · fixed income · interest rates · term structure models · time series
Globalization and financial liberalization : indebtedness and crises in the Asian emerging countries. The case of Thailand, South Korea, Indonesia and Malaysia
Nada Saliba · 2009 · intermediate · risk management
risk management
GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study
Bent E. Sorensen, Torben G. Andersen · 1995 · advanced · statistics
econometrics · monte carlo simulation · statistical inference · time series
Goal-based portfolio selection with fixed transaction costs
Bingyan Han, Erhan Bayraktar, Jingjie Zhang · 2025 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · transaction costs
Goal-based portfolio selection with mental accounting
Bingyan Han, Erhan Bayraktar · 2025 · advanced · portfolio management
behavioral finance · optimization · partial differential equations · portfolio management
Going for broke: New Century Financial Corporation, 2004-2006
Landier, Augustin, Sraer, David, Thesmar, David · 2010 · intermediate · risk management
credit risk · mortgage markets
Goodhart, Charles A.E. and Tsomocos, Dimitros P.: The challenge of financial stability: a new model and its applications
Jean-Bernard Chatelain · 2013 · intermediate · risk management
banking · financial stability
Goodness-of-Fit tests with dependent observations
Remy Chicheportiche, Jean-Philippe Bouchaud · 2011 · advanced · statistics
copulas · hypothesis testing · statistical inference · stochastic processes · time series
Governance and Performance of Microfinance Institutions in Central And Eastern Europe and the Newly Independent States
Valentina Hartarska · 2004 · intermediate · other
corporate governance
Governance Mechanisms and Bond Prices
Chenyang Wei, Martijn Cremers, Vinay Nair · 2006 · intermediate · fixed income
corporate finance · corporate governance · credit markets · credit risk · fixed income
Governance Mechanisms and Equity Prices
K.J. Martijn Cremers, Vinay B. Nair · 2003 · intermediate · other
asset pricing · corporate governance · equity markets
Governance, Risk, and Regulation: A Framework for Improving Efficiency in Kenyan Pension Funds
Sylvester Willys Namagwa · 2025 · intermediate · risk management
corporate governance · panel data · pensions · regression · risk management
Government borrowing cost and budget deficits: is investment spending different?
Jemima Peppel-Srebrny · 2020 · advanced · fixed income
causal identification · econometrics · interest rates · panel data
GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models
Udit Gupta · 2023 · intermediate · machine learning
equity markets · financial machine learning · large language models · machine learning · natural language processing
Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
Amir Mirzaeinia, Haseebullah Jumakhan, Sina Montazeri · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Gradient-based Stochastic Optimization of Utility-based Shortfall Risk
Prashanth L. A., Sanjay P. Bhat, Sumedh Gupte · 2025 · advanced · risk management
convex optimization · optimization · risk management
Granger-causality in quantiles between financial markets: Using copula approach
Tae‐Hwy Lee, Weiping Yang · 2013 · advanced · time series
copulas · econometrics · hypothesis testing · time series
Granular Banking Flows and Exchange-Rate Dynamics
Bippus, B., Lloyd, S., Ostry, D. · 2026 · advanced · statistics
banking · financial economics · foreign exchange
Graph Auto-Encoders for Financial Clustering
Edward Turner · 2021 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage
Diego Klabjan, Yoonsik Hong · 2025 · advanced · quantitative trading
deep learning · foreign exchange · machine learning · neural networks · optimization · regression
Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects
Chao Zhang, Mihai Cucuringu, Xiaowen Dong · 2023 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · volatility forecasting
Graph Signal Processing for Global Stock Market Realized Volatility Forecasting
Chao Wang, Junbin Gao, Zhengyang Chi · 2024 · advanced · time series
financial networks · volatility forecasting
Graph-based era segmentation of international financial integration
Antoine Parent, Cécile Bastidon, Pablo Jensen · 2020 · advanced · statistics
financial networks · optimization · time series
Graph-Based Methods for Forecasting Realized Covariances
Chao Zhang, Mihai Cucuringu, Xiaowen Dong · 2024 · advanced · time series
statistics · time series
Graph-Based Modeling of Financial Volatility Dynamics
Alice Zhang, Chuanzhen Wang, Michael Brown · 2026 · advanced · time series
deep learning · machine learning · neural networks · volatility forecasting · volatility surface
GraphCNNpred: A stock market indices prediction using a Graph based deep learning system
Yuhui Jin · 2024 · intermediate · machine learning
deep learning · equity markets · financial machine learning · neural networks
Gravity in International Finance: Evidence From Fees on Equity Transactions
Milsom, L., Pažitka, V., Roland, I. · 2020 · advanced · statistics
econometrics · equity markets · financial economics · panel data
Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents
Foozhan Ataiefard, Hadi Hemmati · 2023 · advanced · machine learning
algorithmic trading · deep learning · machine learning · neural networks · reinforcement learning
Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
Matteo Smerlak · 2023 · advanced · statistics
statistics
Green in the shadow: The information view on green banking regulation
Martino, Edoardo, Parchimowicz, Katarzyna · 2026 · advanced · risk management
banking
Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets
Rishabh Raj, Shashwat Mishra, Siddhartha P. Chakrabarty · 2023 · intermediate · portfolio management
esg · optimization · portfolio optimization · stress testing · sustainable investing
Grounded Event Extraction from SEC 8-K Filings with a Fine-Grained Taxonomy
Jarrett Blankenship, Joe Dursun, Katie Adams · 2026 · advanced · machine learning
large language models · machine learning · natural language processing
Group Lending versus Individual Lending in Microfinance
Lehner, Maria · 2009 · intermediate · risk management
risk management
Group Quantization and Mellin Representations of the Heston Model
Santiago Garcia · 2026 · advanced · options
mathematical finance · option pricing
Group Survival Probability under Contagion in Microlending
Alejandra Quintos, Héctor Jasso-Fuentes, Xinta Yang · 2025 · advanced · risk management
contagion · credit risk · probability
Group versus Individual Lending in Microfinance
Lehner, Maria · 2008 · intermediate · risk management
risk management
Growing the Efficient Frontier on Panel Trees
Guanhao Feng, Jingyu He, Lin William Cong · 2025 · advanced · portfolio management
asset pricing · portfolio optimization
Growth of international finance and emerging economies: Elements for alternative approach
Alves, C., Toporowski, J. · 2019 · intermediate · risk management
risk management
Growth rate of liquidity provider's wealth in G3Ms
Cheuk Yin Lee, Shen-Ning Tung, Tai-Ho Wang · 2024 · advanced · quantitative trading
liquidity · mathematical finance · stochastic differential equations · stochastic processes
GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network
Haoran Chen, Kequan Wang, Teng Fei · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks
Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making
Jian Guo, Saizhuo Wang, Yiyan Qi · 2024 · advanced · machine learning
deep learning · machine learning · neural networks
Habit Formation and the Equity-Premium Puzzle: a Skeptical View
Oren Sussman, Stefano G. Athanasoulis · 2004 · advanced · other
asset pricing · financial economics
Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization
Cody Hyndman, Criscent Birungi · 2026 · advanced · portfolio management
optimization · portfolio management · stochastic processes
Habit Formation, Surplus Consumption and Return Predictability: International Evidence
Stig V. Møller, Stuart Hyde, Tom Engsted · 2007 · advanced · statistics
asset pricing · econometrics
Handling missing data in Burundian sovereign bond market
David Niyukuri, Irène Irakoze, Rédempteur Ntawiratsa · 2023 · intermediate · fixed income
regression
Handling model risk with XVAs
Cyril Bénézet, Stéphane Crépey · 2022 · advanced · risk management
model risk
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
Francesco Audrino, Jonathan Chassot · 2024 · intermediate · time series
machine learning · time series · volatility forecasting
Hardening Soft Information: Evidence on Analyst Integration Costs
Amy Zang, Kerry Xiao · 2025 · intermediate · statistics
statistics
HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization
Benjamin Coriat, Eric Benhamou · 2025 · advanced · portfolio management
deep learning · financial machine learning · large language models · machine learning · natural language processing · portfolio optimization
HARN: Hierarchical Associative Resonance Network for Event-Driven Multi-Timeframe Forecasting
Nabeel Ahmad Saidd · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · time series
Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
Andi Chen, Haowei Ni, Panfeng Li · 2024 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing
Harvesting the Variance Risk Premium in Nuclear and Energy Equities: A Short-Put Portfolio Derisking Strategy
Jilang Miao, Nonna Sorokina · 2026 · intermediate · options
derivatives · equity markets · option pricing · portfolio management · risk management · volatility trading
Harvesting the Volatility Risk Premium: A Learning-to-Rank Approach
Maciej Wysocki · 2026 · advanced · quantitative trading
machine learning · risk management · volatility trading
Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
Jiménez-Martín, J.A., McAleer, M.J., Pérez-Amaral, T. · 2012 · advanced · risk management
banking · risk management
Has the link between the spot and forward exchange rates broken down? Evidence from rolling cointegration tests
Kutan, Ali M., Zhou, Su · 2002 · intermediate · time series
econometrics · foreign exchange · statistical inference · time series
Have the US macro-financial linkages changed? The balance sheet dimension
Gerba, Eddie · 2015 · advanced · risk management
credit markets · financial economics
Hawkes-based cryptocurrency forecasting via Limit Order Book data
Daniele Marazzina, Filippo Barchi, Raffaele Giuseppe Cestari · 2023 · advanced · time series
cryptocurrencies · time series
Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation
Alexander Barzykin · 2026 · advanced · quantitative trading
market making · market microstructure · optimization · stochastic processes
Hazardous times for monetary policy: what do twenty-three million bank loans say about the effects on credit risk-taking?
Gabriel Jiménez, Jesús Saurina, José-Luis Peydró · 2013 · advanced · risk management
banking · causal identification · credit markets · credit risk
Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns
Sichao He, Yansong Zhang · 2026 · intermediate · time series
deep learning · machine learning · neural networks · time series
Health shock, medical insurance and financial asset allocation: evidence from CHFS in China
Hao, Yu, Liu, Yaxuan, Lu, Zhi Nan · 2022 · intermediate · portfolio management
insurance
Health Status and Portfolio Choice
Harvey S. Rosen, Stephen Wu · 2001 · intermediate · portfolio management
financial economics
Healthy... Distress... Default
Zura Kakushadze · 2019 · advanced · risk management
asset pricing · credit derivatives · credit risk · stochastic processes
Heat modulated affine stochastic volatility models for forward curve dynamics
Sven Karbach · 2024 · advanced · fixed income
partial differential equations · stochastic differential equations · stochastic processes · term structure models
Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration
Dimitri Sotnikov, Eduardo Abi Jaber, Laurent Tur · 2025 · advanced · fixed income
model calibration · stochastic differential equations · term structure models
Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?
Juha Joenväärä, Mikko Kauppila, Pekka Tolonen · 2021 · intermediate · statistics
hedge funds
Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
Raphael Douady, Siqiao Zhao, Zeyu Cao · 2024 · advanced · portfolio management
deep learning · hedge funds · machine learning · portfolio management · portfolio optimization · risk management
Hedge Funds and the Asian Currency Crisis of 1997
James M. Park, Stephen J. Brown, William N. Goetzmann · 1998 · intermediate · statistics
foreign exchange · hedge funds
Hedge Funds With Style
Stephen Brown, William Goetzmann · 2008 · intermediate · portfolio management
hedge funds
Hedge Funds: Risk and Return
Atanu Saha, Burton G. Malkiel · 2004 · intermediate · statistics
hedge funds
Hedge your Monte Carlo
CFM · 2001 · advanced · options
derivatives · monte carlo simulation · numerical methods · optimization · option pricing · options hedging
HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
Jin Xu, Xiangmin Xu, Xiangyu Li · 2025 · advanced · machine learning
algorithmic trading · large language models
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
Dragan Sestovic, Jean-Philippe Bouchaud, Marc Potters · 2001 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing · options hedging
Hedger of last resort: Evidence from Brazilian FX interventions, local credit, and global financial cycles
Andrea Polo, Dmitry Khametshin, José-Luis Peydró · 2022 · advanced · risk management
banking · causal identification · derivatives · foreign exchange
Hedging against Risk in a Heterogeneous Leveraged Market
Galanis, Giorgos, Karlis, Alexandros, Terovitis, Spyridon · advanced · risk management
interest rates · systemic risk
Hedging Along the Global Value Chain: Trade War and Firm Value
Huiyi Liao, Lei Li, Libo Yin · 2024 · intermediate · statistics
asset pricing
Hedging American Put Options with Deep Reinforcement Learning
Finn Wredenhagen, Julio DeJesus, Mario Schlener · 2024 · advanced · options
deep learning · options hedging · reinforcement learning
Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
Anil Sharma, Freeman Chen, Jaesun Noh · 2024 · advanced · options
derivatives · machine learning · option pricing · options hedging · reinforcement learning · risk management
Hedging Brevity Risk with Mortality-based Securities
MacMinn, Richard, Richter, Andreas · 2006 · advanced · risk management
insurance · risk management
Hedging carbon risk with a network approach
Davide Stocco, Maria Chiara Pocelli, Michele Azzone · 2023 · advanced · portfolio management
esg · financial networks · portfolio management · risk management
Hedging crop yields against weather uncertainties -- a weather derivative perspective
Dennis Ikpe, Philip Ngare, Samuel Asante Gyamerah · 2019 · advanced · derivatives
derivatives · machine learning · option pricing · risk management · stochastic processes
Hedging Cryptocurrency Options
Jovanka Lili Matic, Natalie Packham, Wolfgang Karl Härdle · 2021 · advanced · options
cryptocurrencies · jump processes · monte carlo simulation · option greeks · option pricing · options hedging
Hedging Deposit Run Risk Prior to the 2023 Regional Banking Crisis
Kathleen Maceyka, Matt Brigida · 2025 · intermediate · risk management
banking · derivatives · interest rates · liquidity risk
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework
Huisman, R., Mahieu, R.J., Schlichter, F. · 2007 · intermediate · risk management
derivatives · optimization
Hedging Housing Risk in London
François Ortalo-Magné, Matteo Iacoviello · intermediate · derivatives
derivatives · housing markets · real estate · risk management
Hedging in Jump Diffusion Model with Transaction Costs
Foad Shokrollahi, Hamidreza Maleki Almani, Tommi Sottinen · 2024 · advanced · options
derivatives · jump processes · option pricing · options hedging · stochastic calculus · stochastic processes
Hedging large risks reduces the transaction costs
Farhat Selmi, Jean-Philippe Bouchaud · 2000 · advanced · options
derivatives · options hedging · risk management · transaction costs
Hedging market risk and uncertainty via a robust portfolio approach
Adele Ravagnani, Andrea Flori, Marco Patacca · 2026 · advanced · risk management
optimization · portfolio management · portfolio optimization · risk management · volatility forecasting
Hedging Maturity-Specific Risk in Forward Curve Derivatives under Stochastic Volatility
Riccardo Alberti, Sven Karbach · 2026 · advanced · derivatives
derivatives · options hedging · stochastic calculus · stochastic differential equations · stochastic processes
Hedging of Financial Derivative Contracts via Monte Carlo Tree Search
Oleg Szehr · 2021 · advanced · machine learning
derivatives · option pricing · options hedging · reinforcement learning
Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs
Erina Nanyonga, Matt Davison · 2025 · intermediate · options
derivatives · monte carlo simulation · options hedging · transaction costs
Hedging pressure effects in futures markets
Nijman, T.E., Veld, C.H., de Roon, F.A. · 2000 · intermediate · derivatives
asset pricing · derivatives
Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices
Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2023 · advanced · portfolio management
algorithmic trading · cryptocurrencies · deep learning · garch · machine learning · neural networks
Hedging strategies in energy markets: the case of electricity retailers
Boroumand, Raphaël Homayoun, Goutte, Stéphane, Porcher, Simon · 2015 · intermediate · risk management
market risk · optimization · risk management
Hedging strategies of China Eastern Airlines in 2022: navigating the dual shocks of COVID-19 and the Russia-Ukraine war
Li, Linzhou · 2025 · intermediate · risk management
corporate finance · risk management
Hedging the Singularity
Andrew Y. Chen · 2026 · advanced · derivatives
asset pricing · equity valuation · financial economics
Hedging variance options on continuous semimartingales
Peter Carr, Roger Lee · 2009 · advanced · options
derivatives · option pricing · options hedging · stochastic processes · volatility trading
Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
Jagdish Gnawali, Svetlozar T. Rachev, W. Brent Lindquist · 2024 · advanced · options
derivatives · model calibration · option pricing
Hedging with linear regressions and neural networks
Ruf, Johannes, Wang, Weiguan · 2022 · advanced · options
derivatives · machine learning · neural networks · options hedging · regression
Hedging with memory: shallow and deep learning with signatures
Eduardo Abi Jaber, Louis-Amand Gérard · 2025 · advanced · options
deep learning · derivatives · financial machine learning · machine learning · options hedging · stochastic processes
Hedging with physical or cash settlement under transient multiplicative price impact
Dirk Becherer, Todor Bilarev · 2018 · advanced · options
derivatives · liquidity · mathematical finance · optimization · option pricing · options hedging
Hedging with Sparse Reward Reinforcement Learning
Dewei Zuo, Gangnan Yuan, Ting Gao · 2025 · advanced · options
deep learning · derivatives · financial machine learning · reinforcement learning · time series
Hellinger distance to normal distribution as market invariant
Mesrop T. Mesropyan, Vardan G. Bardakhchyan · 2022 · intermediate · portfolio management
statistics
Henstock--Kurzweil Path Integral in Financial Mathematics: A Machine-Verified Pricing of European and Barrier Options
Alexander S. Ushakov, Yury N. Berdinsky · 2026 · advanced · options
calculus · derivatives · option pricing
Herding and Contrarian Behavior in Financial Markets - An Internet Experiment
Drehmann, Mathias, Oechssler, Jörg, Roider, Andreas · 2004 · intermediate · quantitative trading
quantitative trading
Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis
Park, A., Sgroi, D. · 2009 · intermediate · quantitative trading
financial economics
Herding and Contrarian Behaviour in Financial Markets
Park, A., Sabourian, H. · 2009 · advanced · quantitative trading
quantitative trading
Herding and Contrarianism in a Financial Trading Experiment with Endogenous Timing
Park, Andreas, Sgroi, Daniel · intermediate · quantitative trading
quantitative trading
Herding and Liquidity in Order-Book Markets. I. A Robust Liquidity-Stress Crossover and its Reflexive Mechanism
Jan Novotny · 2026 · advanced · quantitative trading
liquidity · liquidity risk · market microstructure
Herding and Liquidity in Order-Book Markets. II. Fundamental Anchoring and the Resilience of Liquidity
Jan Novotny · 2026 · advanced · quantitative trading
contagion · liquidity · market microstructure · systemic risk
Herding and Liquidity in Order-Book Markets. III. Leverage and the Onset of Endogenous Liquidity Crises under Weak Anchoring
Jan Novotny · 2026 · advanced · quantitative trading
liquidity risk · market microstructure
Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences
Baddeley, M., Burke, C., Schultz, W. · 2012 · advanced · statistics
regression
Herding through learning in an asset pricing model
Michele Berardi · 2016 · advanced · statistics
asset pricing · financial economics
Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs
An Pham Ngoc Nguyen, Marija Bezbradica, Martin Crane · 2024 · intermediate · statistics
contagion · cryptocurrencies · exchange traded funds
Herding, Contrarianism and Delay in Financial Market Trading
Park, A., Sgroi, D. · 2009 · intermediate · quantitative trading
quantitative trading
Herding, Information Cascades and Volatility Spillovers in Futures Markets
McAleer, M.J., Radalj, K. · 2013 · intermediate · time series
commodities · econometrics · time series
Herding, Momentum, and Reversal in China's A-Share Market: An Agent-Based Network Model with Information Diffusion
Jiahao Weng · 2026 · intermediate · quantitative trading
behavioral finance · financial networks · momentum
Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes
Guang Zhang, Li Chen · 2021 · advanced · options
jump processes · numerical methods · option pricing · stochastic processes
Heston vol-of-vol and the VVIX
Jherek Healy · 2025 · advanced · options
model calibration · stochastic processes
Heterogeneity of household stock portfolios in a national market
Federico Musciotto, Jyrki Piilo, Matteo Milazzo · 2025 · intermediate · portfolio management
equity markets
Heterogeneity of Trade and Stock Returns. Evidence from Index Fund Investors
Massimo Massa, William Goetzmann · 2001 · intermediate · statistics
asset pricing · panel data
Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006, pp.1109-1186
Hommes, C.H. · 2005 · advanced · other
asset pricing · behavioral finance · financial economics
Heterogeneous Beliefs and Asset Pricing in Discrete Time
Clotilde Napp, Elyès Jouini · 2006 · advanced · other
asset pricing · financial economics
Heterogeneous Beliefs Model of Stock Market Predictability
Jiho Park · 2024 · advanced · time series
asset pricing · financial economics · momentum
Heterogeneous criticality in high frequency finance: a phase transition in flash crashes
Aste, Tomaso, Turiel, Jeremy D. · 2022 · advanced · risk management
high frequency trading · systemic risk
Heterogeneous Expectations and Bond Markets
Hongjun Yan, Review Financial, Wei Xiong · 2009 · advanced · fixed income
asset pricing · fixed income
Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach
Aurelio Bariviera, George Kapetanios, Nektarios Aslanidis · 2025 · advanced · statistics
cryptocurrencies · regression
Heterogeneous Investors and their Changing Demand and Supply Schedules for Individual Common Stocks
Jason Lee, Jung-Wook Kim, Randall Morck · 2004 · advanced · quantitative trading
econometrics · equity markets · market microstructure
Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework
Anders G Frøseth · 2026 · advanced · stochastic calculus
financial economics · partial differential equations · stochastic processes
Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics
Haochuan Wang · 2025 · intermediate · quantitative trading
capm · monte carlo simulation
Heterogenous Macro-Finance Model: A Mean-field Game Approach
Hoang Vu, Tomoyuki Ichiba · 2025 · advanced · stochastic calculus
financial economics · mathematical finance · stochastic processes
Hidden Dependence and Aggregate Tail Risk
Corrado De Vecchi, Max Nendel, Steven Vanduffel · 2026 · advanced · risk management
risk management · tail risk
Hidden Limit Orders and Liquidity in Order Driven Markets
Moinas, Sophie · 2010 · advanced · quantitative trading
liquidity · market microstructure
Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
Beatrice Foroni, Lea Petrella, Luca Merlo · 2024 · advanced · time series
statistics · stochastic processes · time series
Hidden neighbours: extracting industry momentum from stock networks
Dragos Gorduza, Jaeyoun Ahn, Seonho Park · 2024 · intermediate · portfolio management
financial networks · momentum · portfolio management
Hidden Order in Trades Predicts the Size of Price Moves
Mainak Singha · 2025 · intermediate · time series
market microstructure · time series
Hidden Risks and Optionalities in American Options
Bacel Maddah, Nassim N. Taleb, Noura El Hassan · 2026 · advanced · options
derivatives · option pricing · stochastic processes
Hidformer: Transformer-Style Neural Network in Stock Price Forecasting
Jarosław A. Chudziak, Kamil Ł. Szydłowski · 2024 · advanced · machine learning
deep learning · financial machine learning · neural networks · time series
Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model
Chiheb Ben Hammouda, Christian Bayer, Raul Tempone · 2018 · advanced · options
monte carlo simulation · numerical methods · option pricing · rough volatility
Hierarchical AI Multi-Agent Fundamental Investing: Evidence from China's A-Share Market
Chujun He, Kewei Ma, Mingyang Zhao · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization
Chenxin Zou, Pangjing Wu, Qing Li · 2022 · advanced · quantitative trading
algorithmic trading · deep learning · reinforcement learning · transaction costs
Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions
Florian Ziel, Paul Ghelasi · 2023 · intermediate · time series
statistics · time series
Hierarchical Graph Learning for Calendar Spread Strategies in Commodity Futures Markets
Diego Klabjan, Yoonsik Hong · 2026 · advanced · quantitative trading
commodities · deep learning · machine learning · statistical arbitrage
Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach
Gamal Mograby · 2025 · advanced · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization
Hierarchical Multi-Task Learning with Liquidity-Aware Signals for Stock Forecasting
Haohan Zhang, Hengyi Yang, Jian Guo · 2026 · advanced · machine learning
deep learning · liquidity · machine learning · optimization · portfolio management · time series
Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
Roy E. Welsch, Zijie Zhao · 2024 · advanced · quantitative trading
algorithmic trading · portfolio management · reinforcement learning · risk management · transaction costs
Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe)
Cameron Cornell, Lewis Mitchell, Matthew Roughan · 2025 · advanced · time series
causal inference · financial networks · time series
Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
Alex Aguilar-Larrotta, David Ortiz-Mora, Gonzalo Ramirez-Carrillo · 2025 · intermediate · portfolio management
portfolio management · portfolio optimization
High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
Belloni, Alexandre, Chen, Mingli, Madrid Padilla, Oscar Hernan · 2019 · advanced · statistics
asset pricing · optimization · panel data · regression · statistics
High Dimensional Yield Curves: Models and Forecasting
Clive Bowsher, Roland Meeks · 2006 · advanced · fixed income
econometrics · interest rates · statistics · term structure models · time series
High Frequency Trading and Mini Flash Crashes
Anton Golub, John Keane, Ser-Huang Poon · 2012 · advanced · quantitative trading
high frequency trading · liquidity · market microstructure
High Frequency Trading Strategies
Amy Kwan, Michael A. Goldstein, Richard Philip
high frequency trading · market microstructure · probability
High order approximations and simulation schemes for the log-Heston process
Aurélien Alfonsi, Edoardo Lombardo · 2024 · advanced · stochastic calculus
mathematical finance · monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
High order universal portfolios
Gabriel Turinici · 2023 · advanced · portfolio management
portfolio management · portfolio optimization
High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
Christian D. Blakely · 2024 · advanced · quantitative trading
high frequency trading · machine learning · market microstructure
High-dimensional covariance matrix estimators on simulated portfolios with complex structures
Andrés García-Medina · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · statistics
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model
Liao Zhu, Martin T. Wells, Robert A. Jarrow · 2018 · advanced · statistics
asset pricing · factor investing
High-Dimensional Granger Causality Tests with an Application to VIX and News
Andrii Babii, Eric Ghysels, Jonas Striaukas · 2019 · advanced · statistics
econometrics · hypothesis testing · regression · statistical inference · statistics · time series
High-Dimensional Learning in Finance
Hasan Fallahgoul · 2025 · advanced · machine learning
financial machine learning · machine learning · statistics
High-Dimensional Mean-Variance Spanning Tests
David Ardia, Rosnel Sessinou, Sébastien Laurent · 2024 · advanced · statistics
hypothesis testing · statistical inference
High-dimensional multivariate realized volatility estimation
Nour Meddahi, Serge Luther Nyawa Womo, Tim Bollerslev · 2019 · advanced · time series
statistics
High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions
Ruey S. Tsay, Sihan Tu, Zhaoxing Gao · 2025 · advanced · statistics
asset pricing · factor investing · regression · statistical inference
High-Frequency Analysis of a Trading Game with Transient Price Impact
Alessandro Prosperi, Marcel Nutz · 2025 · advanced · quantitative trading
high frequency trading · market microstructure · optimal execution · optimization · transaction costs
High-Frequency Exponential-Utility Maximization under Fractional Brownian Motion
Yan Dolinsky · 2026 · advanced · quantitative trading
high frequency trading · optimization · stochastic processes
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
Ce Guo, Kang Gao, Perukrishnen Vytelingum · 2022 · advanced · quantitative trading
high frequency trading · time series
High-frequency intraday trading for battery storages
David Schaurecker, David Wozabal, Nils Löhndorf · 2025 · intermediate · quantitative trading
algorithmic trading · high frequency trading
High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
Guanlin Li, Xiyan Chen, Yingzheng Liu · 2025 · advanced · quantitative trading
backtesting · high frequency trading
High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process
Ioane Muni Toke, Timothée Fabre · 2025 · advanced · statistics
algorithms · cryptocurrencies · high frequency trading · statistical inference · stochastic processes
High-Frequency Options Trading | With Portfolio Optimization
Sid Bhatia · 2024 · advanced · quantitative trading
algorithmic trading · high frequency trading · option greeks · portfolio optimization
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
Anish Rai, Chittaranjan Hens, Md. Nurujjaman · 2024 · intermediate · quantitative trading
high frequency trading · statistical inference · statistics · stochastic processes
High-Frequency Trading and Price Informativeness
Christian Westheide, Jasmin Gider, Simon N. M. Schmickler · 2021 · advanced · quantitative trading
high frequency trading · market efficiency · panel data
High-frequency trading in the stock market and the costs of option market making
Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit · 2022 · advanced · quantitative trading
high frequency trading · liquidity · market making · market microstructure · options hedging
High-frequency trading in the stock market and the costs of options market making
Nimalendran, Mahendrarajah, Rzayev, Khaladdin, Sagade, Satchit · 2024 · advanced · quantitative trading
high frequency trading · liquidity · market making · market microstructure
High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
Michelle Malen, Sam Friedman, Sid Bhatia · 2024 · intermediate · quantitative trading
high frequency trading · liquidity · machine learning
High-order compact finite difference scheme for option pricing in stochastic volatility models
Bertram Düring, Michel Fournié · 2012 · advanced · options
numerical methods · option pricing · partial differential equations
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids
Bertram Düring, Christof Heuer, Michel Fournié · 2014 · advanced · options
numerical methods · option pricing · partial differential equations
High-Order Expansions of the Optimizer Map via Bell Polynomials
Oleksii Mostovyi, Thaleia Zariphopoulou · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
High-Speed Internet, Financial Technology and Banking in Africa
Angelo D'Andrea, Nicola Limodio · 2019 · intermediate · statistics
banking
High-Throughput Asset Pricing
Andrew Y. Chen, Chukwuma Dim · 2023 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
High-Water Marks and Hedge Fund Management Contracts
Jonathan Ingersoll, Stephen Ross, William Goetzmann · 2001 · advanced · portfolio management
hedge funds
Higher moments under dependence uncertainty with applications in insurance
Carole Bernard, Jinghui Chen, Steven Vanduffel · 2025 · advanced · risk management
copulas · insurance
Higher order measures of risk and stochastic dominance
Alois Pichler · 2024 · advanced · risk management
optimization
Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
Guillaume Rabusseau, Reihaneh Rabbany, Soroush Omranpour · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Higher order variation and stochastic volatility models
Neil Shephard, Ole E. Barndorff-Nielsen · 2001 · advanced · stochastic calculus
martingales · stochastic calculus · stochastic processes
Higher-Order Asset Pricing Factors via Forward Selection Fama-MacBeth Regression
Aleh Tsyvinski, Denis Chetverikov, Nicola Borri · 2025 · advanced · statistics
asset pricing · factor investing · regression
Higher-order ATM asymptotics for the CGMY model via the characteristic function
Allen Hoffmeyer, Christian Houdré · 2026 · advanced · options
option pricing
Higher-order uncertainty in financial markets: evidence from a consensus pricing service
Ergun, Lerby, Uthemann, Andreas · 2020 · advanced · derivatives
derivatives · financial economics
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE
Anyi Rao, Bo Dai, Dahua Lin · 2023 · advanced · portfolio management
deep learning · factor investing · financial machine learning · machine learning · neural networks
HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information
Jian Yin, Jiang Bian, Lewen Wang · 2021 · advanced · time series
financial machine learning · machine learning
Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels
Chen Kay, Zhang Chen · 2026 · advanced · stochastic calculus
asset pricing · martingales · measure theory
Historical Reflections on Interest Rates and the Emergence of the Yield Curve
Olivier Guéant · 2026 · beginner · fixed income
interest rates
History and the Equity Risk Premium
Roger Ibbotson, William Goetzmann · 2005 · intermediate · statistics
equity markets · financial economics
History Is Not Enough: An Adaptive Dataflow System for Financial Time-Series Synthesis
Bo An, Haochong Xia, Molei Qin · 2026 · advanced · machine learning
financial machine learning · machine learning · optimization · time series
History Rhymes: Macro-Contextual Retrieval for Robust Financial Forecasting
Armin Berger, David Berghaus, Muskaan Chopra · 2025 · advanced · time series
financial machine learning · machine learning · time series
History-Augmented Collaborative Filtering for Financial Recommendations
Baptiste Barreau, Laurent Carlier · 2020 · advanced · machine learning
machine learning · neural networks
HiveMind: Contribution-Guided Online Prompt Optimization of LLM Multi-Agent Systems
Bin Cao, Shengli Zhang, Soung Chang Liew · 2025 · advanced · machine learning
algorithms · large language models · optimization
HLOB -- Information Persistence and Structure in Limit Order Books
Antonio Briola, Silvia Bartolucci, Tomaso Aste · 2024 · advanced · machine learning
deep learning · financial machine learning · high frequency trading · market microstructure · neural networks · time series
HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
Alison Watts, Weikang Zhang · 2025 · advanced · statistics
cryptocurrencies · monte carlo simulation · statistical inference · tail risk
Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation
Iryna Stewen, Mathias Hoffmann · 2014 · intermediate · statistics
banking · financial economics · housing markets
Holistic Multi-Scale Inference of the Leverage Effect: Efficiency under Dependent Microstructure Noise
Christina Dan Wang, Zhao Chen, Ziyang Xiong · 2025 · advanced · statistics
market microstructure · statistical inference
Home Equity Insurance: A Pilot Project
Andrew Caplin, Barry Nalebuff, Elisabeth Prentice · 2006 · intermediate · risk management
housing markets · insurance · real estate
Homeownership as a Life Cycle Goldmine: Evidence from Macrohistory
Jialu Shen, Shize Li, Yang Bai · 2025 · intermediate · portfolio management
real estate
Honey, I shrunk the sample covariance matrix
Michael Wolf, Olivier Ledoit · 2003 · intermediate · portfolio management
optimization · portfolio optimization · statistics
Hopfield Networks for Asset Allocation
Bruno Lepri, Carlo Nicolini, Jacopo Staiano · 2024 · advanced · portfolio management
machine learning · neural networks · portfolio management · portfolio optimization
Hot money inflows and bank risk-taking: Germany from the 1920s to the Great Depression
Collet, Stephanie, Postel-Vinay, Natacha · 2024 · intermediate · risk management
banking
Hour-Aware Adaptive Risk Management for Autonomous Memecoin Trading on Solana DEXs: Evidence, Theory, and Design Lessons from a 15-Day Deployment
Arati Uday Kamat · 2026 · advanced · quantitative trading
algorithmic trading · cryptocurrencies · decentralized finance · market microstructure · statistical inference
House prices and financial liberalisation in Australia
David M. Williams · 2009 · intermediate · time series
econometrics · financial economics · housing markets · interest rates · mortgage markets · time series
Household finance and the welfare state: a case study of the United States, 1980-2010
Gerba, Eddie, Schelkle, Waltraud · 2014 · intermediate · statistics
causal inference · econometrics · time series
Household Leverage Cycle Around the Great Recession
Bo Li · 2024 · advanced · risk management
causal identification · causal inference · credit markets · financial economics
Household Portfolios and Financial Preparedness for Retirement
Cormac O'Dea, Rowena Crawford · 2020 · advanced · portfolio management
financial economics
Housing market volatility in the OECD area: Evidence from VAR based return decompositions
Thomas Q. Pedersen, Tom Engsted · 2013 · intermediate · time series
econometrics · housing markets · real estate · time series
Housing Wealth or Collateral: How Home Value Shocks Drive Home Equity Extraction and Spending
Henrik Yde Andersen, Soeren Leth-Petersen · 2019 · intermediate · statistics
housing markets
Housing Wealth, Credit Conditions and Consumption
Janine Aron, John Muellbauer · 2006 · advanced · statistics
credit markets · financial economics · housing markets
How accurate is the asymptotic approximation to the distribution of realised volatility?
Neil Shephard, Ole E. Barndorff-Nielsen · 2001 · advanced · statistics
econometrics · statistics · stochastic processes
How can the dual martingale help solving the primal optimal stopping problem?
Ahmed Kebaier, Aurélien Alfonsi, Jérôme Lelong · 2026 · advanced · options
martingales · monte carlo simulation · numerical methods · option pricing · stochastic processes
How Covid mobility restrictions modified the population of investors in Italian stock markets
Adele Ravagnani, Antonio Russo, Fabrizio Lillo · 2022 · intermediate · statistics
equity markets
How deep was the September 2001 stock market crisis? putting recent events on the American and French markets into perspective with an index of market shocks
Maillet, Bertrand, Michel, Thierry · 2002 · intermediate · risk management
risk management
How Development and Liberalisation of the Financial Sector is Related to Income Inequality: Some New Evidence
Jakob de Haan, Jan-Egbert Sturm · 2016 · intermediate · statistics
financial economics · panel data
How Did Japanese Investments Influence International Art Prices?
Akitoshi Ito, Darius Spieth, Naoya Takezawa · 2005 · intermediate · time series
econometrics · real estate · time series
How Did We Get Here? A Brief History of Expected Returns Formation
Antti Ilmanen, Thomas Maloney · 2025 · intermediate · time series
time series
How Digital Asset Treasury Companies Can Survive Bear Markets: The Case of the Strategy and Bitcoin
Hongzhe Wen · 2025 · advanced · risk management
cryptocurrencies · liquidity · liquidity risk
How do central bank collateral frameworks affect non-financial firms?
Florian Wicknig, Matthias Kaldorf · 2021 · intermediate · risk management
credit risk
How do Conflicting Theories about Financial Markets Coexist?
Frank Fabozzi, Sergio Focardi, Wesley Phoa · 2006 · intermediate · other
other
How Do Factor Premia Vary Over Time? A Century of Evidence
Ashwin Thapar, Rachel Lee, Ronen Israel · 2021 · advanced · statistics
asset pricing · factor investing · time series
How Do Investors Form Long-Run Return Expectations?
Antti Ilmanen · 2025 · intermediate · portfolio management
portfolio management
How Do Large, Sophisticated Cryptocurrency Trades Impact Broader DeFi Market Dynamics?
Julapa Jagtiani, Keith Hazen, Loretta J. Mester · 2026 · intermediate · quantitative trading
cryptocurrencies · market microstructure
How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market
Benjamin Ranish, John Campbell, Tarun Ramadorai · 2012 · advanced · risk management
credit risk · mortgage markets
How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method
Wei-Xing Zhou, Yan-Hong Yang, Ying-Hui Shao · 2021 · advanced · time series
economic policy
How Does Financial Liberalization affect Economic Growth?
Bonfiglioli, Alessandra · 2005 · intermediate · statistics
banking · financial economics
How does latent liquidity get revealed in the limit order book?
Antoine Fosset, Jean-Philippe Bouchaud, Lorenzo Dall'Amico · 2019 · advanced · quantitative trading
liquidity · market microstructure
How Does Liquidity Affect Government Bond Yields?
Carlo Favero, Ernst-Ludwig von Thadden, Marco Pagano · 2007 · advanced · fixed income
asset pricing · econometrics · fixed income · liquidity
How does liquidity shape the yield curve?
Iacopo Mastromatteo, Michael Benzaquen, Victor Le Coz · 2024 · advanced · fixed income
fixed income · interest rates · liquidity · market microstructure
How Does Long-Term Finance Affect Economic Volatility?
Demirgüç-Kunt, A., Horváth, Bálint, Huizinga, Harry · 2016 · advanced · other
financial economics
How does relationship banking influence credit financing? Evidence from the financial crisis
Christa Hainz, Manuel Wiegand · 2013 · intermediate · risk management
banking · credit markets
How Does the Level of Market Liquidity Impact the Prevalence of Herding in European Equity Markets?
Barrow, Daisy · 2025 · intermediate · statistics
equity markets · liquidity · panel data
How does the market react to your order flow?
Bence Toth, Fabrizio Lillo, J. Doyne Farmer · 2012 · advanced · quantitative trading
liquidity · market microstructure
How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area
Moerman, G.A. · 2005 · intermediate · statistics
asset pricing · equity markets
How Duration Between Trades of Underlying Securities Affects Option Prices
Thilo Meyer‐Brandis, Álvaro Cartea · 2009 · advanced · options
model calibration · option pricing · stochastic processes
How easy is it for investment managers to deploy their talent in green and brown stocks?
David Ardia, Keven Bluteau, Thien Duy Tran · 2022 · intermediate · portfolio management
climate finance · sustainable investing
How ETFs Amplify the Global Financial Cycle in Emerging Markets
Eduardo Levy Yeyati · 2019 · intermediate · statistics
equity markets · exchange traded funds · mutual funds
How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression
Binnan Wang, Blanka Horvath, Ruixun Zhang · 2026 · advanced · machine learning
machine learning · regression · statistics
How FinTech affects financial sustainability: Evidence from Chinese commercial banks using a three-stage network DEA-Malmquist model
Dongwei He, Fan Yang, Xiajie Yi · 2025 · intermediate · risk management
banking
How Heterogeneous Beliefs Trigger Financial Crises
Florian Schuster, Jonas Zdrzalek, Marco Wysietzki · 2023 · advanced · risk management
economic policy · financial economics · systemic risk
How Important are Financial Frictions in the U.S. and Euro Area?
Queijo, Virginia · 2005 · advanced · risk management
bayesian statistics · credit markets · econometrics · financial economics · statistical inference
How Index Trading Increases Market Vulnerability
James Xiong, Rodney N. Sullivan · 2012 · intermediate · risk management
equity markets · exchange traded funds · market risk · systemic risk
How Likely is Contagion in Financial Networks?
H Peyton Young, Paul Glasserman · 2013 · advanced · risk management
banking · contagion · financial networks · systemic risk
How low-cost AI universal approximators reshape market efficiency
Flaviano Morone, Paolo Barucca · 2025 · advanced · quantitative trading
financial economics · market efficiency
How Market Ecology Explains Market Malfunction
Anisoara Calinescu, J. Doyne Farmer, Maarten P. Scholl · 2020 · advanced · quantitative trading
financial economics · market efficiency
How markets slowly digest changes in supply and demand
Fabrizio Lillo, J. Doyne Farmer, Jean-Philippe Bouchaud · 2008 · advanced · quantitative trading
liquidity · market efficiency · market microstructure
How Much and How Fast Do Investors Respond to Equity Premium Changes? Evidence from Wealth Taxation
Andreas Fagereng, Luigi Guiso, Marius Ring · 2026 · intermediate · portfolio management
asset pricing · equity markets
How much does tax erode fund excess returns?
David R. Gallagher, Geoffrey J. Warren, Graham Harman · 2019 · intermediate · portfolio management
portfolio management
How much is your Strangle worth? On the relative value of the $δ-$Symmetric Strangle under the Black-Scholes model
Ben Boukai · 2020 · advanced · options
option pricing
How Much Must a Private Mempool Hide? Exact Leakage Thresholds for Sandwich Attacks
Jiazhuo Li, Ruoran Lai, Tingyi Lin · 2026 · advanced · quantitative trading
quantitative trading
How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment
Sanggyu Sean Choi · 2026 · intermediate · machine learning
financial machine learning · machine learning · natural language processing · volatility forecasting
How Much Should DC Savers Worry About Expected Returns? (Supplement)
Liza Truax, Matthew Rauseo · 2017 · intermediate · portfolio management
portfolio management
How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models
Martin M. Andreasen · 2010 · advanced · other
asset pricing · garch
How Portfolios Can Impact the Real Economy
Lukasz Pomorski · 2023 · intermediate · other
other
How Safe are Central Counterparties in Credit Default Swap Markets?
H Peyton Young, Mark Paddrik · 2019 · advanced · risk management
contagion · credit derivatives · credit risk · financial networks
How Safe are Central Counterparties in Derivatives Markets?
H Peyton Young, Mark Paddrik · 2017 · advanced · risk management
credit risk · derivatives · financial networks
How Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models
Camilla Damian, Kevin Kurt, Rüdiger Frey · 2020 · advanced · risk management
credit risk · fixed income · market risk · securitization · stochastic processes
How Should You Discount Your Backtest PnL?
Adam Rej, Jean-Philippe Bouchaud, Philip Seager · 2019 · intermediate · statistics
backtesting
How socially sustainable multinational banks promote financial inclusion in developing countries
Forcadell, Francisco Javier, López, Belén, Mendez, Alvaro · 2024 · intermediate · risk management
banking · esg
How sustainable banking fosters the SDG 10 in weak institutional environments
Aracil, Elisa, Forcadell, Francisco Javier, Mendez, Alvaro · 2022 · intermediate · other
banking
How the full opening of the capital account to highly liquid financial markets led Latin America to two and a half cycles of ‘mania, panic and crash’
Palma, J. G. · 2012 · advanced · risk management
financial economics · liquidity
How the interpolation of life tables affects the decomposition of life insurance surplus
Friedrich Hubalek, Gero Junike, Marcus C. Christiansen · 2026 · intermediate · risk management
insurance
How to Adapt to Changing Markets: Experience and Personality in a Repeated Investment Game
Hopfensitz, Astrid, Wranik, Tanja · 2009 · intermediate · portfolio management
behavioral economics
How to choose my stochastic volatility parameters? A review
Fabien Le Floc'h · 2025 · advanced · options
model calibration · option pricing
How to create a financial crisis by trying to avoid one: the Brazilian 1999-financial collapse as "Macho-Monetarism" can't handle "Bubble Thy Neighbour" levels of inflows
Palma, J.G. · 2013 · intermediate · risk management
economic policy · financial economics · financial stability
How to deal with the US financial crisis at no cost to the taxpayer
Hillinger, Claude · 2008 · intermediate · risk management
risk management
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
David Byrd, Joshua Lockhart, Mahmoud Mahfouz · 2019 · intermediate · quantitative trading
quantitative trading
How to grow an invoicing currency: micro evidence from Argentina
Dennis Novy, Felipe Benguria · 2025 · intermediate · risk management
banking · economic policy
How to Identify and Forecast Bull and Bear Markets?
Kole, H.J.W.G., van Dijk, D.J.C. · 2013 · advanced · time series
econometrics
How to lose money in derivatives: examples from hedge funds and bank trading departments
Lleo, Sebastien, Ziemba, Bill · 2014 · intermediate · risk management
derivatives · hedge funds
How to regulate a financial market? The impact of the 1893-1898 regulatory reforms on the Paris Bourse
Amir Rezaee, Angelo Riva, Pierre-Cyrille Hautcoeur · 2010 · intermediate · quantitative trading
quantitative trading
How to spot outliers: an Ensemble Anomaly Detection Framework
Daniil Peysakhovich, Rafał Sieradzki · 2026 · advanced · risk management
banking · credit derivatives · machine learning · model risk · risk management · statistics
How to verify that a given process is a Lévy-Driven Ornstein-Uhlenbeck Process
Dinmukhammed Zhanbyrshy, Hardy Smith, Ibrahim Abdelrazeq · 2025 · advanced · statistics
hypothesis testing · statistical inference · stochastic processes
How Would Hedge Fund Regulation Affect Investor Behavior? Implications for Systemic Risk
Minamihashi, Naoaki, Wakamori, Naoki · 2014 · advanced · risk management
econometrics · hedge funds · systemic risk
HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction
Muhammad Shafique, Nouhaila Innan, Prashant Kumar Choudhary · 2025 · advanced · machine learning
financial machine learning · machine learning · neural networks · regression · time series
Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery
Chengxi Lv, Runze Shi, Shengyu Yan · 2026 · advanced · machine learning
backtesting · factor investing · large language models
Hull and White and Alòs type formulas for barrier options in stochastic volatility models with nonzero correlation
Frido Rolloos · 2022 · advanced · options
derivatives · mathematical finance · option pricing · stochastic calculus · stochastic processes
Human capital and international portfolio choice
Julliard, Christian · 2004 · advanced · portfolio management
portfolio optimization
Human capital and international portfolio diversification: a reappraisal
Bretscher, Lorenzo, Julliard, Christian, Rosa, Carlo · 2015 · advanced · portfolio management
financial economics · portfolio optimization
Human-Robot Interactions in Investment Decisions
Bianchi, Milo, Brière, Marie · 2024 · intermediate · portfolio management
financial economics · portfolio management
Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal
Doris Xu, Eesha Khalid, Tianyu Tan · 2024 · intermediate · machine learning
machine learning
Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management
Heyu, Jin, Stuart Florescu · 2025 · advanced · risk management
algorithms · large language models · optimization
Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization
Jun Kevin, Pujianto Yugopuspito · 2025 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio optimization · reinforcement learning · time series
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
Dominik Stempień, Robert Ślepaczuk · 2025 · intermediate · time series
deep learning · econometrics · machine learning · time series
Hybrid Neural-Classical Correction for Frozen Time Series Foundation Models: A Comprehensive Ablation Study on High-Frequency Stock Prediction
Kasun Dewage, Shankhadeep Mondal, Suranadi De Silva · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Hybrid News Sentiment Engine: Real-Time Market Analysis via Adaptive Ensemble Learning on News-Price Pairs
Andreas Aigner · 2026 · intermediate · machine learning
data science · financial machine learning · machine learning · natural language processing
Hybrid Quantum Neural Networks with Amplitude Encoding: Advancing Recovery Rate Predictions
Hongrui Zhang, Lei Zhou, Paolo Recchia · 2025 · advanced · machine learning
credit risk · machine learning · neural networks
Hybrid Quantum-Classical Ensemble Learning for S\&P 500 Directional Prediction
Abraham Itzhak Weinberg · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
Abdul Rahman, Neelesh Upadhye · 2024 · intermediate · quantitative trading
high frequency trading · machine learning · neural networks · time series
Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search
Greg Serbarinov · 2026 · advanced · portfolio management
optimization · portfolio optimization
HyPV-LEAD: Proactive Early-Warning of Cryptocurrency Anomalies through Data-Driven Structural-Temporal Modeling
Gyuyeon Na, HyeonJeong Cha, Minjung Park · 2025 · advanced · machine learning
cryptocurrencies · machine learning · time series
Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts
Shintaro Mori · 2026 · advanced · risk management
contagion · credit risk · statistical inference
Identification of financial factors in economic fluctuations
Francesco Furlanetto, Francesco Ravazzolo, Samad Sarferaz · 2014 · advanced · time series
causal identification · econometrics · financial economics · time series
Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo, Hallin, Marc, Soccorsi, Stefano · 2019 · advanced · time series
econometrics · equity markets · statistics · time series
Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
Helyette Geman, Xingran Shao, Yuheng Yan · 2025 · advanced · machine learning
deep learning · financial machine learning · natural language processing · neural networks · time series
Identifying dynamical network markers of financial market instability
Hiroyuki Hasada, Kazuyuki Aihara, Mariko I. Ito · 2026 · advanced · risk management
time series
Identifying Extreme Events in the Stock Market: A Topological Data Analysis
Anish Rai, Buddha Nath Sharma, Md. Nurujjaman · 2024 · intermediate · risk management
equity markets
Identifying new classes of financial price jumps with wavelets
Cécilia Aubrun, Jean‐Philippe Bouchaud, Michael Benzaquen · 2025 · intermediate · time series
jump processes · time series
Identifying Risk Variables From Raw ESG Data Using Its Hierarchical Structure
Ionut Florescu, Zachary Feinstein, Zhi Chen · 2025 · intermediate · risk management
esg
Identifying the Volatility Risk Price Through the Leverage Effect
Eric Renault, Paul Sangrey, Xu Cheng · 2024 · advanced · statistics
asset pricing · econometrics · statistical inference
Idiosyncratic volatility and nominal stock prices: evidence from approximate factor structures
Alain Schatt, Patrick Roger, Tristan Roger · 2017 · advanced · statistics
statistics
Idiosyncratic volatility, growth options, and the cross-section of returns
Barinov, Alexander, Chabakauri, Georgy · 2023 · advanced · statistics
asset pricing · capm · real options
If It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decidable Structural Equivalence
Adam Khayam, Hamid Kolli, Mohamed Iguernlala · 2026 · advanced · programming
algorithms · cryptocurrencies
If Not Now, Then When? Model Risk in the Optimal Exercise of American Options
Erik Schlögl, Luna Rigby, Rüdiger Frey · 2026 · advanced · options
model risk · option pricing
If you’re so smart: John Maynard Keynes and currency speculation in the interwar years
Accominotti, Olivier, Chambers, David · 2016 · intermediate · quantitative trading
foreign exchange · momentum
Illiquidity and All Its Friends
Tirole, Jean · 2010 · advanced · risk management
contagion · economic policy · liquidity · liquidity risk · systemic risk
Illiquidity at Risk
Demetrio Lacava, Paolo Santucci de Magistris · 2026 · advanced · risk management
jump processes · liquidity · liquidity risk
Illiquidity, insolvency, and banking regulation
Cao, Jin · 2010 · advanced · risk management
banking · liquidity risk
Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO
Jiacheng Weng, Jin Fang, Xinwen Zhang · 2022 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · optimal execution · reinforcement learning
IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making
Bo An, Hui Niu, Jiahao Zheng · 2023 · advanced · quantitative trading
algorithmic trading · financial machine learning · machine learning · market making · reinforcement learning
Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments
Daniel Soliman · 2025 · intermediate · portfolio management
portfolio management
Impact Is Not Just Volatility
Frédéric Bucci, Iacopo Mastromatteo, Jean-Philippe Bouchaud · 2019 · intermediate · quantitative trading
quantitative trading
Impact of analyst recommendations on stock returns: Evidence from the German stock market
Souček, Michael, Wasserek, Thomas · 2014 · intermediate · quantitative trading
equity markets
Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash
Isao Yagi, Ryuki Hayase, Takanobu Mizuta · 2026 · advanced · quantitative trading
derivatives · exchange traded funds · liquidity
Impact of Climate transition on Credit portfolio's loss with stochastic collateral
Lionel Sopgoui · 2024 · advanced · risk management
banking · credit risk · risk management · stochastic processes
Impact of Cross-Listing Chinese Stock Returns. A and N Shares Rate of Return Comparison
Kamilla Sabitova · 2017 · intermediate · statistics
capm · econometrics · garch
Impact of information cost and switching of trading strategies in an artificial stock market
Chao Xu, Hai-Chuan Xu, Jørgen Vitting Andersen · 2014 · intermediate · quantitative trading
quantitative trading
Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study
Nopadol Rompho, Poompak Kusawat · 2023 · intermediate · portfolio management
equity markets
Impact of Japanese Mergers on Shareholder Wealth: An Analysis of Bidder and Target Companies
Mehrotra, V., Spronk, J., Steenbeek, O.W. · 2008 · intermediate · other
mergers and acquisitions
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes
Neil Shephard, Ole E. Barndorff-Nielsen · 2003 · advanced · time series
econometrics · jump processes · statistical inference · stochastic processes
Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
Ahmed Khanfir, Mike Papadakis, Walid Siala · 2026 · intermediate · machine learning
deep learning · financial machine learning · large language models · natural language processing · time series
Impact of proportional transaction costs on systematically generated portfolios
Ruf, Johannes, Xie, Kangjianan · 2020 · advanced · portfolio management
transaction costs
Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
Tetsuya Takaishi · 2025 · intermediate · time series
cryptocurrencies · market efficiency · statistics · time series
Impact of Volatility on Time-Based Transaction Ordering Policies
Jinsuk Park, Sunghun Ko · 2025 · advanced · quantitative trading
quantitative trading
Impact of WACC on Firm Profitability: Evidence from Food and Allied Industry of Bangladesh
Farhana Rahman · 2022 · intermediate · other
corporate finance · panel data · regression
Impacts of Economic Policies on Wealth Distribution in Token Economies
Geoff Goodell, Philip Treleaven, Rem Sadykhov · 2026 · advanced · statistics
causal inference · economic policy · time series
Impacts of Energy Market Prices Variation in Aggregator’s Portfolio
Eduardo Eusébio, Jorge M. Sousa, Mário Ventim Neves · 2016 · intermediate · portfolio management
market risk
Impacts of Personality on Herding in Financial Decision-Making
Baddeley, M., Burke, C., Schultz, W. · 2010 · intermediate · statistics
panel data
Impediments to the development and efficiency of financial intermediation in Brazil
Beck, T.H.L. · 2000 · intermediate · risk management
economic policy · financial economics
Imperfect Banking Competition and the Propagation of Uncertainty Shocks
Tommaso Gasparini · 2023 · advanced · risk management
banking
Imperfect Commitment in Maximal Extractable Value Auctions
Aleksei Adadurov, Andrei Sebyakin, Antero Eloranta · 2026 · advanced · quantitative trading
quantitative trading
Imperfect common knowledge in first generation models of currency crises
Minguez-Afonso, Gara · 2006 · advanced · risk management
risk management
Imperfect Competition in Derivatives Markets
Christina Brinkmann · 2022 · advanced · derivatives
derivatives · financial economics
Imperfect Competition in Financial Markets: ISLAND versus NASDAQ
Biais, Bruno, Bisière, Christophe, Spatt, Chester · 2006 · advanced · quantitative trading
market microstructure
Imperfect Financial Markets and Investment Inefficiencies
Aleh Tsyvinski, Christian Hellwig, Elias Albagli · 2023 · advanced · other
financial economics
Imperfect Knowledge and Asset Price Dynamics: Modeling the Forecasting of Rational Agents, Dynamic Prospect Theory and Uncertainty Premia on Foreign Exchange
Michael D. Goldberg, Roman Frydman · 2003 · advanced · time series
asset pricing · financial economics · foreign exchange
Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence
Katarina Juselius · 2010 · advanced · time series
econometrics · financial economics · foreign exchange · time series
Impermanent loss and loss-vs-rebalancing I: some statistical properties
Abe Alexander, Lars Fritz · 2024 · intermediate · quantitative trading
brownian motion · stochastic processes
Impermanent loss and Loss-vs-Rebalancing II
Abe Alexander, Guillaume Lambert, Lars Fritz · 2025 · advanced · quantitative trading
brownian motion · statistics · stochastic processes
Implementability in Insurance Markets with Adverse Selection
Maria Andraos, Mario Ghossoub · 2026 · advanced · risk management
insurance
Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring
Hanghang Zheng, Kunpeng Tao, Mao Mao · 2025 · intermediate · machine learning
credit risk · financial machine learning · machine learning
Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error
Dong Yin, Takeshi Miki, Vasyl Gural · 2026 · intermediate · programming
backtesting
Implementing Credit Risk Analysis with Quantum Singular Value Transformation
Bartolomeo Montrucchio, Davide Corbelletto, Davide Veronelli · 2025 · advanced · risk management
credit risk
Implementing portfolio risk management and hedging in practice
Paul Alexander Bilokon · 2023 · intermediate · risk management
convex optimization · portfolio management · risk management
Implications of High-Frequency Trading for Security Markets
Linton, O., Mahmoodzadeh, S. · 2018 · intermediate · quantitative trading
algorithmic trading · financial stability · high frequency trading · liquidity
Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A., Ortu, Fulvio, Tamoni, Andrea · 2019 · advanced · statistics
asset pricing · financial economics
Implicit Government Guarantee Measurement Based on PMC Index Model
Lin Chen, Qi Wang, Yan Zhang · 2024 · intermediate · risk management
risk management
Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal
Alexey Meteykin · 2025 · advanced · quantitative trading
market making · numerical methods · optimization · partial differential equations · stochastic processes
Implied dividend volatility and expected growth
Gormsen, Niels J., Koijen, Ralph S.J., Martin, Ian W.R. · 2021 · intermediate · options
asset pricing · option pricing
Implied ETF Carry Rates and the Limits of Arbitrage in Segmented Bitcoin Markets
Mindy L. Mallory · 2026 · intermediate · derivatives
derivatives · option pricing
Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees
Abootaleb Shirvani, Jagdish Gnawali, Svetlozar T. Rachev · 2025 · advanced · risk management
credit risk · option pricing · volatility surface
Implied Volatility Expansions for VIX Options in Forward Variance Models
Ankush Agarwal, Florian Bourgey, Ying Liao · 2026 · advanced · options
derivatives · option pricing
Implied Volatility Structure in Turbulent and Long-Memory Markets
Josselin Garnier, Knut Sølna · 2020 · advanced · options
option pricing · stochastic processes
Implying Volatility: How Fast Can We Go?
Fabien Le Floc'h, Jherek Healy · 2026 · advanced · options
algorithms · numerical methods · option pricing
Importance Sampling Enhanced with the COS Method for the Portfolio Risk Allocation
Fang Fang, Qinling Wang, Xiaoyu Shen · 2026 · advanced · risk management
credit risk · model calibration · monte carlo simulation · numerical methods · risk management
Importance sampling for option pricing with feedforward neural networks
Aleksandar Arandjelović, Pavel V. Shevchenko, Thorsten Rheinländer · 2021 · advanced · options
machine learning · monte carlo simulation · neural networks · numerical methods · option pricing · stochastic processes
Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe
Dan Philps, Oleksandr Galkin, Ram Gopal · 2023 · advanced · machine learning
deep learning · fixed income · machine learning · neural networks
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Michael Wolf, Olivier Ledoit · 2001 · intermediate · statistics
statistics
Improved Financial Forecasting via Quantum Machine Learning
Iordanis Kerenidis, Natansh Mathur, Samurai Brito · 2023 · advanced · machine learning
algorithms · credit risk · machine learning · neural networks
Improved Forecasting of Mutual Fund Alphas and Betas
Harry Mamaysky, Hong Zhang, Matthew Spiegel · 2006 · intermediate · time series
backtesting · mutual funds · panel data · regression
Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps
Asger Klinkby, Kristoffer Arnsfelt Hansen, Simon Dohn · 2024 · advanced · risk management
credit derivatives · financial networks
Improved model-free bounds for multi-asset options using option-implied information and deep learning
Antonis Papapantoleon, Evangelia Dragazi, Shuaiqiang Liu · 2024 · advanced · options
deep learning · neural networks · optimization · option pricing
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information
Ariel Neufeld, Eva Lütkebohmert, Jonathan Ansari · 2022 · advanced · options
copulas · derivatives · mathematical finance · option pricing
Improved Tests for Forecast Comparisons in the Presence of Instabilities
Luis Filipe Martins, Pierre Perron · 2015 · advanced · statistics
econometrics · hypothesis testing · statistical inference · time series
Improving Access to Banking: Evidence from Kenya
Elena Carletti, Franklin Allen, Jun QJ Qian · 2018 · intermediate · risk management
banking
Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling
Daniel Gold, John Cartlidge, Karen Elliott · 2025 · advanced · machine learning
bayesian statistics · optimization · portfolio management · portfolio optimization
Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker
Preston Rozwood, Songwei Chen, Wayne Chen · 2023 · intermediate · quantitative trading
decentralized finance · market making
Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques
Jieun Yu, Minjung Park, Sangmi Chai · 2025 · intermediate · machine learning
cryptocurrencies · data science · financial machine learning · machine learning
Improving DeFi Accessibility through Efficient Liquidity Provisioning with Deep Reinforcement Learning
Alessio Brini, Haonan Xu · 2025 · advanced · machine learning
decentralized finance · deep learning · liquidity · machine learning · optimization · reinforcement learning
Improving Estimation of Portfolio Risk Using New Statistical Factors
John Guerard, Rong Chen, Ruey Tsay · 2024 · advanced · statistics
asset pricing · factor investing
Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization
Cecilia Ying, Stephen Thomas · 2024 · intermediate · machine learning
machine learning
Improving Financial Forecasting with a Synergistic LLM-Transformer Architecture: A Hybrid Approach to Stock Price Prediction
Asma Komal, Chen Qiu-shi, Muhammad Imran Khalid · 2026 · advanced · machine learning
deep learning · financial machine learning · large language models · neural networks · time series
Improving Portfolio Optimization Results with Bandit Networks
Gustavo de Freitas Fonseca, Lucas Coelho e Silva, Paulo André Lima de Castro · 2024 · advanced · machine learning
machine learning · optimization · portfolio optimization · reinforcement learning
Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes
Denise Gorse, Piotr Pomorski · 2023 · intermediate · quantitative trading
commodities · foreign exchange · machine learning · portfolio management · time series
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Christophe Chorro, Emmanuelle Jay, Eugénie Terreaux · 2019 · advanced · portfolio management
portfolio optimization · statistics
Improving Portfolios Global Performance with Robust Covariance Matrix Estimation: Application to the Maximum Variety Portfolio
Emmanuelle Jay, Eugénie Terreaux, Frederic Pascal · 2018 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · statistics
Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data
Robert Ślepaczuk, Zuzanna Kostecka · 2024 · intermediate · risk management
credit risk · machine learning
Improving reinforcement learning algorithms: towards optimal learning rate policies
Charles-Albert Lehalle, Othmane Mounjid · 2019 · advanced · machine learning
algorithms · machine learning · optimization · reinforcement learning
Improving S&P 500 Volatility Forecasting through Regime-Switching Methods
Anurag R. Jakkula, Ava C. Blake, Nivika A. Gandhi · 2025 · advanced · time series
machine learning · time series · volatility forecasting
Improving Swaption Calibration in Factor HJM Stochastic Volatility Models: A First-Order Correction to Frozen Swap-Rate Loadings
Bram Brongers · 2026 · advanced · fixed income
fixed income · interest rates · model calibration · stochastic processes · term structure models
Improving the Estimates of the Risk Premia - Application in the UK Financial Market
M. Pitsillis, S. Satchell · 2001 · advanced · statistics
asset pricing · econometrics · regression
In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region
Tomer Shachmurove, Yochanan Shachmurove · 2007 · intermediate · time series
econometrics · foreign exchange · time series
In-kind finance
Burkart, Mike, Ellingsen, Tore · 2002 · intermediate · risk management
credit markets · financial economics
In-kind finance: a theory of trade credit
Burkart, Mike, Ellingsen, Tore · 2004 · advanced · risk management
credit markets
In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models
Antoine Jacquier, Johannes Muhle-Karbe, Joseph Mulligan · 2025 · advanced · quantitative trading
quantitative trading
In-sample overfitting: avoiding the pitfalls in data mining
CFM · 2016 · beginner · statistics
backtesting
Incentive compatible relationship between ERMII and Close-Cooperation in the Banking Union: The case of Bulgaria and Croatia
Dalvinder Singh, Maria J Nieto · 2020 · intermediate · risk management
banking
Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion
Anh Ngoc Lai, Constantin Mellios · 2022 · advanced · portfolio management
behavioral finance · portfolio management
Incentive Pareto Efficiency in Monopoly Insurance Markets with Adverse Selection
Maria Andraos, Mario Ghossoub · 2026 · advanced · risk management
insurance · optimization
Incentive-Compatibility, Limited Liability and Costly Liquidation in Financial Contracting
Ernst-Ludwig von Thadden, Xiaojian Zhao, Zhengqing Gui · 2018 · advanced · other
corporate finance · financial economics · optimization
Incidence des crises financières : une analyse empirique à partir des pays émergents
Kalidou Diallo, Mohamed Ben Abdallah · 2004 · advanced · risk management
banking · econometrics · panel data
Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns
Anthony A. Smith, Jr., Per Krusell · advanced · portfolio management
asset pricing · financial economics
Income Disaster, Role of Income Support, and Optimal Retirement
Seyoung Park, Tae Ung Gang, Yong Hyun Shin · 2025 · advanced · portfolio management
optimization
Incomplete Derivative Markets and Portfolio Insurance
Charalambos Aliprantis, Donald J. Brown, Werner, J. · 1997 · advanced · derivatives
derivatives · mathematical finance
Incomplete Financial Markets and Jumps in Asset Prices
Hervé Crès, Mich Tvede, Tobias Markeprand · 2009 · advanced · stochastic calculus
asset pricing · financial economics
Incorporating data drift to perform survival analysis on credit risk
Jianwei Peng, Stefan Lessmann · 2026 · advanced · risk management
credit risk · machine learning · model calibration · statistics
Incorporating Estimation Risk in Portfolio Choice
Ter Horst, J.R., Werker, B.J.M., de Roon, F.A. · 2000 · advanced · portfolio management
portfolio management · portfolio optimization
Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction
Bowei Chen, Yongxin Yang, Yu Zheng · 2019 · advanced · options
derivatives · machine learning · neural networks · volatility surface
Incorporating signals into optimal trading
Charles‐Albert Lehalle, Eyal Neuman · 2019 · advanced · quantitative trading
optimal execution · optimization · stochastic processes
Incorporating Uncertainty About Alternative Assets in Strategic Pension Fund Asset Allocation
Laurens A. P. Swinkels, Wilma de Groot · 2008 · intermediate · portfolio management
pensions · portfolio management · portfolio optimization
Increases in Risk Aversion and Portfolio Choice in a Complete Market
Philip H. Dybvig · 1988 · advanced · portfolio management
financial economics · portfolio optimization
Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier-Stokes Equations
Davit Gondauri · 2025 · advanced · risk management
liquidity · liquidity risk · systemic risk
Incremental SVD for Large-Scale Dynamic Matrices: Accuracy, Subspace Stability, Refresh Strategies, and Financial Factor-Based Risk Models
Stilyan Staykov · 2026 · advanced · risk management
linear algebra · numerical methods
Index insurance under demand and solvency constraints
Daniel Nkameni, Olivier Lopez · 2025 · advanced · risk management
insurance
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
Jiang, G.J., van der Sluis, P.J. · 2000 · advanced · options
interest rates · option pricing · stochastic processes
Index Tracking via Learning to Predict Market Sensitivities
Jeonghun Kim, Yanghoon Kim, Yongmin Choi · 2022 · advanced · portfolio management
deep learning · machine learning · portfolio management · portfolio optimization
Indexes, currencies, and the political economy of sovereign bond market access
Cormier, Ben, Naqvi, Natalya · 2025 · intermediate · fixed income
fixed income
Indian Derivatives Market Evolution and Challenge
N. Suresh, Shruthi B. C. · 2022 · beginner · derivatives
derivatives
Indian Stock Market Prediction using Augmented Financial Intelligence ML
Anishka Chauhan, Naman Mehrotra, Pooriya Jamie · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Indifference pricing of pure endowments in a regime-switching market model
Alessandra Cretarola, Benedetta Salterini · 2023 · advanced · risk management
insurance · stochastic differential equations · stochastic processes
Individual and collective stock dynamics: intra-day seasonalities
Jean-Philippe Bouchaud, Romain Allez · 2011 · intermediate · time series
statistics · time series
Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?
Glaser, Markus, Schmitz, Philipp, Weber, Martin · 2006 · intermediate · statistics
behavioral finance · econometrics · statistical inference · time series
Individual Investors and Volatility
David Sraer, David Thesmar, Thierry Foucault · 2011 · advanced · time series
causal inference
Individual Stock-Option Prices and Credit Spreads
David Weinbaum, Joost Driessen, Martijn Cremers · 2005 · intermediate · fixed income
credit markets · credit risk · derivatives
Industrial structure and financial capital flows
Jin, Keyu · 2009 · advanced · other
financial economics
Inefficiencies of Carbon Trading Markets
Aleh Tsyvinski, Nicola Borri, Xi Wu · 2024 · intermediate · quantitative trading
financial economics · market efficiency
Inefficiency of CFMs: hedging perspective and agent-based simulations
David Šiška, Marc Sabaté Vidales, Samuel Cohen · 2023 · advanced · quantitative trading
liquidity
Inefficient investment waves
Kondor, Peter, Zhiguo, He · 2016 · advanced · other
corporate finance · financial economics · liquidity
Inefficient Liquidity Provision
John Geanakoplos, Kieran James Walsh · 2017 · advanced · risk management
financial economics · liquidity · liquidity risk
Inequality and Financial Fragility
Yuliyan Mitkov · 2019 · advanced · risk management
banking · financial economics · financial stability
Inequality, stock market participation, and the equity premium
Favilukis, Jack · 2007 · advanced · statistics
asset pricing · equity markets · financial economics
Inequality, tax avoidance and financial instability
Landier, Augustin, Plantin, Guillaume · 2011 · intermediate · risk management
financial economics · financial stability
Inference about Realized Volatility using Infill Subsampling
Ilze Kalnina, Oliver Linton · 2007 · advanced · statistics
statistical inference · stochastic processes
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Charles S. Bos, Neil Shephard · 2004 · advanced · time series
foreign exchange · statistical inference · stochastic processes · time series
Inference for stochastic volatility models using time change transformations
Dellaportas, Petros, Kalogeropoulos, Konstantinos, Roberts, Gareth O. · 2010 · advanced · statistics
bayesian statistics · monte carlo simulation · statistical inference · stochastic differential equations · stochastic processes
Inference from high-frequency data: A subsampling approach
Bezirgen Veliyev, Kim Christensen, Mark Podolskij · 2015 · advanced · statistics
statistical inference · statistics
Inferring financial stock returns correlation from complex network analysis
Ixandra Achitouv · 2024 · advanced · portfolio management
financial networks · portfolio optimization
Inferring Latent Market Forces: Evaluating LLM Detection of Gamma Exposure Patterns via Obfuscation Testing
Christopher Regan, Ying Xie · 2025 · advanced · machine learning
large language models · market microstructure · options hedging
Inferring Option Movements Through Residual Transactions: A Quantitative Model
Carl von Havighorst, Vincil Bishop · 2024 · intermediate · options
derivatives
Infinite dimensional portfolio representation as applied to model points selection in life insurance
Enrico Ferri · 2018 · advanced · risk management
interest rates · risk management · stochastic calculus
Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences
Emmet Lawless, Erhan Bayraktar · 2026 · advanced · stochastic calculus
mathematical finance · optimization
Infinite-mean models in risk management: Discussions and recent advances
Ruodu Wang, Yuyu Chen · 2024 · advanced · risk management
insurance · risk management · statistics
Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia
Kajuth, Florian, Watzka, Sebastian · 2008 · advanced · fixed income
fixed income · liquidity
Inflation in 2010 and Beyond — Part II
Christopher Palazzolo, Michael Katz · 2010 · intermediate · portfolio management
portfolio management
Inflation Models with Correlation and Skew
Bernhard Hientzsch, Orcan Ogetbil · 2024 · advanced · fixed income
fixed income · inflation derivatives · model calibration
Inflation Tracking Portfolios
Christopher Downing, Francis A. Longstaff, Michael A. Rierson · 2012 · intermediate · portfolio management
equity markets · portfolio management
Inflation, political instability and stockmarket volatility in interwar Germany
Hans Joachim Voth · 2001 · intermediate · time series
equity markets
Inflationary Regimes and Asset Class Performance
CFM · 2021 · intermediate · portfolio management
trend following
Inflationary Regimes and Asset Class Performance – Part 2: Convexity of Trend Following
CFM · 2022 · intermediate · quantitative trading
backtesting · trend following
Influence of jump-at-default in IR and FX on Quanto CDS prices
A. Itkin, A. Veygman, V. Shcherbakov · 2017 · advanced · fixed income
credit derivatives · foreign exchange · interest rates · jump processes
Informal Finance: A Theory of Moneylenders
Andreas Madestam · 2008 · advanced · risk management
credit markets · financial economics
Information aggregation and learning in a dynamic asset pricing model
Michele Berardi · 2018 · advanced · statistics
asset pricing · bayesian statistics · financial economics
Information Aggregation, Security Design, and Currency Swaps
Bhagwan Chowdhry, David Levine, Mark Grinblatt · 2002 · advanced · other
corporate finance · derivatives · financial economics · foreign exchange
Information and the Equity Premium
Gollier, Christian, Schlee, Edward · 2011 · advanced · other
asset pricing · financial economics
Information asymmetries, volatility, liquidity, and the Tobin Tax
Danilova, Albina, Julliard, Christian · 2014 · advanced · quantitative trading
financial economics · market microstructure
Information Asymmetry Index: The View of Market Analysts
Heitor Almeida, Matheus R. C. Gonzalez, Philippe Protin · 2024 · intermediate · other
algorithms · regression
Information Content of Equity Analyst Reports
Asquith, Paul, Au, Andrea, Mikhail, Michael · 2004 · intermediate · statistics
statistics
Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market
HyeonJun Kim · 2023 · intermediate · statistics
equity markets
Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems
Will Hicks · 2024 · advanced · stochastic calculus
probability
Information extraction and artwork pricing
Jaehyuk Choi, Jian Li, Lan Ju · 2023 · intermediate · statistics
regression
Information Flow in the FTX Bankruptcy: A Network Approach
Giorgio Rizzini, Luca Galati, Riccardo De Blasis · 2024 · intermediate · risk management
cryptocurrencies · financial networks
Information geometry of Lévy processes and financial models
Jaehyung Choi · 2025 · advanced · stochastic calculus
statistics · stochastic processes
Information Geometry of Risks and Returns
Andrei N. Soklakov · 2022 · advanced · risk management
mathematical finance · optimization · risk management
Information in derivatives markets: forecasting prices with prices
Martin, Ian W. R. · 2025 · intermediate · time series
derivatives
Information in Mandatory and Voluntary Earnings Announcement Date Forecasts
Barth, Mary E., Clinch, Greg, Ma, Paul · 2018 · intermediate · statistics
statistics
Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
Maksym Nechepurenko · 2026 · advanced · quantitative trading
statistical inference · statistics
Information Leakages in the Green Bond Market
Barry Sheehan, Darren Shannon, Jin Gong · 2025 · intermediate · statistics
equity markets
Information Mirages and Financial Contagion in Asset Market Experiment
Noussair, C.N., Xu, Yilong · 2014 · intermediate · risk management
contagion
Information network modeling for U.S. banking systemic risk
Aste, Tomaso, Cerchiello, Paola, Nicola, Giancarlo · 2020 · advanced · risk management
banking · financial networks · systemic risk · time series
Information Networks of Stock Prices
Hokky Situngkir, Muhammad Aldy Hassan · 2026 · intermediate · statistics
financial networks · statistics
Information processing on equity prices and exchange rate for cross-listed stocks
Scherrer, Cristina Mabel · 2021 · advanced · time series
econometrics · equity markets · foreign exchange · time series
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
Sungwoo Kang · 2026 · advanced · quantitative trading
equity markets · market microstructure · time series
Information Structures in Stablecoin Markets
Brian Zhu · 2024 · advanced · risk management
risk management
Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect
Chen Qiu, Taisuke Otsu · 2018 · advanced · statistics
asset pricing · econometrics · statistical inference
Information theoretic causality detection between financial and sentiment data
Aste, Tomaso, Cerchiello, Paola, Scaramozzino, Roberta · 2021 · intermediate · statistics
causal inference · equity markets · time series
INFORMATION-BASED TRADING
George Bouzianis, Lane P. Hughston, Leandro Sánchez-Betancourt · 2024 · advanced · quantitative trading
asset pricing · stochastic processes
Information-minimizing stationary financial market dynamics
Eckhard Platen · 2025 · advanced · stochastic calculus
financial economics · mathematical finance · optimization · stochastic differential equations · stochastic processes
Information-Theoretic Approach to Financial Market Modelling
Eckhard Platen · 2026 · advanced · stochastic calculus
asset pricing · mathematical finance · stochastic differential equations · stochastic processes
Information, Liquidity and Asset Prices
Andrew Postlewaite, Benjamin Lester, Randall Wright · 2008 · advanced · other
asset pricing · financial economics · liquidity
Information, Liquidity, and Dynamic Limit Order Markets
Barbara Rindi, Duane J. Seppi, Roberto Riccò · 2020 · advanced · quantitative trading
liquidity · market microstructure
Information, Liquidity, Asset Prices and Monetary Policy, Second Version
Andrew Postlewaite, Benjamin Lester, Randall Wright · 2010 · advanced · other
asset pricing · economic policy · financial economics · liquidity
Informational black holes in financial markets
Axelson, Ulf, Makarov, Igor · 2023 · advanced · other
financial economics
Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach
Gianmarco Mori, Havva Nilsu Oz, Martino Grasselli · 2025 · advanced · risk management
risk management · statistics
Informed trading in government bond markets
Czech, Robert, Huang, Shiyang, Lou, Dong · 2021 · intermediate · fixed income
fixed income · hedge funds · mutual funds
Informer in Algorithmic Investment Strategies on High Frequency Bitcoin Data
Filip Stefaniuk, Robert Ślepaczuk · 2025 · intermediate · quantitative trading
algorithmic trading · cryptocurrencies · deep learning · high frequency trading · neural networks · time series
Inhomogeneous Financial Networks and Contagious Links
Andreea Minca, Hamed Amini · 2014 · advanced · risk management
contagion · financial networks · financial stability · systemic risk
Innovating Risk Modelling for Global Funds
Kairavi Sivasankar, Swaraj Gambhir, Thanu George · 2026 · intermediate · risk management
linear algebra · portfolio management · risk management
Innovative Extensions to Option Pricing: Asymmetric Brownian Motion and Random Walk Approaches
Abootaleb Shirvani, Dilmi C. W. Hettiachchi-Halpe-Kankanamalage, Frank J. Fabozzi · 2026 · advanced · options
brownian motion · mathematical finance · option pricing · stochastic processes
Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach
Bayode Ogunleye, Olamilekan Shobayo, Olusogo Popoola · 2024 · intermediate · machine learning
large language models · machine learning · natural language processing · regression
Insensitive investors
Charles, Constantin, Frydman, Cary, Kilic, Mete · 2024 · intermediate · statistics
asset pricing · behavioral economics · behavioral finance
Inserting or Stretching Points in Finite Difference Discretizations
Jherek Healy · 2022 · advanced · options
numerical methods · option pricing · partial differential equations
Insider Purchases Far Below the 52-Week High: Decomposing the Disclosure Reaction in Microcap Equities
Hangyi Zhao · 2026 · advanced · machine learning
financial machine learning · machine learning
Insider trading in discrete time Kyle games
Christoph Kühn, Christopher Lorenz · 2023 · advanced · quantitative trading
financial economics · market making
Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012
Marcel Ausloos, Rebecaa Pham · 2020 · intermediate · statistics
statistics
Insider trading, investment and liquidity: a welfare analysis
Bhattacharya, Sudipto, Nicodano, Giovanna · 1999 · advanced · quantitative trading
financial economics · liquidity
Insights on Time-consistent Deep Hedging under Elicitable Dynamic Risk Measures
Frédéric Godin, Shuyi Zhang · 2026 · advanced · options
deep learning · derivatives · machine learning · optimization · options hedging · reinforcement learning
Inspectable Neural Markov Models for Non-Stationary Time Series
Jan Rovirosa, Jesse Schmolze · 2026 · advanced · time series
deep learning · machine learning · neural networks · statistics · stochastic processes · time series
Instabilities of explicit finite difference schemes with ghost points on the diffusion equation
Fabien Le Floc'h · 2023 · advanced · options
numerical methods · option pricing · partial differential equations
Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks
Dirk Engelmann, Ev??en Kocenda, Jan Hanousek · 2004 · intermediate · other
foreign exchange
Instability of financial markets by optimizing investment strategies investigated by an agent-based model
Isao Yagi, Kosei Takashima, Takanobu Mizuta · 2022 · intermediate · quantitative trading
optimization
Instantaneous Arbitrage and the CAPM
Lars Tyge Nielsen · 2019 · advanced · stochastic calculus
asset pricing · capm
Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets
Di Wu · 2025 · intermediate · time series
cryptocurrencies · equity markets · time series
Institutional Backing and Crypto Volatility: A Hybrid Framework for DeFi Stabilization
Ihlas Sovbetov · 2025 · intermediate · time series
cryptocurrencies · decentralized finance · econometrics · panel data · regression
Institutional Differences, Crisis Shocks, and Volatility Structure: A By-Window EGARCH/TGARCH Analysis of ASEAN Stock Markets
Junlin Yang · 2025 · advanced · time series
econometrics · garch · time series
Institutional investors and corporate governance
Dasgupta, Amil, Fos, Vyacheslav, Sautner, Zacharias · 2021 · intermediate · other
corporate governance
Institutional Investors and Proxy Voting: The Impact of the 2003 Mutual Fund Voting Disclosure Regulation
Martijn Cremers, Roberta Romano · 2008 · intermediate · other
corporate governance · mutual funds
Institutional investors and stock market efficiency: The case of the January anomaly
Bohl, Martin T., Gottschalk, Katrin, Henke, Harald · 2006 · intermediate · statistics
market efficiency · pensions
Institutional Investors and the Information Content of Earnings Announcements: The Case of Poland
Korczak, Piotr, Tavakkol, Amir · 2005 · intermediate · statistics
equity markets
Institutional investors, political connections and incidence of corporate fraud
Johan, S.A., Rui, O.M., Wu, W. · 2012 · intermediate · other
other
Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases
Ankur Pareek, Martijn Cremers · 2009 · intermediate · statistics
equity markets · market efficiency · momentum
Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog
Barardehi, Yashar H., Bernhardt, Dan, Da, Zhi · 2022 · advanced · quantitative trading
liquidity · market microstructure
Institutional Mandates for Macroeconomic and Financial Stability
Alessandro Flamini, Pierre-Richard Agénor · 2016 · advanced · risk management
economic policy · financial economics · financial stability
Institutional ownership and liquidity commonality: evidence from Australia
Reza Bradrania, Robert Elliott, Winston Wu · 2022 · intermediate · quantitative trading
equity markets · liquidity · liquidity risk · market microstructure
Institutional Reform and Depositors' Portfolio Choice - Evidence from Bank Account Data
Marc-André Luik, Michael Berlemann · 2016 · intermediate · portfolio management
portfolio management
Institutional trade persistence and long-term equity returns
Dasgupta, Amil, Prat, Andrea, Verardo, Michela · 2010 · intermediate · statistics
asset pricing · equity markets · regression
Institutionalizing risk curation in decentralized credit
Anastasiia Zbandut, Carolina Goldstein · 2025 · advanced · risk management
credit markets · credit risk · decentralized finance · liquidity risk · systemic risk
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment
Christos S. Savva, Kyriakos C. Neanidis · 2013 · intermediate · risk management
causal inference
Instruction Tuning Chronologically Consistent Language Models
Asaf Manela, Jimmy Wu, Linying Lv · 2025 · advanced · machine learning
large language models · machine learning
Insurance and portfolio decisions: Two sides of the same coin?
Jérôme Foncel, Nicolas Treich, Olivier Armantier · 2023 · intermediate · risk management
financial economics · insurance
Insurance company financial management by optimising premium level: the case of Poland
Adam Sliwinski · 2004 · intermediate · risk management
insurance · probability
Insurance pricing on price comparison websites via reinforcement learning
Chris Pearce, Henrietta Ridley, Isaac Bowers-Barnard · 2023 · advanced · risk management
insurance · machine learning · optimization · reinforcement learning
Insurance Pricing Optimization via Off-Policy Evaluation
Dimitri Semenovich, Mario V. Wüthrich, Sascha Günther · 2026 · advanced · risk management
causal inference · insurance · neural networks · optimization
Insurance products with guarantees in an affine setting
Raquel M. Gaspar, Thorsten Schmidt · 2025 · advanced · risk management
insurance · mathematical finance · stochastic processes
Insurance risk models in a heterogeneous time-dependent population: scaling limits and ruin probabilities
Arsene Brice Zotsa Ngoufack, Hélène Guérin, Jean-François Renaud · 2026 · advanced · risk management
insurance · probability · stochastic processes
Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities
Benjamin Guin, Farzad Saidi, Felipe Netto · 2024 · intermediate · risk management
insurance · mortgage markets · securitization
INTAGS: Interactive Agent-Guided Simulation
Andrea Coletta, Song Wei, Svitlana Vyetrenko · 2023 · advanced · machine learning
causal inference · deep learning · machine learning · reinforcement learning
Intangibles: The Missing Ingredient in Book Value
Feifei Li · 2021 · intermediate · portfolio management
asset pricing · equity valuation
Integrated EUA and CER price modeling and application for spread option pricing
Barrieu, Pauline, Fehr, Max · 2011 · advanced · options
derivatives · option pricing · stochastic processes
Integrated nested Laplace approximations for threshold stochastic volatility models
Marín, Juan Miguel, Rue, Havard, Veiga, Helena · 2021 · advanced · time series
bayesian statistics · numerical methods · statistical inference · stochastic processes
Integrating Different Informations for Portfolio Selection
Duan Li, Shikun Wang, Shushang Zhu · 2023 · advanced · portfolio management
bayesian statistics · portfolio management · statistics
Integrating granular data into a multilayer network: an interbank model of the euro area for systemic risk assessment
Andrea Colombo, Annalauro Ianiro, Ilias Aarab · 2026 · advanced · risk management
banking · contagion · financial networks · systemic risk
Integrating Inductive Biases in Transformers via Distillation for Financial Time Series Forecasting
Darby Tien-Hao Chang, Kendro Vincent, Kuan-Yu Chen · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading
Wenxin Zeng, Wo Long, Xiaoyu Zhang · 2025 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · machine learning · natural language processing · reinforcement learning
Integrating Large Language Models in Financial Investments and Market Analysis: A Survey
Chen, Jiating, Lina Huertas Guativa · 2025 · intermediate · machine learning
large language models
Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting
Luca Di Persio, Mohammed Alruqimi · 2025 · advanced · time series
deep learning · jump processes · machine learning · model calibration · neural networks · time series
Integrating multiple sources of ordinal information in portfolio optimization
Eranda Çela, Roland Mestel, Stephan Hafner · 2022 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations
Blerina Vika, Denisa Millo, Nevila Baci · 2024 · intermediate · machine learning
natural language processing
Integrating the implied regularity into implied volatility models: A study on free arbitrage model
Daniele Angelini, Fabrizio Di Sciorio · 2025 · advanced · options
options
Integrating Tick-level Data and Periodical Signal for High-frequency Market Making
Can Yang, Cong Zheng, Jiafa He · 2023 · advanced · quantitative trading
deep learning · high frequency trading · market making · reinforcement learning
Integration of Income and Estate Tax Planning
Steven Liu · 2021 · intermediate · portfolio management
monte carlo simulation
Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions
Jose M. Amigo, Juan C. King · 2025 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · machine learning · neural networks
Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation
Junjie Guo · 2025 · intermediate · machine learning
deep learning · machine learning · neural networks · portfolio management · time series
Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
Hongye Zheng, Jinxin Hu, Mengfang Sun · 2024 · intermediate · machine learning
deep learning · machine learning · natural language processing · neural networks · time series
Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem
Xin Guo, Yan Zeng · 2008 · advanced · stochastic calculus
stochastic calculus · stochastic processes
Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006
Hommes, C.H. · 2006 · intermediate · time series
asset pricing · behavioral finance · financial economics
Interbank liquidity crunch and the firm credit crunch: Evidence from the 2007-2009 crisis
Antoinette Schoar, José-Luis Peydró, Rajkamal Iyer · 2013 · intermediate · risk management
banking · credit markets · liquidity risk
Interbank network reconstruction enforcing density and reciprocity
Diego Garlaschelli, Piero Mazzarisi, Valentina Macchiati · 2024 · advanced · risk management
banking · financial networks · systemic risk
Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
Haibo Wang, Martin Enilov, Wei Wang · 2024 · intermediate · time series
cryptocurrencies · econometrics · equity markets · time series
Interconnectedness Among Banks, Financial Stability, and Bank Capital Regulation
Iftekhar Hasan, Yehning Chen · 2016 · advanced · risk management
banking · financial networks · systemic risk
Interest rate convexity in a Gaussian framework
Antoine Jacquier, Mugad Oumgari · 2023 · advanced · fixed income
interest rates · mathematical finance · stochastic processes
Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery
Matthew Lorig, Tim Leung · 2024 · advanced · fixed income
derivatives · fixed income · interest rates · stochastic processes
Interest Rate Dynamics and Consistent Forward Rate Curves
Björk, Tomas, Christensen, Bent Jesper · 1997 · advanced · fixed income
fixed income · interest rates · mathematical finance · term structure models
Interest rate forecasts: a pathology
Bin Lim, Wen, Goodhart, Charles · 2008 · intermediate · time series
interest rates
Interest rate formation in informal credit markets in India: does level of development matter?
Manojit Bhattacharjee, Meenakshi Rajeev · 2010 · intermediate · risk management
credit markets · econometrics · interest rates
Interest Rate Future Quality Options and Negative Interest Rates
Balbás, Alejandro, Laborda Herrero, Ricardo · 2017 · intermediate · portfolio management
derivatives · interest rates · portfolio management
Interest rate models in decentralised lending protocols
Leandro Sánchez-Betancourt, Samuel N. Cohen, Łukasz Szpruch · 2026 · advanced · fixed income
decentralized finance · interest rates
Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland
Bal??zs ??gert, Jes??s Crespo-Cuaresma, Thomas Reininger · 2004 · intermediate · fixed income
econometrics · interest rates · regression · time series
Interest rate restrictions in a natural experiment: loan allocation and the change in the usury laws in 1714
Joachim Voth, Peter Temin · 2005 · intermediate · risk management
credit markets · economic policy · financial economics
Interest rate risk, longevity risk and the solvency of life insurers
Berdin, Elia · 2016 · advanced · risk management
insurance · interest rates · stochastic processes
Interest rate rules under financial dominance
Markus Roth, Vivien Lewis · 2015 · advanced · risk management
banking · financial stability · interest rates
Interest Rate Shocks and the Composition of Sovereign Debt
Gonzalez-Aguado, Eugenia · 2022 · advanced · fixed income
interest rates
Interest Rate Smoothing and Game-Varying Premium: Another Look at Debt Management in Japan
Takeya, Y. · 1999 · advanced · fixed income
econometrics · fixed income · interest rates · term structure models · time series
Interest Rate Smoothing and Time-Varying Premium: Another Look at Debt Management in Japan
Yosuke Takeda · 1999 · advanced · fixed income
fixed income · interest rates · term structure models · time series
Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities
Aaron N. Mehrotra, Chang Shu, Richhild Moessner · 2019 · advanced · fixed income
interest rates
Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
Cuong Le Van, Pascal Fontaine, Stefano Bosi · 2016 · advanced · fixed income
financial economics · interest rates
Intergenerational cross-subsidies in UK Collective Defined Contribution (CDC) funds
Catherine Donnelly, James Dalby, John Armstrong · 2024 · advanced · risk management
pensions
Intergenerational Risksharing and Equilibrium Asset Prices
Campbell, John, Nosbusch, Yves · 2007 · advanced · portfolio management
asset pricing · financial economics
Interlocking directorates in Spanish banking in the twentieth century
Francisco J. Pueyo · 2006 · intermediate · other
banking · financial networks
Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach
Delio Lucena-Piquero, Olivier Accominotti, Stefano Ugolini · 2023 · advanced · risk management
financial networks
Intermediating DFMM Asset (IDA)
Arman Abgaryan, Utkarsh Sharma · 2023 · intermediate · quantitative trading
decentralized finance · liquidity · market making · risk management
Internal Capital Markets and Corporate Politics in a Banking Group
Martijn Cremers, Rocco Huang, Zacharias Sautner · 2009 · intermediate · other
banking · financial economics
Internal hydro- and wind portfolio optimisation in real-time market operations
Ellen Krohn Aasgård, Hans Ole Riddervold, Lisa Haukaas · 2021 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
Internal Ratings, Non-Performing Loans, and Bank Opacity: Evidence from Analysts’ Forecasts
Brunella Bruno, Giacomo Nocera, Immacolata Marino · 2023 · intermediate · risk management
banking · panel data
Internal Rationality, Imperfect Market Knowledge and Asset Prices
Albert Marcet, Klaus Adam · 2011 · advanced · other
asset pricing · financial economics
Internal regret in on-line portfolio selection
Gabor Lugosi, Gilles Stoltz · 2005 · advanced · portfolio management
portfolio management · portfolio optimization
International Banking and Financial Fragility: The Contrasting Experience of Brazil and Mexico in the Lead-up to the 1982 Crisis
Sebastian Alvarez · 2020 · intermediate · risk management
banking · economic policy · financial stability
International banking and transmission of the 1931 financial crisis
Accominotti, Olivier · 2016 · intermediate · risk management
banking · contagion
International Diversification Works (Eventually)
Roni Israelov · 2011 · intermediate · portfolio management
portfolio management
International Diversification—Still Not Crazy after All These Years
Antti Ilmanen, Cliff Asness, Daniel Villalon · 2023 · intermediate · portfolio management
equity markets
International equity holdings and stock returns correlations: Does diversification matter at all for portfolio choice?
Nicolas Coeurdacier, Stéphane Guibaud · 2005 · intermediate · portfolio management
causal identification · equity markets
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord
Jiménez-Martín, J.A., McAleer, M.J., Pérez-Amaral, T. · 2011 · intermediate · risk management
backtesting · garch · market risk · risk management · volatility forecasting
International Evidence on Government Support and Risk-Taking in the Banking Sector
Brandao-Marques, L., Correa, R., Sapriza, H. · 2012 · intermediate · risk management
banking
International Financial Adjustment
Gourinchas, Pierre-Olivier, Rey, Hélène · 2005 · advanced · portfolio management
financial economics
International financial flows and misallocation
Fadi Hassan, Federico Cingano · 2020 · advanced · risk management
banking · credit markets · financial economics
International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries
Christophe RAULT, Guglielmo Maria CAPORALE, Thouraya HADJ AMOR · 2009 · advanced · statistics
econometrics · financial economics · panel data
International financial integration, crises and monetary policy: evidence from the Euro area interbank crises
Falk Bräuning, Falko Fecht, José-Luis Peydró · 2017 · advanced · risk management
banking · financial economics · liquidity
International Financial Liberalization and Industry Growth
Vlachos, Jonas, Waldenström, Daniel · 2002 · intermediate · other
financial economics
International Financial Markets Through 150 Years: Evaluating Stylized Facts
Maximilian Janisch, Sara A. Safari, Thomas Lehéricy · 2025 · intermediate · time series
econometrics · hypothesis testing · statistics · time series
International financial reporting standards and private firms’ access to bank loans
Benjamin Balsmeier, Steven Vanhaverbeke · 2016 · intermediate · risk management
banking
International financial shocks in emerging markets
Brei, Michael, Buzaushina, Almira · 2009 · advanced · risk management
financial economics
International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ?
Kohlscheen, Emanuel, Taylor, Mark P. · 2006 · intermediate · risk management
financial networks · liquidity
International monetary policy and cryptocurrency markets: dynamic and spillover effects
Elsayed, Ahmed H., Sousa, Ricardo M. · 2024 · advanced · time series
cryptocurrencies · econometrics · time series
International portfolio choice, liquidity constraints and the home equity bias puzzle
Michaelides, Alexander · 2003 · advanced · portfolio management
financial economics · liquidity · portfolio optimization
International portfolio diversification is better than you think
Nicolas Coeurdacier, Stéphane Guibaud · 2011 · intermediate · portfolio management
equity markets
International Portfolio Management, Currency Risk and the Euro
Gerard, Bruno, Hillion, Pierre, Santis, Giorgio De · 1999 · advanced · portfolio management
asset pricing · capm · econometrics · foreign exchange · garch · portfolio management
International Reserves, External Debt Maturity, and the Reinforcement Effect for Financial Stability
Andreas Steiner, Xingwang Qian · 2016 · intermediate · risk management
econometrics · financial stability
International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth!
Brandt, Michael, Cochrane, John, Santa-Clara, Pedro · 2001 · advanced · statistics
asset pricing · financial economics · foreign exchange
International Stock Market Integration: Central and South Eastern Europe Compared
Dragan Petrovski, Roman Horvath · 2012 · advanced · time series
equity markets · garch · statistics · time series
International Taxation and Cross-Border Banking
Harry Huizinga, Johannes Voget, Wolf Wagner · 2012 · intermediate · other
other
International Trade Finance from the Origins to the Present: Market Structures, Regulation and Governance
Olivier Accominotti, Stefano Ugolini · 2020 · intermediate · risk management
banking
Internet Banking in Europe: a comparative analysis
Francesca Arnaboldi, Peter Claeys · 2008 · intermediate · risk management
banking
Interoperability Effects: Extending DeFi Lending Risk Models to Multi-Chain Environments
Hasret Ozan Sevim · 2026 · advanced · risk management
decentralized finance · panel data · regression · risk management
Interplay between Cryptocurrency Transactions and Online Financial Forums
Alejandro Torrado Pazos, Ana Fernández Vilas, Daniel Couto Cancela · 2023 · intermediate · time series
cryptocurrencies
Interpolating commodity futures prices with Kriging
Andrea Maran, Andrea Pallavicini · 2021 · advanced · derivatives
bayesian statistics · commodities · statistical inference · term structure models
Interpretability in deep learning for finance: a case study for the Heston model
Andrea Pallavicini, Damiano Brigo, Haitz Saez de Ocariz Borde · 2021 · advanced · machine learning
deep learning · machine learning · model calibration · neural networks · option pricing
Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model
Bong-Gyu Jang, Changeun Kim, Younwoo Jeong · 2025 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Interpretable Factors of Firm Characteristics
Guofu Zhou, Wu Zhu, Yingzi Zhu · 2025 · intermediate · portfolio management
factor investing
Interpretable hybrid credit scoring for thin-file and underbanked populations
Belise Kanziga, Olivier Kanamugire, Yaé U. Gaba · 2026 · intermediate · risk management
credit risk · machine learning · regression
Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
Akash Deep, Gagan Deep, William Lamptey · 2025 · advanced · quantitative trading
algorithmic trading · backtesting · market microstructure
Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy
Maha AlabdulJalil, Muhammed Golec · 2025 · advanced · machine learning
credit risk · large language models · natural language processing
Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study
Yuke Zhang · 2025 · intermediate · machine learning
financial machine learning · machine learning · natural language processing
Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds
Minwu Kim, Sidahmed Benabderrahmane, Talal Rahwan · 2024 · intermediate · machine learning
financial machine learning · machine learning
Interpretable ML for High-Frequency Execution
Timothée Fabre, Vincent Ragel · 2023 · advanced · quantitative trading
high frequency trading · machine learning · market microstructure · neural networks · optimal execution
Interpretable Systematic Risk around the Clock
Songrun He · 2026 · advanced · quantitative trading
asset pricing · jump processes · large language models · natural language processing · regression
Interrogation of A Bubble in the Indian Market
Ganapathy G Gangadharan, N. Suresh · 2022 · intermediate · time series
statistics · time series
Intertemporal Cost-efficient Consumption
Mauricio Elizalde, Stephan Sturm · 2024 · advanced · stochastic calculus
copulas · stochastic calculus
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
Anish Rai, Buddha Nath Sharma, Filippo Petroni · 2026 · intermediate · quantitative trading
market microstructure · statistics · stochastic processes
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
A. Rai, F. Petroni, Md. Nurujjaman · 2025 · intermediate · quantitative trading
market microstructure · stochastic processes
Intraday return and volatily relationships between the IBEX 35 stock index and stock index futures markets
Lafuente Luengo, Juan Ángel · 2000 · advanced · time series
derivatives · econometrics · garch · time series
Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency
Iryna Veryzhenko, Roland Gillet, Stephanie Ligot · 2021 · intermediate · quantitative trading
high frequency trading · market efficiency · market microstructure
Intrinsic Geometry of the Stock Market from Graph Ricci Flow
Bhargavi Srinivasan · 2025 · advanced · statistics
financial networks
Introducing Capital Structure in a Production Economy: Implications for Investment, Debt and Dividends
Fabio ALESSANDRINI · 2003 · advanced · other
capital structure · corporate finance · financial economics
Introducing the CZAR Loss: A Tailored Objective Function for Financial Log-Return Predictions
Florian Stecker, J. M. Diederik Kruijssen, Joel Pfeffer · 2026 · intermediate · machine learning
financial machine learning · machine learning · regression
Introducing Variety in Risk Management
Fabrizio Lillo, Jean-Philippe Bouchaud, Marc Potters · 2001 · intermediate · risk management
risk management
Introduction of L0 norm and application of L1 and C1 norm in the study of time-series
Victor Ujaldon Garcia · 2023 · advanced · time series
cryptocurrencies · time series
Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning
Bernhard Hientzsch · 2019 · advanced · machine learning
deep learning · mathematical finance · neural networks · numerical methods · option pricing · stochastic calculus
Introduction to the special issue on recent developments in Financial Econometrics
Christian Gourieroux, Serge Darolles, Sébastien Laurent · 2016 · intermediate · time series
econometrics · time series
Invariance properties of maximal extractable value
Alan Guo · 2023 · advanced · quantitative trading
decentralized finance · liquidity
Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
Daniel Guterding · 2020 · advanced · derivatives
derivatives · machine learning · model calibration
Inverse and Quanto Inverse Options in a Black-Scholes World
Arben Imeraj, Carol Alexander, Ding Chen · 2021 · advanced · options
cryptocurrencies · derivatives · mathematical finance · option pricing · options hedging
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
Jaehyuk Choi, Qingshuo Song, Yeda Du · 2018 · advanced · options
numerical methods · statistics
Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes
Aadi Dash, Lennon J. Shikhman, Michael Galarnyk · 2026 · advanced · options
deep learning · financial machine learning · machine learning · option pricing
Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty
Jaejin Lee, Jaeyoung Cho, Jinho Cha · 2025 · advanced · portfolio management
optimization · portfolio optimization · statistical inference
Inversion of convex ordering in the VIX market
Julien Guyon · 2020 · advanced · options
model calibration · volatility surface
Inverting the Markovian projection for pure jump processes
Martin Larsson, Shukun Long · 2024 · advanced · stochastic calculus
jump processes · stochastic processes
Investigating Approaches to Modeling Rough Path-Dependent Volatility: Insights and Implications
Léo Parent · 2024 · advanced · time series
rough volatility
Investigating Conditional Restricted Boltzmann Machines in Regime Detection
Siddhartha Srinivas Rentala · 2025 · advanced · machine learning
machine learning · neural networks · systemic risk · time series
Investigating Short-Term Dynamics in Green Bond Markets
Andrea Perchiazzo, Edit Rroji, Lorenzo Mercuri · 2023 · advanced · time series
jump processes · time series
Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market
Japheth Torsar Jev · 2024 · intermediate · statistics
equity markets
Investigating the price determinants of the European Emission Trading System: a non-parametric approach
Aldo Glielmo, Antonietta Mira, Cristiano Salvagnin · 2024 · advanced · time series
statistics · time series
Investigation of Cross-border Banking Activities
Hoang-Anh Le, Xuan Vinh Vo · 2025 · intermediate · risk management
banking · econometrics
Investing in a Warming World
Steffen Bixby · 2026 · intermediate · portfolio management
portfolio management
Investing in Interesting Times
Antti Ilmanen · 2023 · intermediate · portfolio management
portfolio management · trend following
Investing in the Asset-Growth Anomaly Across the Globe
Rodney N. Sullivan, Xi Li · 2015 · intermediate · statistics
asset pricing
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
Harry Gakidis, Jeffrey A. Wurgler, Terence C. Burnham · 2017 · intermediate · quantitative trading
asset pricing · equity markets
Investing Is Compression
Oscar Stiffelman · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Investing with Style
Ronen Israel · 2015 · intermediate · portfolio management
asset pricing · momentum
InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning
Kar Yan Tam, Yi Yang, Yixuan Tang · 2023 · intermediate · machine learning
large language models · machine learning · natural language processing
Investment and Credit Constraints in Transition Economies: Micro Evidence from Poland, the Czech Republic, Bulgaria and Romania
Hylke Vandenbussche, Jozef Konings, Marian Rizov · 2002 · intermediate · other
financial economics
Investment and Dividends under Irreversibility and Financial Constraints
Richard W P Holt · 2000 · advanced · other
other
Investment and financing constraints in China: does working capital management make a difference?
John Knight, Sai Ding and Alessandra Guariglia · 2010 · intermediate · other
corporate finance · financial economics · panel data
Investment and Internal Finance: Asymmetric Information or Managerial Discretion?
Degryse, H., de Jong, A. · 2001 · intermediate · other
corporate finance · corporate governance
Investment and Usage of New Technologies : Evidence from a Shared ATM Network
Degryse, H.A., Ferrari, S., Verboven, F.L. · 2007 · intermediate · other
banking
Investment AUM Fee Costs: Evaluating a Simple Formula
Joseph Levine · 2021 · beginner · portfolio management
portfolio management
Investment banking careers: an equilibrium theory of overpaid jobs
Axelson, Ulf, Bond, Philip · 2011 · advanced · other
banking
Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers
Ludwig, Alexander, Zimper, Alexander · 2004 · advanced · portfolio management
financial economics
Investment Cycles and Startup Innovation
Matthew Rhodes-Kropf, Ramana Nanda · 2012 · intermediate · other
financial economics
Investment Decisions with Two-Factor Uncertainty
Compernolle, T., Huisman, Kuno, Kort, Peter M. · 2018 · advanced · options
numerical methods · optimization · real options · stochastic processes
Investment Financing in Russian Financial-Industrial Groups
Enrico C. Perotti, Stanislav Gelfer · 1998 · intermediate · other
corporate finance · financial economics
Investment in Productivity and the Long-Run Effect of Financial Crises on Output
de Ridder, M. · 2016 · advanced · risk management
causal identification
Investment Opportunities and the Design of Debt Securities
David Yermack, Marcel Kahan · 1996 · intermediate · fixed income
convertible bonds · corporate finance
Investment Plans and Stock Returns."
Owen Lamont · intermediate · statistics
financial economics
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
Maciej Wysocki, Paweł Sakowski · 2025 · intermediate · portfolio management
deep learning · machine learning · neural networks · portfolio management · portfolio optimization · time series
Investment Return Assumptions of Public Pension Funds
Two Sigma · 2017 · intermediate · portfolio management
pensions
Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading
Stefan Zohren, Stephen Roberts, Trent Spears · 2020 · advanced · quantitative trading
deep learning · financial machine learning · high frequency trading · interest rates · machine learning
Investment strategies based on forecasts are (almost) useless
Michael Weba · 2024 · intermediate · time series
portfolio management
Investment Strategies to Exploit Economic Growth in China
Burton G. Malkiel, Jianping Mei, Rui Yang · 2005 · intermediate · portfolio management
equity markets
Investment Timing under Incomplete Information
Décamps, Jean-Paul, Mariotti, Thomas, Villeneuve, Stéphane · 2004 · advanced · stochastic calculus
martingales · mathematical finance · real options · stochastic processes
Investment Timing, Liquidity, and Agency Costs of Debt
Hirth, Stefan, Uhrig-Homburg, Marliese · 2009 · advanced · other
capital structure · liquidity
Investment, capital stock, and replacement cost of assets when economic depreciation is non-geometric
Livdan, Dmitry, Nezlobin, Alexander · 2021 · intermediate · other
other
Investment, Consumption and Hedging under Incomplete Markets
Junjian Miao, Neng Wang · 2006 · advanced · portfolio management
financial economics · optimization · real options
Investor attention to salient features of analyst forecasts
Athanasakou, Vasiliki E., Simpson, Ana · 2016 · intermediate · statistics
statistics
Investor Expectations, Business Conditions, and the Pricing of Beta-Instability Risk
Akiko Watanabe, Masahiro Watanabe, William Goetzmann · 2009 · advanced · statistics
asset pricing · capm · financial economics
Investor experiences and international capital flows
Demian Pouzo, Ulrike Malmendier, Victoria Vanasco · 2019 · advanced · portfolio management
behavioral finance · financial economics
Investor memory and biased beliefs: evidence from the field
Jiang, Zhengyang, Liu, Hongqi, Peng, Cameron · 2025 · intermediate · statistics
behavioral economics · behavioral finance · equity markets
Investor panic, IMF actions, and emerging stock market returns and volatility: A panel investigation
Hayo, Bernd, Kutan, Ali M. · 2001 · intermediate · time series
econometrics · equity markets · financial economics · hypothesis testing · panel data
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Lean, H.H., McAleer, M.J., Wong, W.-K. · 2010 · intermediate · statistics
statistics
Investor protection and asset prices
Basak, Suleyman, Chabakauri, Georgy, Yavuz, M. Deniz · 2019 · advanced · other
asset pricing · financial economics
Investor Protection and Corporate Valuation
Andrei Shleifer, Florencio Lopez-de-Silanes, Rafael La Porta · 1999 · intermediate · other
corporate finance · corporate governance · equity valuation · financial economics
Investor reactions to crypto token regulation
Koenraadt, Jeroen, Leung, Edith · 2022 · intermediate · statistics
cryptocurrencies
Investor risk profiles of large language models
Geumil Bae, Hanyong Cho, Jang Ho Kim · 2026 · intermediate · machine learning
large language models
Investor Sentiment and Market Movements: A Granger Causality Perspective
Tamoghna Mukherjee · 2025 · intermediate · time series
causal inference · econometrics · statistical inference · time series
Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
Szymon Lis · 2024 · intermediate · statistics
asset pricing · behavioral finance
Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
Masahiro Watanabe, Noriyoshi Shiraishi, Stephen Brown · 2008 · intermediate · statistics
asset pricing · mutual funds
Investor Valuation for Socially Responsible Assets: A Willingness to Pay Experiment
Brodback, Daniel, Guenster, Nadja, Pouget, Sébastien · 2025 · intermediate · other
esg · financial economics
Investor-Driven Corporate Finance: Evidence from Insurance Markets
Christian Kubitza · 2022 · advanced · other
causal identification · corporate finance · financial economics · fixed income
INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
Guojun Xiong, Haohang Li, Jimin Huang · 2024 · advanced · machine learning
large language models
Investors' horizons and the amplification of market shocks
Cella, Cristina, Ellul, Andrew, Giannetti, Mariassunta · 2013 · intermediate · statistics
equity markets
Invoice discounting using kelly criterion by automated market makers-like implementations
Alberto Ballesteros Rodríguez, Peplluis R. Esteva · 2023 · intermediate · quantitative trading
decentralized finance · liquidity · risk management
IQ from IP: simplifying search in portfolio choice
Chen, Huaizhi, Cohen, Lauren, Gurun, Umit · 2020 · intermediate · portfolio management
portfolio management
Irish Land Bonds: 1891-1938
Eoin McLaughlin, Nathan Foley-Fisher · 2013 · intermediate · fixed income
fixed income · liquidity
Irrational beliefs may drive the disposition effect : Evidence from financial professionals
Qiu, Jianying, Van De Kuilen, Gijs, Weitzel, Utz · 2025 · intermediate · other
behavioral finance
Is (Systematic) Value Investing Dead?
Kristoffer Laursen, Ronen Israel, Scott A. Richardson · 2021 · intermediate · portfolio management
equity valuation
Is a probabilistic modeling really useful in financial engineering?
Cédric Join, Frédéric Hatt, Michel Fliess · 2011 · advanced · time series
time series
Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering
Bingyang Wang, Grant Johnson, Maria Hybinette · 2025 · intermediate · portfolio management
large language models · natural language processing
Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
Isao Yagi, Takanobu Mizuta · 2026 · intermediate · quantitative trading
quantitative trading
Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models
Shanyan Lai · 2025 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Is bank debt special for the transmission of monetary policy? Evidence from the stock market
Ali K. Ozdagli, Ander Pérez Orive, Filippo Ippolito · 2013 · advanced · statistics
banking · equity markets
Is Causality Necessary for Efficient Portfolios? A Computational Perspective on Predictive Validity and Model Misspecification
Alejandro Rodriguez Dominguez · 2025 · advanced · portfolio management
causal identification · model calibration · portfolio optimization
Is customer satisfaction a relevant metric for financial analysts?
Jean-François Casta, Olivier J. Ramond, Paul-Valentin Ngobo · 2012 · intermediate · statistics
statistics
Is Deep Hedging Reinforcement Learning?
Frédéric Godin · 2026 · advanced · machine learning
monte carlo simulation · neural networks · reinforcement learning
Is ESG an Equity Factor or Just an Investment Guide?
André Breedt, Philip Seager, Stanislao Gualdi · 2019 · intermediate · portfolio management
equity markets · esg · factor investing · portfolio management · sustainable investing
Is Factor Momentum More than Stock Momentum?
CFM · 2020 · advanced · statistics
asset pricing · momentum
Is Firm-level Political Risk Priced in the Corporate Bond Market?
Laurens A. P. Swinkels, Luis Ceballos, Vanja Piljak · 2024 · intermediate · fixed income
credit markets · natural language processing
Is Investment-Cash Flow Sensitivity Caused by the Agency Costs or Asymmetric Information? Evidence from the UK
Pawlina, G., Renneboog, L.D.R. · 2005 · intermediate · other
corporate finance
Is Kyle's equilibrium model stable?
Kasper Larsen, Umut Cetin · 2023 · advanced · quantitative trading
market microstructure · mathematical finance
Is Liquidity Risk Priced in Partially Segmented Markets?
Chaieb, Ines, Errunza, Vihang R., Langlois, Hugues · 2018 · advanced · portfolio management
asset pricing · financial economics · liquidity risk
Is Metaverse LAND a good investment? It depends on your unit of account!
Kanis Saengchote, Voraprapa Nakavachara · 2022 · intermediate · statistics
statistics
Is More Finance Better? Disentangling Intermediation and Size Effects of Financial Systems
Beck, T.H.L., Degryse, H.A., Kneer, E.C. · 2012 · intermediate · risk management
financial economics
Is normal backwardation normal? Valuing financial futures with a local index-rate covariance
Paul Zimmermann, Philippe Raimbourg · 2022 · advanced · derivatives
interest rates · mathematical finance · stochastic processes
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, C-L., Hsu, H-K., McAleer, M.J. · 2012 · advanced · time series
econometrics · foreign exchange · garch · time series
Is TabPFN the Silver Bullet for Insurance Pricing?
Bruno Deprez, Tim Verdonck, Wouter Verbeke · 2026 · intermediate · risk management
insurance · machine learning
Is the annualized compounded return of Medallion over 35%?
Qiang Liu, Shuxin Guo · 2024 · intermediate · portfolio management
portfolio management
Is the Bitcoin Rush Over?
Dominique Guegan, Marius Cristian Frunza · 2018 · intermediate · time series
cryptocurrencies · econometrics · financial economics · market efficiency · time series
Is the Depressive Effect of Renewables on Power Prices Contagious? A Cross Border Econometric Analysis
Fabien Roques, Sébastien Phan · 2015 · intermediate · time series
econometrics · garch · time series
Is the difference between deep hedging and delta hedging a statistical arbitrage?
Carlos Octavio Pérez Mendoza, Frédéric Godin, Geneviève Gauthier · 2024 · advanced · options
derivatives · reinforcement learning · statistical arbitrage
Is the diurnal pattern sufficient to explain the intraday variation in volatility? A nonparametric assessment
Kim Christensen, Mark Podolskij, Ulrich Hounyo · 2017 · advanced · time series
hypothesis testing · statistical inference
Is the European banking system more robust? An evaluation through the lens of the ECB's Comprehensive Assessment
Guillaume Arnould, Salim Dehmej · 2015 · advanced · risk management
banking · stress testing
Is the Event Study Methodology Useful for Merger Analysis? A Comparison of Stock Market and Accounting Data
Duso, Tomaso, Gugler, Klaus, Yurtoglu, Burcin B. · 2006 · intermediate · statistics
equity markets · mergers and acquisitions
Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
Lewis, Karen K. · 2006 · intermediate · portfolio management
equity markets · financial economics
Is the medium the message? Social disclosure channels and firm risk
Andreas G. F. Hoepner, Blerita Korca, Fabiola I. Schneider · 2026 · intermediate · risk management
risk management
Is there a difference in financing efficiency? Conventional banks versus ethical banks
Carmen Avilés Palacios, Juan José Durán Herrera, María José García López · 2016 · intermediate · risk management
banking · panel data
Is There a Relationship between Shareholder Protection and Stock Market Development?
Mathias Siems, Prabirjit Sarkar, Simon Deakin · 2017 · intermediate · other
causal inference · corporate governance · equity markets
Is There a Replication Crisis in Finance?
Theis Ingerslev Jensen · 2023 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence
Jennie Bai, Quan Wen, Turan G. Bali · 2019 · advanced · fixed income
asset pricing · fixed income
Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?
Canale, Rosaria Rita, Foresti, Pasquale, Napolitano, Oreste · 2018 · intermediate · risk management
financial stability
Is there asymmetry in forward exchange rate bias? Multi-country evidence
Kutan, Ali M., Zhou, Su · 2002 · intermediate · statistics
foreign exchange · hypothesis testing
Is There Hedge Fund Contagion?
Boyson, Nicole, Stahel, Christof, Stulz, Rene · 2008 · advanced · risk management
contagion · hedge funds · statistical inference · tail risk
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following
Adam Rej, Jean-Philippe Bouchaud, Jutta G. Kurth · 2026 · advanced · quantitative trading
high frequency trading · market microstructure · trend following
Is Volatility Rough ?
Masaaki Fukasawa, Rebecca Westphal, Tetsuya Takabatake · 2019 · advanced · time series
rough volatility · statistical inference · stochastic processes · time series
Is Your Equity Hedge Fund Portfolio Resilient Enough for Uncertain Times?
Charles Fattouche, Chris Doheny, Erik Wong · 2024 · intermediate · portfolio management
hedge funds
Islamic Finance Revisited: Conceptual and Analytical Issues from the Perspective of Conventional Economics
Sheng, A., Singh, A. · 2012 · intermediate · other
other
Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
Dongming Wei, Rakhymzhan Kazbek, Yerlan Amanbek · 2024 · advanced · options
convertible bonds · derivatives · numerical methods · option pricing · partial differential equations
Isotropic Correlation Models for the Cross-Section of Equity Returns
Graham L. Giller · 2024 · advanced · portfolio management
equity markets · portfolio management · portfolio optimization
Issuance Overpricing of China’s Corporate Debt Securities
Jinfan Zhang, Wei Xiong, Yi Ding · 2021 · intermediate · fixed income
credit markets · fixed income
It Pays to Set the Menu: Mutual Fund Investment Options in 401(k) Plans
Clemens Sialm, Irina Stefanescu, Veronika Pool · 2014 · intermediate · portfolio management
mutual funds
Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market
Jan Palczewsk, Klaus Reiner Schenk-Hoppé, Tongya Wang · 2015 · intermediate · portfolio management
financial economics · portfolio management
Iterative detection of global factors near the BBP phase transition
Andrés García-Medina · 2026 · advanced · statistics
statistics
Ito-Wentzell Formula and Dupire Stochastic PDE
Vladimir Lucic · 2026 · advanced · stochastic calculus
partial differential equations · stochastic calculus · stochastic differential equations · stochastic processes
IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
Hanwool Lee, Heehwan Park · 2024 · advanced · quantitative trading
deep learning · financial machine learning · machine learning · neural networks · time series
Jacobian Rank Collapse in Decision-Focused Learning
Aojie Yuan, Haiyue Zhang, Zijian Su · 2026 · advanced · machine learning
linear algebra · machine learning · optimization
Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling
Jian Guo, Penglei Sun, Wanyun Zhou · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · machine learning · natural language processing · reinforcement learning
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
Anisoara Calinescu, Chris Lu, Jakob Foerster · 2023 · advanced · quantitative trading
reinforcement learning
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
Anisoara Calinescu, George Nigmatulin, Jakob Foerster · 2025 · advanced · machine learning
high frequency trading · reinforcement learning
JDOI Variance Reduction Method and the Pricing of American-Style Options
Fabio Maeder, Johan Auster, Ludovic Mathys · 2021 · advanced · options
derivatives · jump processes · monte carlo simulation · numerical methods · option pricing · stochastic differential equations
Joint Bidding on Intraday and Frequency Containment Reserve Markets
David Wozabal, Wolfgang Ridinger, Yiming Zhang · 2025 · advanced · quantitative trading
backtesting · machine learning · optimization
Joint calibration of the volatility surface and variance term structure
Jiwook Yoo · 2025 · advanced · options
derivatives · model calibration · option pricing · volatility surface
Joint deep calibration of the 4-factor PDV model
Fabio Baschetti, Giacomo Bormetti, Pietro Rossi · 2025 · advanced · options
machine learning · model calibration · monte carlo simulation · neural networks · numerical methods · option pricing
Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
Hélène Guérin, Jean-François Renaud · 2016 · advanced · stochastic calculus
stochastic processes
Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
Damir Filipovic, Paul Schneider · 2024 · advanced · statistics
asset pricing · panel data · statistical inference
Joint Liability Model with Adaptation to Climate Change
Jiayue Zhang, Ken Seng Tan, Lysa Porth · 2024 · advanced · risk management
credit risk
Joint model for longitudinal and spatio-temporal survival data
Finn Lindgren, Jonathan Crook, Raffaella Calabrese · 2023 · advanced · risk management
bayesian statistics · credit risk · statistical inference
Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
Wei-Xing Zhou, Xing-Lu Gao, Yan-Hong Yang · 2024 · advanced · time series
statistics · time series
Joint Pricing in SPX and VIX Derivative Markets with Composite Change of Time Models
Liexin Cheng, Xianhua Peng, Xue Cheng · 2024 · advanced · options
derivatives · option pricing · stochastic processes
Joint Return and Risk Modeling with Deep Neural Networks for Portfolio Construction
Keonvin Park · 2026 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio management · time series
Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
Camille Illand, Eduardo Abi Jaber, Shaun Xiaoyuan Li · 2024 · advanced · options
model calibration · neural networks · numerical methods · option pricing · rough volatility · stochastic processes
Joint survival annuity derivative valuation in the linear-rational Wishart mortality model
Jose Da Fonseca, Patrick Wong · 2026 · advanced · derivatives
derivatives · stochastic processes
Jointly Exchangeable Collective Risk Models: Interaction, Structure, and Limit Theorems
Daniel Gaigall, Stefan Weber · 2025 · advanced · risk management
insurance · systemic risk
Judgmental Overconfidence, Self-Monitoring and Trading Performance in an Experimental Financial Market
Biais, Bruno, Hilton, Denis, Mazurier, Karine · 2004 · intermediate · quantitative trading
behavioral finance · financial economics
Jump detection in financial asset prices that exhibit U-shape volatility
Cecilia Mancini · 2025 · intermediate · quantitative trading
jump processes · statistics
Jump detection in high-frequency order prices
Alexander Ristig, Markus Bibinger, Nikolaus Hautsch · 2024 · advanced · statistics
jump processes · market microstructure · statistical inference · stochastic processes
Jump risk premia in the presence of clustered jumps
Artur Sepp, Francis Liu, Natalie Packham · 2025 · advanced · options
derivatives · jump processes · option pricing · stochastic processes
Jump-Diffusion Risk-Sensitive Asset Management I: Diffusion Factor Model
Mark Davis, Sebastien Lleo · 2010 · advanced · portfolio management
brownian motion · optimization · partial differential equations · portfolio management · stochastic calculus · stochastic differential equations
Jump-Robust Volatility Estimation using Nearest Neighbor Truncation
Dobrislav Dobrev, Ernst Schaumburg, Torben G. Andersen · 2009 · advanced · time series
jump processes · statistics
Jumps in financial modelling: pitting the Black-Scholes model refinement programme against the Mandelbrot programme
Christian Walter · 2015 · advanced · stochastic calculus
jump processes · mathematical finance · stochastic processes
Jumpstarting an international currency
Bahaj, Saleem, Reis, Ricardo · 2026 · advanced · risk management
risk management
KACDP: A Highly Interpretable Credit Default Prediction Model
Jin Zhao, Kun Liu · 2024 · intermediate · risk management
credit risk · deep learning · machine learning · neural networks
Kalman filter demystified: from intuition to probabilistic graphical model to real case in financial markets
Eric Benhamou · 2019 · intermediate · time series
statistical inference
KAN based Autoencoders for Factor Models
Shubham Singh, Tianqi Wang · 2024 · advanced · machine learning
asset pricing · backtesting · factor investing · financial machine learning · machine learning · neural networks
KANHedge: Efficient Hedging of High-Dimensional Options Using Kolmogorov-Arnold Network-Based BSDE Solver
Masanori Hirano, Rushikesh Handal · 2026 · advanced · options
deep learning · neural networks · option pricing · options hedging
KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
Kazuki Matoya, Masanori Hirano, Rushikesh Handal · 2024 · intermediate · options
derivatives · machine learning · monte carlo simulation · neural networks · numerical methods · option pricing
Keeping Up with the Correlations: Stochastic Spot/Volatility Correlation and Exotic Pricing
Mark Higgins · 2026 · advanced · options
derivatives · option pricing · stochastic processes
Keeping up with the Joneses: An international asset pricing model
Fernando Zapatero, Juan-Pedro Gómez, Richard Priestly · 2003 · advanced · statistics
asset pricing · capm · financial economics
KellyBoost: Growth-Optimal Portfolio Construction with Gradient-Boosted Trees
Jiayu Li · 2026 · advanced · portfolio management
financial machine learning · machine learning · optimization · portfolio management · portfolio optimization
Kendall Correlation Coefficients for Portfolio Optimization
Matteo Smerlak, Tomas Espana, Victor Le Coz · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · statistics
Kernel Learning for Mean-Variance Trading Strategies
Blanka Horvath, Nicola Muca Cirone, Owen Futter · 2025 · advanced · quantitative trading
machine learning · optimization · portfolio management · portfolio optimization
Kicking the Can Down the Road: Government Interventions in the European Banking Sector
Lea Borchert, Maximilian Jager, Sascha Steffen · 2023 · intermediate · risk management
banking · economic policy · financial economics
Kicking-the-bucket: Fast privacy-preserving trading using buckets
Alaoui, Younes Talibi, Cartlidge, John, Polychroniadou, Antigoni · 2022 · advanced · quantitative trading
algorithms
KineticSim: A Lightweight, High-Performance Execution Engine for Real-Time Market Simulators
Prarthinie Jayakody, Shakya Jayakody · 2026 · advanced · programming
programming
Kladia Liquidity Deflator (KLD): A Debt-Indexed Deflationary Token on XRPL
Kiarash Firouzi, Parham Pajouhi · 2026 · intermediate · other
cryptocurrencies · economic policy
Knowledge-Optimising Investment Decisions with Informative Datasets
Sidharth Mallik, Waymond Rodgers · 2026 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
Kronos: A Foundation Model for the Language of Financial Markets
Bohan Zhao, Changshui Zhang, Jian Li · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series · volatility forecasting
Kullback-Leibler Barycentre of Stochastic Processes
Sebastian Jaimungal, Silvana M. Pesenti · 2024 · advanced · statistics
deep learning · machine learning · statistics · stochastic processes
Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity
A. Carbone, L. Ponta · 2024 · advanced · time series
risk management · statistics · stochastic processes · time series
Kyle-Back Models with risk aversion and non-Gaussian Beliefs
Ibrahim Ekren, Shreya Bose · 2020 · advanced · quantitative trading
financial economics · mathematical finance · partial differential equations · stochastic differential equations · stochastic processes
Kyle's Model with Stochastic Liquidity
Brad Mostowski, Gordan Žitković, Ibrahim Ekren · 2022 · advanced · quantitative trading
asset pricing · liquidity · market microstructure · stochastic processes
L’accumulation de liquidités par les sociétés non financières en France : l’effet des besoins de couverture et de la baisse des coûts de financement
Marie-Baïanne Khder, Simon Ray · 2020 · intermediate · other
corporate finance · financial economics · interest rates · liquidity
L’inclusion financière par le mobile-banking au Sénégal : l’analyse des facteurs socio-économiques d’adoption
François-Seck Fall, Ousmane Birba · 2019 · intermediate · statistics
banking · statistical inference · statistics
L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise
Eleni Iliopulos, Thepthida Sopraseuth · 2011 · intermediate · risk management
banking · financial economics
La finance de marché à l’ère de l’intelligence bon marché
Charles‐Albert Lehalle · 2020 · intermediate · machine learning
machine learning
La taxation des transactions financières : une analyse du dispositif français
Gunther Capelle-Blancard · 2024 · intermediate · other
other
Labor hiring, investment and stock return predictability in the cross section
Bazdrech, Santiago, Belo, Frederico, Lin, Xiaoji · 2009 · intermediate · statistics
asset pricing · equity markets · regression
Labor Income Risk and the Cross-Section of Expected Returns
Mykola Pinchuk · 2023 · advanced · statistics
asset pricing · equity markets · financial economics
Labor informality and financial inclusion transitions: Evidence from Peru
Aurazo, Jose, Gasmi, Farid · 2022 · advanced · statistics
panel data
Labor unemployment risk and corporate financing decisions
Agrawal, Ashwini K., Matsa, David A. · 2013 · intermediate · other
causal identification · corporate finance
Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
DONG XIAO SHAW, Leonid Kopman, Shucheng Liu · 2008 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Lambda Expected Shortfall
Fabio Bellini, Muqiao Huang, Qiuqi Wang · 2025 · advanced · risk management
risk management
Lambda R{é}nyi entropic value-at-risk
Zhenfeng Zou · 2026 · advanced · risk management
mathematical finance · risk management
Lambda Value-at-Risk under ambiguity and risk sharing
Alexander Schied, Peng Liu · 2025 · advanced · risk management
mathematical finance · probability · risk management
Lambda-quantiles under the microscope
Fabio Bellini, Felix-Benedikt Liebrich · 2026 · advanced · risk management
probability
Land and Credit: A Study of the Political Economy of Banking in the United States in the Early 20th Century
Rajan, Raghuram G., Ramcharan, Rodney · 2009 · advanced · risk management
banking · credit markets · financial economics
Landscape-Dependent Performance of Photonic Quantum Solvers in QUBO Feature Selection for Financial Risk Detection
Nirvik Sahoo, Paul Robert Griffin · 2026 · intermediate · machine learning
optimization
Language Model Guided Reinforcement Learning in Quantitative Trading
Adam Darmanin, Vince Vella · 2025 · advanced · machine learning
algorithmic trading · large language models · reinforcement learning
Lapse-supported life insurance and adverse selection
Angus S. Macdonald, Oytun Haçarız, Torsten Kleinow · 2024 · advanced · risk management
insurance
Large and Deep Factor Models
Boris Kuznetsov, Bryan Kelly, Semyon Malamud · 2024 · advanced · machine learning
asset pricing · deep learning · machine learning · neural networks
Large and moderate deviations for importance sampling in the Heston model
Antoine Jacquier, Marc Geha, Zan Zuric · 2021 · advanced · options
monte carlo simulation · option pricing
Large and moderate deviations for stochastic Volterra systems
Alexandre Pannier, Antoine Jacquier · 2020 · advanced · stochastic calculus
rough volatility · stochastic processes
Large Banks and Small Firm Lending
Ryan Taliaferro, Victoria Ivashina, Vitaly M. Bord · 2018 · intermediate · risk management
banking · credit markets
Large deviations of realized volatility
Shin Kanaya, Taisuke Otsu · 2011 · advanced · statistics
probability · statistics
Large Investment Model
Heung-Yeung Shum, Jian Guo · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning
Large Language Model Agent in Financial Trading: A Survey
Doudou Guo, Han Ding, Hang Chen · 2024 · intermediate · machine learning
backtesting · large language models
Large Language Model in Financial Regulatory Interpretation
Zachary Feinstein, Zhiyu Cao · 2024 · intermediate · risk management
large language models
Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals
Alireza Kargarzadeh, Arman Khaledian, Nariman Khaledian · 2026 · advanced · portfolio management
large language models · machine learning · natural language processing · portfolio optimization · risk management
Large Language Models and Futures Price Factors in China
Heyang Zhou, Yanchu Liu, Yuhan Cheng · 2025 · advanced · portfolio management
backtesting · factor investing · large language models
Large Language Models and Stock Investing: Is the Human Factor Required?
Diana Mykhalyuk, Ricardo Crisostomo · 2026 · intermediate · machine learning
equity markets · large language models · natural language processing
Large language models in finance : what is financial sentiment?
Guido Germano, Kemal Kirtac · 2025 · intermediate · machine learning
deep learning · large language models · machine learning · natural language processing
Large Signal Libraries: Equal-Weight Limits and the Divergent Spectra of Signals and PnL
Marc da Costa Nunes · 2026 · advanced · statistics
linear algebra
Large volatility matrix inference via combining low-frequency and high-frequency approaches
Tao, Minjing, Wang, Yahzen, Yao, Qiwei · 2011 · advanced · time series
statistical inference · statistics
Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information
Shuaida He, Xin Chen, Yangzhou Chen · 2026 · advanced · portfolio management
portfolio management · statistics
Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms
Danial Ramezani, Mostafa Abouei Ardakan · 2026 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Large-scale portfolio optimization with variational neural annealing
Behnam Javanparast, David Goerz, Estelle Inack · 2025 · advanced · portfolio management
algorithms · machine learning · neural networks · optimization · portfolio optimization
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks
Christophe Mues, Cristián Bravo, Kamesh Korangi · 2024 · advanced · portfolio management
deep learning · financial machine learning · neural networks · optimization · portfolio optimization
Lasso-based forecast combinations for forecasting realized variances
Christophe Croux, Ines Wilms, Jeroen Rombouts · 2016 · advanced · time series
statistics · time series · volatility forecasting
Latency and liquidity provision in a limit order book
Julius Bonart, Martin Gould · 2015 · intermediate · quantitative trading
liquidity · market microstructure
Latency and Liquidity Risk
Leandro Sánchez-Betancourt, Sebastian Jaimungal, Álvaro Cartea · 2019 · advanced · quantitative trading
high frequency trading · liquidity · liquidity risk · market microstructure · stochastic differential equations
Latent Continuum of Regimes in Limit Order Book Dynamics
Anjali Thawait · 2026 · advanced · quantitative trading
market microstructure · time series
Latent Factor Analysis in Short Panels
Alain-Philippe Fortin, Olivier Scaillet, Patrick Gagliardini · 2023 · advanced · statistics
hypothesis testing · panel data · statistical inference
Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation
Dusica Bajalica, Imen Ben Tahar, Oscar Brooks · 2026 · advanced · options
deep learning · machine learning · neural networks · volatility surface
Latent Fragility and Clustered Withdrawals in Dynamic Banks Runs
Giorgio Ferrari, Hao Xing, Jodi Dianetti · 2026 · advanced · risk management
banking
Latent Variable Estimation in Bayesian Black-Litterman Models
Jerry Yao-Chieh Hu, Paul W. Chiou, Peter Lin · 2025 · advanced · portfolio management
bayesian statistics · portfolio optimization · statistical inference
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Chang, C-L., McAleer, M.J., Wang, Y-A. · 2018 · advanced · time series
econometrics · exchange traded funds · time series
Latent-Space No-Arbitrage Geometry of Generative Models for Implied Volatility Surfaces
Cornelis Vuik, Jing Wang, Shuaiqiang Liu · 2026 · advanced · options
machine learning · partial differential equations · volatility surface
Law and Finance in Transition Economies
Katharina Pistor, Martin Raiser, Stanislaw Gelfer · 2000 · intermediate · other
corporate finance · financial economics
Law-invariant functionals on general spaces of random variables
Cosimo Munari, Fabio Bellini, Gregor Svindland · 2018 · advanced · risk management
risk management
Law-Invariant Return and Star-Shaped Risk Measures
Emanuela Rosazza Gianin, Marco Zullino, Roger J. A. Laeven · 2023 · advanced · risk management
risk management
Law-Strength Frontiers and a No-Free-Lunch Result for Law-Seeking Reinforcement Learning on Volatility Law Manifolds
Jian'an Zhang · 2025 · advanced · options
machine learning · reinforcement learning · volatility surface
Law, Finance and Development Further Analyses of Longitudinal Data
Ajit Singh, Prabirjit Sarkar · 2009 · intermediate · other
corporate governance
Layer 2 be or Layer not 2 be: Scaling on Uniswap v3
Austin Adams · 2024 · intermediate · quantitative trading
liquidity · market microstructure · transaction costs
Lead-lag detection and network clustering for multivariate time series with an application to the US equity market
Gesine Reinert, Mihai Cucuringu, Stefanos Bennett · 2022 · advanced · time series
equity markets · time series
Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms
Ruichen Deng, Yichi Zhang · 2026 · intermediate · quantitative trading
machine learning · time series
Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking
Mao Guan, Qian Chen · 2026 · advanced · machine learning
backtesting · factor investing · financial machine learning · large language models · natural language processing · time series
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution
Feiyang Pan, Jia He, Ling Luo · 2022 · advanced · quantitative trading
algorithmic trading · machine learning · optimal execution · reinforcement learning
Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning
Yew Lee Tan · 2026 · advanced · risk management
credit risk · financial machine learning · machine learning · time series
Learning a functional control for high-frequency finance
Charles-Albert Lehalle, Laura Leal, Mathieu Laurière · 2022 · advanced · quantitative trading
deep learning · high frequency trading · neural networks · optimization
Learning Bermudans
Filippo Fogliani, Marco Bianchetti, Marco Scaringi · 2021 · intermediate · machine learning
derivatives · interest rates · machine learning · monte carlo simulation · neural networks · option pricing
Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning
Bhaskarjit Sarmah, Dhagash Mehta, Nayana Nair · 2022 · intermediate · machine learning
algorithms · financial networks · machine learning
Learning Financial Networks with High-frequency Trade Data
David Easley, Kara Karpman, Sumanta Basu · 2022 · advanced · machine learning
financial networks · high frequency trading · machine learning · market microstructure
Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining
Chengxi Zhang, Chenkai Wang, Junjie Zhao · 2025 · advanced · machine learning
financial machine learning · machine learning · reinforcement learning
Learning from history: volatility and financial crises
Danielsson, Jon, Valenzuela, Marcela, Zer, Ilknur · 2016 · intermediate · risk management
risk management
Learning from Prices: Information Aggregation and Accumulation in an Asset Price Model
Michele Berardi · 2020 · intermediate · statistics
asset pricing · bayesian statistics · financial economics
Learning Optimal Liquidation with Closing Auctions
Julius Graf, Thibaut Mastrolia · 2026 · advanced · quantitative trading
deep learning · machine learning · optimal execution · reinforcement learning
Learning PDEs for Portfolio Optimization with Quantum Physics-Informed Neural Networks
Abdel Lisser, Letao Wang, Sreejith Sreekumar · 2026 · advanced · machine learning
machine learning · neural networks · optimization · partial differential equations
Learning Predictive Ambiguity Sets for Decision-Focused Distributionally Robust Optimization
Junjie Guo · 2026 · advanced · portfolio management
deep learning · machine learning · optimization · portfolio optimization
Learning smooth graphs with sparse temporal variations to explore long-term financial trends
Antoine Parent, Cécile Bastidon, Myriam Bontonou · 2024 · advanced · fixed income
interest rates · time series
Learning Stock Trading Policies via Barycenter-Based Adversarial Inverse Reinforcement Learning
Arishi Orra, Himanshu Choudhary, Manoj Thakur · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · machine learning · reinforcement learning
Learning the Exact SABR Model
Giorgia Rensi, Marco Bianchetti, Pietro Rossi · 2025 · advanced · options
deep learning · interest rates · model calibration · monte carlo simulation · option pricing · volatility surface
Learning the Market: Sentiment-Based Ensemble Trading Agents
Andrew Ye, Daniel Yan, James Xu · 2024 · advanced · quantitative trading
algorithmic trading · deep learning · financial machine learning · reinforcement learning
Learning the shrinkage intensity: a data-driven approach for risk-optimized portfolios
Damjan Kostovic, Gianluca De Nard · 2025 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization
Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks
Damien Challet, Timothée Fabre · 2025 · advanced · quantitative trading
financial machine learning · machine learning · market microstructure · neural networks · stochastic processes
Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization
Jan Rovirosa, Jesse Schmolze · 2026 · advanced · time series
machine learning · neural networks · statistics · stochastic processes · time series
Learning to Aggregate Zero-Shot LLM Agents for Corporate Disclosure Classification
Kemal Kirtac · 2026 · intermediate · machine learning
financial machine learning · large language models · machine learning · natural language processing
Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets
Danilo Mandic, Mahmoud Mahfouz, Manuela Veloso · 2021 · advanced · machine learning
deep learning · machine learning
Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models
Kelvin J. L. Koa, Ritchie Ng, Tat-Seng Chua · 2024 · advanced · machine learning
financial machine learning · large language models · natural language processing · reinforcement learning
Learning to Hedge Swaptions
Frédéric Godin, Zaniar Ahmadi · 2025 · advanced · machine learning
derivatives · machine learning · reinforcement learning · risk management
Learning to Learn Financial Networks for Optimising Momentum Strategies
Stefan Zohren, Stephen Roberts, Xiaowen Dong · 2023 · advanced · machine learning
backtesting · financial networks · machine learning · momentum · neural networks · portfolio optimization
Learning to Manage Investment Portfolios beyond Simple Utility Functions
Anisoara Calinescu, J. Doyne Farmer, Maarten P. Scholl · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · mutual funds · neural networks · portfolio management
Learning to Optimally Stop Diffusion Processes, with Financial Applications
Min Dai, Xun Yu Zhou, Yu Sun · 2024 · advanced · machine learning
option pricing · reinforcement learning · stochastic calculus · stochastic processes
Learning to Predict Short-Term Volatility with Order Flow Image Representation
Artem Lensky, Mingyu Hao · 2023 · advanced · time series
cryptocurrencies · deep learning · machine learning · neural networks · volatility forecasting
Learning to simulate realistic limit order book markets from data as a World Agent
Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko · 2022 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
Alejandro Bernales, Massimo Guidolin · 2015 · advanced · options
asset pricing · bayesian statistics · option pricing · volatility surface
Learning to Trade via Direct Reinforcement
John Moody, Matthew Saffell
Bellman’s curse of dimensionality · Q-learning · RRL · S&P 500 · Sharpe ratio · T-bills
Learning to walk before you run : Financial Behavior and mobile banking in Madagascar
Baptiste Venet, Florence Arestoff · 2017 · intermediate · statistics
banking · causal inference
Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation
Hommes, C.H., Zhu, M. · 2011 · intermediate · time series
asset pricing · behavioral economics · time series
Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions
Hampus Engsner · 2021 · advanced · risk management
monte carlo simulation · numerical methods · regression
Least squares Monte Carlo methods in stochastic Volterra rough volatility models
Henrique Guerreiro, João Guerra · 2021 · advanced · options
monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes
Legal Determinants of External Finance,"
ANDREI SHLEIFER, FLORENCIO LOPEZ-de-SILANES, RAFAEL LaPORTA · intermediate · other
equity markets · financial economics
Legal investor protection and takeovers
Burkart, Mike, Gromb, Denis, Mueller, Holger M · 2014 · advanced · other
financial economics · mergers and acquisitions
Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis
Ajit Singh, Prabirjit Sarkar, Sonja Fagernäs · 2007 · intermediate · other
corporate governance · equity markets · time series
Legal Perception and Finance: The Case of IPO Firm Value
Anna Grosman, Gerhard Schnyder, Kun Fu · 2021 · intermediate · other
other
LEMs: A Primer On Large Execution Models
Hugo Inzirillo, Remi Genet · 2025 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · neural networks · optimal execution
Less disagreement, better forecasts: adjusted risk measures in the energy futures market
Gong, Yujing, Xue, Xiaohan, Zhang, Ning · 2023 · advanced · risk management
backtesting · market risk
Less is more: AI Decision-Making using Dynamic Deep Neural Networks for Short-Term Stock Index Prediction
CJ Finnegan, James F. McCann, Salissou Moutari · 2024 · advanced · machine learning
algorithmic trading · backtesting · deep learning · financial machine learning · machine learning · neural networks
Less is more: increasing retirement gains by using an upside terminal wealth constraint
Catherine Donnelly, Jens Perch Nielsen, Montserrat Guillén · 2015 · advanced · portfolio management
portfolio management · portfolio optimization · risk management
Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity
Eckhard Platen, Kevin Fergusson · 2017 · advanced · risk management
asset pricing
Lessons from the global financial crisis for regulators and supervisors
Buiter, Willem H. · 2009 · intermediate · risk management
economic policy
Level Shifts in Volatility and the Implied-Realized Volatility Relation
Bent Jesper Christensen, Paolo Santucci de Magistris · 2010 · advanced · time series
statistical inference · time series
Leverage Aversion and Risk Parity
Andrea Frazzini · 2012 · intermediate · portfolio management
portfolio management
Leverage Staking with Liquid Staking Derivatives (LSDs): Opportunities and Risks
Michael Huth, William Knottenbelt, Xi Chen · 2023 · advanced · risk management
risk management · stress testing
Leveraged positions on decentralized lending platforms
Bastien Baude, Hamza El Khalloufi, Vincent Danos · 2026 · advanced · portfolio management
convex optimization · decentralized finance · portfolio optimization
Leveraging central bank communication to foster sustainable finance
Conesa Martinez, Marina · 2025 · beginner · fixed income
fixed income
Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
Jiating Lin, Jinsong Liu, Yue Yao · 2024 · intermediate · machine learning
credit risk · deep learning · neural networks
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management
Anastasios Tefas, Avraam Tsantekidis, Dimitris Spanos · 2023 · intermediate · machine learning
algorithmic trading · deep learning · financial machine learning · machine learning · portfolio management · reinforcement learning
Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
Hung-Fu Chang, John Phan · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · regression
Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
Kunyuan Ma, Mohan Jiang, Siyuan Han · 2024 · intermediate · machine learning
deep learning · machine learning
Leveraging IS and TC: Optimal order execution subject to reference strategies
Peng Guo, Tai-ho Wang, Xue Cheng · 2024 · advanced · quantitative trading
optimal execution · optimization
Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle
Jiang Bian, Jinhui Li, Peng Yu · 2023 · advanced · machine learning
large language models
Leveraging Large Language Models for Sentiment Analysis: Multi-Modal Analysis of Decentraland's MANA Token
Greg Sun, Jing Yuan, Luyao Zhang · 2026 · intermediate · machine learning
cryptocurrencies · deep learning · large language models · natural language processing · neural networks · time series
Leveraging LLMS for Top-Down Sector Allocation In Automated Trading
Edoardo Vittori, Erik Cambria, Gianmarco Mengaldo · 2025 · advanced · portfolio management
algorithmic trading · financial machine learning · large language models · machine learning · natural language processing · portfolio management
Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model
Andrea Molent, Antonino Zanette, Ludovic Goudenege · 2024 · advanced · options
machine learning · monte carlo simulation · neural networks · numerical methods · optimization · option pricing
Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach
Charu C Sharma, Sanjay Sathish · 2024 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series
Leveraging the Low-Volatility Effect
Amar Soebhag, Lodewijk van der Linden, Pim van. Auteur du texte Vliet · 2024 · intermediate · portfolio management
factor investing · portfolio management
Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
Amin Milani Fard, Arash Peik, Mehdi Agha Sarram · 2024 · intermediate · machine learning
cryptocurrencies · deep learning · financial machine learning · machine learning · neural networks · time series
Lévy-Driven Option Pricing without a Riskless Asset
Ziyao Wang · 2025 · advanced · options
derivatives · jump processes · mathematical finance · option pricing · stochastic processes
Levy-stable scaling of risk and performance functionals
Dmitrii Vlasiuk · 2025 · advanced · risk management
risk management · statistics · tail risk
Lifted Heston Model: Efficient Monte Carlo Simulation with Large Time Steps
Lech A. Grzelak, Nicola F. Zaugg · 2025 · advanced · options
monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes
Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process
Jonathan Kochems, Konark Jain, Nick Firoozye · 2023 · advanced · quantitative trading
market microstructure · model calibration · stochastic processes
Limit Order Book Event Stream Prediction with Diffusion Model
Decui Liang, Deqiang Ouyang, Guoan Li · 2024 · advanced · machine learning
deep learning · machine learning
Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling
Christoph Reisinger, Michael Giegrich, Roel Oomen · 2024 · advanced · quantitative trading
market microstructure
Limit Order Book Simulations: A Review
Jonathan Kochems, Konark Jain, Nick Firoozye · 2024 · intermediate · quantitative trading
market microstructure
Limit Order Books
Daniel J. Fenn, Mark McDonald, Martin D. Gould · 2010 · advanced · quantitative trading
market microstructure
Limit theorems for bipower variation in financial econometrics
Jean Jacod, Neil Shephard, Ole E. Barndorff-Nielsen · 2005 · advanced · stochastic calculus
stochastic processes
Limited Awareness and Financial Intermediation
Nicola Pavoni, Sarah Auster · 2022 · advanced · other
financial economics
Limited Liability and Option Contracts in Models with Sequential Investments
Lülfesmann, Christoph · 2001 · advanced · other
corporate finance · financial economics
Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
Kshama Dwarakanath, Penghang Liu, Svitlana S Vyetrenko · 2022 · advanced · machine learning
behavioral finance · liquidity · reinforcement learning
Limits of arbitrage: the state of the theory
Gromb, Denis, Vayanos, Dimitri · 2010 · advanced · quantitative trading
asset pricing · financial economics · liquidity
Limits of Disclosure Regulation in the Municipal Bond Market
Ivan T. Ivanov, Nathan Heinrich, Tom Zimmermann · 2022 · intermediate · fixed income
fixed income
Linear and nonlinear causality in financial markets
Alexander Haluszczynski, Christoph Räth, Davide Prosperino · 2023 · advanced · statistics
causal inference · time series
Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence
Francesco Chincoli, Massimo Guidolin · 2017 · intermediate · time series
asset pricing · econometrics · factor investing · time series
Linear models for the impact of order flow on prices I. Propagators: Transient vs. History Dependent Impact
Bence Toth, Damian Eduardo Taranto, Fabrizio Lillo · 2016 · advanced · quantitative trading
market microstructure
Linear models for the impact of order flow on prices. II. The Mixture Transition Distribution model
Bence Toth, Damian Eduardo Taranto, Fabrizio Lillo · 2018 · advanced · quantitative trading
market microstructure · time series
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
S. Alsheyab, T. Choulli · 2024 · advanced · stochastic calculus
stochastic calculus · stochastic differential equations · stochastic processes
Linear Stochastic Dividend Model
Sander Willems · 2019 · advanced · derivatives
derivatives · option pricing · stochastic processes
Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
Nathaniel Frank · 2009 · advanced · time series
garch · market microstructure · time series
Linking Path-Dependent and Stochastic Volatility Models
Cephas Svosve, Samuel N. Cohen · 2025 · advanced · time series
model calibration
Liquidation Dynamics in DeFi and the Role of Transaction Fees
Agathe Sadeghi, Zachary Feinstein · 2026 · advanced · risk management
decentralized finance
Liquidations: DeFi on a Knife-edge
Benjamin Livshits, Daniel Perez, Jiahua Xu · 2020 · intermediate · risk management
decentralized finance
Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks
Qi Deng · 2024 · advanced · time series
cryptocurrencies · liquidity · statistics · time series
Liquidity and asset prices: a united framework
Vayanos, Dimitri, Wang, Jiang · 2009 · advanced · quantitative trading
asset pricing · financial economics · liquidity · transaction costs
Liquidity and asset returns under asymmetric information and imperfect competition
Vayanos, Dimitri, Wang, Jiang · 2012 · advanced · quantitative trading
asset pricing · financial economics · liquidity
Liquidity and capital structure
Anderson, Ronald W., Carverhill, Andrew · 2006 · advanced · other
capital structure · model calibration
Liquidity and Equity Short term fragility: Stress-tests for the European banking system
Catherine Bruneau, Guillaume Arnould, Zhun Peng · 2015 · advanced · risk management
banking · copulas · equity markets · stress testing
Liquidity and Financial Market Runs
Antonio Bernardo, Ivo Welch · 2003 · intermediate · quantitative trading
liquidity · liquidity risk
Liquidity Auctions, Fixed Rate Tenders and Bailouts in the EURO Zone
Ali Hortaçsu, Jakub Kastl, Nuno Cassola · 2013 · advanced · risk management
banking · liquidity · systemic risk
Liquidity Competition Between Brokers and an Informed Trader
Ryan Donnelly, Zi Li · 2025 · advanced · quantitative trading
liquidity · market making · market microstructure
Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns
M. Reza Bradrania, Maurice Peat, Stephen Satchell · 2022 · intermediate · statistics
asset pricing · liquidity · market microstructure
Liquidity Dynamics in RFQ Markets and Impact on Pricing
Olivier Guéant, Philippe Bergault · 2023 · advanced · quantitative trading
liquidity · market making · stochastic processes
Liquidity fluctuations and the latent dynamics of price impact
Alberto Ciacci, Fabrizio Lillo, Giulia Livieri · 2021 · advanced · quantitative trading
liquidity · market microstructure · stochastic processes · time series
Liquidity Hoarding
Gale, Douglas, Yorulmazer, Tanju · 2011 · advanced · risk management
banking · financial economics · liquidity · liquidity risk
Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk
Heider, F., Hoerova, M., Holthausen, C. · 2009 · advanced · risk management
banking · liquidity · liquidity risk
Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading
Qi Deng, Zhong-Guo Zhou · 2024 · intermediate · quantitative trading
cryptocurrencies · liquidity
Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
Qi Deng, Zhong-guo Zhou · 2024 · intermediate · quantitative trading
cryptocurrencies · liquidity
Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line
Pierre, Erwan, Villeneuve, Stéphane, Warin, Xavier · 2016 · intermediate · other
corporate finance
Liquidity misallocation in an over-the-counter market
Zhang, Shengxing · 2018 · advanced · quantitative trading
financial economics · liquidity · market microstructure
Liquidity Premium and Investment Horizons
Irene Aldridge · 2026 · advanced · quantitative trading
asset pricing · equity markets · liquidity · market microstructure · regression
Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
Qi Deng, Zhong-guo Zhou · 2023 · advanced · time series
cryptocurrencies · garch · liquidity · time series · volatility forecasting
Liquidity Provider Returns in Geometric Mean Markets
Alex Evans · 2020 · advanced · quantitative trading
derivatives · liquidity · market making
Liquidity Provision and Rebate Design in Option Markets
Christoph Reisinger, Lyndon Drake, Samuel N. Cohen · 2026 · advanced · quantitative trading
derivatives · market making · optimization
Liquidity provision in CLMMs: evidence from transactions data
Anatoly Krestenko, Andrei Kornilov, Andrey Urusov · 2026 · advanced · quantitative trading
liquidity
Liquidity provision of utility indifference type in decentralized exchanges
Basile Maire, Marcus Wunsch, Masaaki Fukasawa · 2025 · advanced · quantitative trading
decentralized finance · liquidity · market making · mathematical finance
Liquidity Provision Payoff on Automated Market Makers
Jin Hong Kuan · 2022 · advanced · quantitative trading
decentralized finance · liquidity · market making
Liquidity Regulation and Bank Risk Taking on the Horizon
Ali Kakhbod, Farzad Saidi, Joshua Bosshardt · 2023 · advanced · risk management
banking · liquidity · liquidity risk
Liquidity Requirements and Bank Deposits: Evidence from Ethiopia
Francesco Strobbe, Nicola Limodio · 2018 · intermediate · risk management
banking · economic policy
Liquidity Risk and Corporate Demand for Hedging and Insurance
Rochet, Jean-Charles, Villeneuve, Stéphane · 2004 · advanced · risk management
derivatives · insurance · liquidity risk · risk management · stochastic processes
Liquidity Risk and Monetary Policy
Sauer, Stephan · 2007 · advanced · risk management
economic policy · liquidity · liquidity risk
Liquidity risk and the dynamics of arbitrage capital
Kondor, Peter, Vayanos, Dimitri · 2014 · advanced · quantitative trading
asset pricing · financial economics · liquidity · liquidity risk
Liquidity Risk in Banking : Is there Herding?
Bonfim, D., Kim, M. · 2012 · intermediate · risk management
banking · liquidity · liquidity risk
Liquidity Risks in Lending Protocols: Evidence from Aave Protocol
Charalampos Stasinakis, Georgios Sermpinis, Xiaotong Sun · 2022 · intermediate · risk management
decentralized finance · liquidity · liquidity risk
Liquidity sentiments
Brett Green, Vladimir Asriyan, William Fuchs · 2018 · advanced · quantitative trading
financial economics · liquidity
Liquidity Shocks and Order Book Dynamics
Biais, Bruno, Weill, Pierre-Olivier · 2009 · advanced · quantitative trading
financial economics · liquidity · liquidity risk · market microstructure
Liquidity Shocks, Market Maker Turnover, and Bidding Behavior in Treasury Auctions
Jesper Rüdiger, Martín Gonzalez-Eiras · 2017 · advanced · quantitative trading
banking · fixed income · liquidity
Liquidity Shortages and Monetary Policy
Cao, Jin, Illing, Gerhard · 2007 · advanced · risk management
banking · economic policy · liquidity · liquidity risk
Liquidity Spirals
Farmer, J. Doyne, Kemp, Esti, Wiersema, Garbrand · 2023 · advanced · risk management
contagion · financial stability · liquidity · liquidity risk · systemic risk
Liquidity Supply across Multiple Trading Venues
Lescourret, Laurence, Moinas, Sophie · 2015 · advanced · quantitative trading
liquidity · market making · market microstructure
Liquidity-adjusted Return and Volatility, and Autoregressive Models
Qi Deng, Zhong-guo Zhou · 2025 · intermediate · time series
econometrics · garch · liquidity · time series · volatility forecasting
Liquidity-Based Audit of Algorithmic Trading Strategies
Irene Aldridge · 2026 · advanced · quantitative trading
algorithmic trading · liquidity · market microstructure
Liquidity-saving through obligation-clearing and mutual credit: an effective monetary innovation for SMEs in times of crisis
Dini, Paolo, Fleischman, Tomaž, Littera, Giuseppe · 2020 · intermediate · risk management
credit markets · liquidity
Liquidity, Competition & Price Discovery in the European Corporate Bond Market
Biais, Bruno, Declerck, Fany · 2007 · advanced · fixed income
fixed income · liquidity · market microstructure · transaction costs
Liquidity, Contagion and Financial Crisis
Guembel, Alexander, Sussman, Oren · 2010 · advanced · risk management
contagion · liquidity risk · systemic risk
LiveOption: Evaluating LLM Agents in Structured Option Trading with Nonlinear Payoffs
Binh Minh An, Chen Liu, Haochen Luo · 2026 · advanced · machine learning
derivatives · large language models
LiveTradeBench: Seeking Real-World Alpha with Large Language Models
Fenghai Li, Haofei Yu, Jiaxuan You · 2025 · advanced · machine learning
large language models · portfolio management · risk management
Living and dying with hard pegs: the rise and fall of Argentina's currency board
Schmukler, Sergio L., Yeyati, Eduardo Levy, de la Torre, Augusto · 2003 · intermediate · risk management
banking · economic policy · financial economics
LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance
Colin F. Camerer, Jiatong Han, Ross Spoon · 2025 · intermediate · machine learning
behavioral finance · financial economics · large language models
LLM as a Risk Manager: LLM Semantic Filtering for Lead-Lag Trading in Prediction Markets
Alejandro Lopez-Lira, Chanyeol Choi, Jihoon Kwon · 2026 · advanced · quantitative trading
causal inference · large language models · natural language processing · time series
LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading
Kuan-Ming Liu, Ming-Chih Lo · 2025 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · large language models · machine learning
LLM-Enhanced Black-Litterman Portfolio Optimization
Juhyeong Kim, Suin Kim, Yejin Kim · 2025 · intermediate · portfolio management
large language models · portfolio management · portfolio optimization
LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline
Masoud Soleimani · 2025 · advanced · risk management
large language models · risk management · stress testing
LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management
Jiahua Xu, Paolo Tasca, Yang Liu · 2025 · advanced · machine learning
backtesting · cryptocurrencies · large language models · natural language processing · portfolio management
LLMFactor: Extracting Profitable Factors through Prompts for Explainable Stock Movement Prediction
Hiroki Sakaji, Kiyoshi Izumi, Meiyun Wang · 2024 · advanced · machine learning
financial machine learning · large language models · natural language processing · time series
LLMs for Quantitative Investment Research- A Practitioner’s Guide
Anna-Helena Mihov, Nick Firoozy, Philip Treleaven · 2024
AI governance · LLM · LLM assistants · feature extraction · financial text analysis · generative AI
LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
Sebastien Valeyre, Sofiane Aboura · 2024 · advanced · machine learning
financial machine learning · large language models · statistical arbitrage · time series
Loan insurance, market liquidity, and lending standards
Ahnert, Toni, Kuncl, Martin · 2020 · advanced · risk management
risk management
Loan Loss Provisioning Rules, Procyclicality, and Financial Volatility
Pierre-Richard Agénor, Roy Zilberman · 2013 · advanced · risk management
banking · financial economics · financial stability
Loan Market Competition and Bank Risk-Taking
Wagner, W.B. · 2007 · intermediate · risk management
banking
Loan Recoveries and the Financing of Zombie Firms over the Business Cycle
Demirguc-Kunt, Asli, Horvath, Balint L., Huizinga, Harry · 2023 · advanced · risk management
banking
Loan securitisation: default term structure and asset pricing based on loss prioritisation
Jobst, Andreas A. · 2002 · advanced · risk management
credit risk · extreme value theory · securitization
Loan supply shocks during the financial crisis: Evidence for the Euro area
Hristov, Nikolay, Hülsewig, Oliver, Wollmershäuser, Timo · 2012 · advanced · risk management
banking · causal identification · credit markets · panel data
Loans from the Government, Overinvestment by Households, and Asset Bubbles
Viktar Fedaseyeu, Vitaliy Strohush · 2012 · intermediate · risk management
financial economics
LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study
Andrea Coletta, Giuseppe Masi, Irene Cannistraci · 2023 · advanced · machine learning
deep learning · financial machine learning · machine learning
LOB-Bench: Benchmarking Generative AI for Finance -- an Application to Limit Order Book Data
Ani Calinescu, Bidipta Sarkar, Jakob Foerster · 2025 · intermediate · machine learning
machine learning · market microstructure
LOB-ID: Evaluating Synthetic Market Data by Inception Distances
Andreea Bacalum, Martin Garaj, Namid Stillman · 2026 · advanced · machine learning
deep learning · neural networks
Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions
Paolo Bartesaghi, Pierpaolo Uberti, Rosanna Grassi · 2025 · intermediate · risk management
financial networks · systemic risk
Local financial development and constraints on domestic private-firm exports: Evidence from city commercial banks in China
Ruixiang Xiong, Sandra Poncet, Zhao Chen · 2020 · intermediate · other
banking · financial economics
Local Gaussian Correlation in the Tails: A Scarcity Diagnostic, an Optimal Local Bandwidth, and the Limits of Adaptivity
Akash Deep, Gagan Deep · 2026 · advanced · statistics
statistics
Local Parametric Analysis of Hedging in Discrete Time
Bossaerts, P.L.M., Hillion, P. · 1995 · intermediate · options
options
Local Return Factors and Turnover in Emerging Stock Markets
K. Rouwenhorst · 2001 · intermediate · statistics
asset pricing · equity markets · momentum
Local risk-minimization for exponential additive processes
Takuji Arai · 2026 · advanced · stochastic calculus
mathematical finance · numerical methods · stochastic processes
Local sensitivity analysis of heating degree day and cooling degree day temperature derivatives prices
Sara Ana Solanilla Blanco · 2024 · advanced · derivatives
derivatives · option pricing · stochastic processes
Local signature-based expansions
Federico M. Bandi, Roberto Renò, Sara Svaluto-Ferro · 2025 · advanced · stochastic calculus
brownian motion · stochastic calculus · stochastic processes
Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation
Damiano Brigo, Vladimir Lucic · 2026 · advanced · stochastic calculus
partial differential equations · rough volatility · stochastic calculus · stochastic differential equations · stochastic processes
Local volatility calibration using an adjoint proxy
Gabriel Turinici · 2008 · advanced · options
derivatives · model calibration · numerical methods · optimization · option pricing · volatility surface
Local volatility changes in the black-scholes model
Arturo Kohatsu, Hans Peter Bermin · 1999 · advanced · options
stochastic calculus
Local Weak Limits for Equilibrium and Risk in Economic Networks
Hamed Amini, Zhecheng Wu · 2026 · advanced · risk management
financial networks · probability · systemic risk
Localising sovereign debt: the rise of local currency bond markets in sub‐Saharan Africa
Dafe, Florence, Essers, Dennis, Volz, Ulrich · 2018 · intermediate · fixed income
econometrics · financial economics
Locally minimizing the credit risk
Lotz, Christopher · 1998 · advanced · fixed income
credit risk · fixed income · option pricing · options hedging
Locus of Control and Consistent Investment Choices
Heiner Schumacher, Pia Pinger, Sebastian Schäfer · 2018 · intermediate · portfolio management
behavioral economics · behavioral finance
Log Heston Model for Monthly Average VIX
Andrey Sarantsev, Jihyun Park · 2024 · intermediate · time series
mathematical finance · statistics · stochastic processes · time series
Log-optimality with small liability stream
Constantinos Kardaras, Constantinos Stefanakis, Michail Anthropelos · 2026 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic processes
Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
David Šiška, Jialun Cao, Lukasz Szpruch · 2024 · advanced · quantitative trading
algorithms · market making · statistical inference
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.)
Marc Henry, Peter M Robinson · 1998 · advanced · time series
econometrics · statistical inference · statistics · time series
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model
Bent Jesper Christensen, Jie Zhu, Morten Ørregaard Nielsen · 2007 · advanced · time series
garch · statistics · time series
Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes
Ping He, Yinhao Wu · 2025 · advanced · time series
monte carlo simulation · rough volatility · stochastic processes · time series
Long Run Returns Predictability and Volatility with Moving Averages
Chang, C-L., Ilomäki, J., Laurila, H. · 2018 · intermediate · quantitative trading
quantitative trading
Long term optimal investment in matrix valued factor models
Robertson, Scott, Xing, Hao · 2017 · advanced · portfolio management
optimization · portfolio optimization
Long Time Behavior of Optimal Liquidation Problems
Guanxing Fu, Xiaonyu Xia, Xinman Cheng · 2024 · advanced · quantitative trading
mathematical finance · optimization · stochastic calculus · stochastic processes
Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing
Ai Jun Hou, Charlotte Christiansen, Hossein Asgharian · 2017 · advanced · time series
asset pricing · econometrics · garch · time series
Long-horizon exchange rate expectations
Kremens, Lukas, Martin, Ian, Varela, Liliana · 2025 · intermediate · time series
foreign exchange
Long-Horizon Forecasting of Complete Financial Statements with Forma
Donal O'Cofaigh, Jiannan Jiang, Lauren Falvey · 2026 · advanced · time series
deep learning · machine learning · neural networks
Long-memory GARCH via a two-dimensional Markov chain
Kennedy Titus Kayaki, Kyungsub Lee · 2026 · advanced · time series
garch · probability · statistics · stochastic processes · time series
Long-Only Style Investing: Don't Just Mix, Integrate
Jacques A. Friedman, Lukasz Pomorski, Shaun Fitzgibbons · 2017 · intermediate · portfolio management
factor investing · portfolio management
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
Svetlozar Rachev, Yifan He · 2025 · advanced · time series
deep learning · machine learning · statistics · time series
Long-range dependent mortality modeling with cointegration
Hoi Ying Wong, Ling Wang, Mei Choi Chiu · 2025 · advanced · risk management
risk management · stochastic processes
Long-run equilibrium exchange rate in Latin America and Asia: a comparison using cointegrated vector
Cuiabano, Simone · 2017 · intermediate · statistics
econometrics · foreign exchange · panel data · time series
Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999
Lee, David S., Mas, Alexandre · 2009 · intermediate · statistics
asset pricing · causal inference · equity markets · financial economics · statistical inference
Long-Run Sovereign Debt Composition: An Analytic Ergodic Framework with Explicit Maturity Structure
Christopher Cameron · 2026 · advanced · fixed income
interest rates · monte carlo simulation · stochastic processes
Long-run survival in limited stock market participation models with power utilities
Heeyoung Kwon, Kasper Larsen · 2025 · advanced · stochastic calculus
mathematical finance
Long-Term Care: Risk Description of a Spanish Portfolio and Economic Analysis of the Timing of Insurance Purchase
Guillén Montserrat, Jean Pinquet · 2008 · intermediate · risk management
insurance · statistics
Long-term investment and net-worth building with limited contract enforcement
Uras, Burak · 2016 · advanced · other
credit markets · financial economics
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion
Gonzalo, Jesús, Olmo, José · 2016 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Long-term option pricing with a lower reflecting barrier
R. Guy Thomas · 2023 · advanced · options
derivatives · mathematical finance · option pricing · options hedging · stochastic processes
Long-term value at risk
Blake, David, Cairns, Andrew, Dowd, Kevin · 2003 · intermediate · risk management
risk management
Long-time large deviations for the multi-asset Wishart stochastic volatility model and option pricing
Aurélien Alfonsi, David Krief, Peter Tankov · 2018 · advanced · options
derivatives · mathematical finance · monte carlo simulation · option pricing · stochastic differential equations · stochastic processes
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models
David Krief, Peter Tankov, Zorana Grbac · 2021 · advanced · stochastic calculus
monte carlo simulation · option pricing · stochastic processes
Longitudinal market structure detection using a dynamic modularity-spectral algorithm
Francesca Medda, Philipp Wirth, Thomas Schröder · 2024 · advanced · portfolio management
algorithms
Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
Genjis A. Ossa, Luis H. Restrepo · 2025 · beginner · portfolio management
capm · equity markets · portfolio management · portfolio optimization
Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance
Mostapha Benhenda · 2026 · advanced · machine learning
financial machine learning · large language models · machine learning
Look-Ahead-Freedom as Temporal Non-Interference: A Verifiable Correctness Property for Backtesting and Agentic Trading Pipelines
Xavier Fonseca · 2026 · advanced · programming
backtesting
Looking Forward With Historical Carbon Data
Lukasz Pomorski · 2022 · beginner · portfolio management
portfolio management
Looking into informal currency markets as Limit Order Books: impact of market makers
Alejandro García Figal, Alejandro Lage Castellanos, Roberto Mulet · 2025 · advanced · quantitative trading
foreign exchange · liquidity · market making · market microstructure
Losing from Naive Reinforcement Learning: A Survival Analysis of Individual Repurchase Decisions
Peiran Jiao · 2015 · intermediate · statistics
behavioral finance · financial economics
Loss Choice or Model Choice? The Role of Forecast Level in Cryptocurrency Volatility Forecasting
Andrzej Tokajuk, Jarosław A. Chudziak · 2026 · intermediate · time series
cryptocurrencies · volatility forecasting
Loss Harvesting or Gain Deferral? A Surprising Source of Tax Benefits of Tax-Aware Long-Short Strategies
Nathan Sosner, Stanley Krasner · 2024 · intermediate · portfolio management
factor investing
Loss harvesting strategies tax efficiently diversify concentrated stock
Harrison Selwitz, Lisa R. Goldberg, Slava Malkin · 2025 · intermediate · portfolio management
backtesting · portfolio management
Loss of earning capacity in Denmark -- an actuarial perspective
C. Furrer, O. L. Sandqvist · 2025 · intermediate · risk management
insurance
Loss Potential and Disclosures Related to Credit Derivatives - A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation
Galkiewicz, Dominika Paula · 2014 · intermediate · risk management
credit derivatives · credit risk · derivatives · mutual funds
Loss Sequencing in Banking Networks: Threatened Banks as Strategic Dominoes
Tran, Ngoc-Khanh, Vuong, Thao, Zeckhauser, Richard · 2016 · advanced · risk management
banking · financial networks
Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model
Chao Wang, Minh-Ngoc Tran, Rangika Peiris · 2024 · advanced · time series
neural networks · time series · volatility forecasting
Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains
Ciamac C. Moallemi, Dan Robinson · 2024 · advanced · quantitative trading
stochastic processes
Loss-Versus-Rebalancing under Deterministic and Generalized block-times
Alex Nezlobin, Martin Tassy · 2025 · advanced · quantitative trading
liquidity · stochastic processes
Lost in Transmission? Stock Market Impacts of the 2006 European Gas Crisis
Dirk Ulbricht, Janina Ketterer, Ulrich Oberndorfer · 2007 · intermediate · statistics
garch
Lot Layering: The New Frontier for Hedge Fund Partnership Allocations
Philip Balzafiore · 2020 · intermediate · other
hedge funds
Low Income Countries, Credit Rationing and Debt Relief: Bye bye international financial market?
Baptiste Venet, Marc Raffinot · 2017 · advanced · other
causal identification · financial economics · panel data
Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models
Shiller, Robert J. · 2007 · intermediate · other
asset pricing · interest rates
Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
Alexander Y Shestopaloff, Parley R Yang · 2024 · advanced · portfolio management
bayesian statistics · econometrics · portfolio management · statistical inference · time series
Low-rank and graphon limits for dynamic threshold distress contagion in heterogeneous financial networks
Pengbin Feng · 2026 · advanced · risk management
contagion · financial networks · systemic risk
Low-Risk Investing Without Industry Bets
Andrea Frazzini · 2014 · intermediate · portfolio management
asset pricing
Low-Turnover Rebalancing for Sparse Index Tracking
Dimitrios Roxanas · 2025 · advanced · portfolio management
bayesian statistics · optimization · portfolio management · portfolio optimization
Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios
Lawrence E. Kochard, Luis Garcia-Feijóo, Peng Wang · 2015 · intermediate · portfolio management
asset pricing · momentum · portfolio management
Lower spectrum of financial correlation matrices: a new perspective on market synchronization
Caterina Pastorino, Pierpaolo Uberti, Rosanna Grassi · 2026 · advanced · risk management
linear algebra · statistics
LR-Robot: An Human-in-the-Loop LLM Framework for Systematic Literature Reviews with Applications in Financial Research
Jin Zheng, Wei Wei, Weibin Feng · 2026 · advanced · machine learning
large language models · natural language processing
LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
Dawei Cheng, Peng Zhu, Qinyuan Liu · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
Kamil Kashif, Robert Ślepaczuk · 2024 · advanced · quantitative trading
algorithmic trading · backtesting · deep learning · machine learning · neural networks · time series
Luxury Goods and the Equity Premium
Jonathan A. Parker, Motohiro Yogo, Yacine Ait-Sahalia · 2002 · advanced · statistics
asset pricing · equity markets · financial economics
M3: A State-Event Generative Foundation Model for Market Microstructure Dynamics
Jian Li, Yanzhi Zhang, Yilin Cheng · 2026 · advanced · quantitative trading
deep learning · financial machine learning · liquidity · machine learning · market microstructure
M6 Investment Challenge: The Role of Luck and Strategic Considerations
Filip Staněk · 2024 · intermediate · portfolio management
hypothesis testing · optimization · portfolio management · portfolio optimization · statistical inference
Machine Learning Algorithms for Financial Asset Price Forecasting
Philip Ndikum · 2020 · intermediate · machine learning
asset pricing · financial machine learning · machine learning · time series
Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching
Francis X. Diebold, Jingyu He, Junye Li · 2024 · advanced · fixed income
bayesian statistics · interest rates · machine learning · term structure models
Machine learning approach to stock price crash risk
Abdullah Karasan, Gerhard-Wilhelm Weber, Ozge Sezgin Alp · 2025 · advanced · machine learning
machine learning · regression
Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations
Arnulf Jentzen, Christian Beck, Weinan E · 2017 · advanced · machine learning
deep learning · machine learning · neural networks · numerical methods · optimization · partial differential equations
Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
Shifat Ali, Siddhartha P. Chakrabarty, Vidya Sagar G · 2025 · advanced · risk management
deep learning · machine learning · market risk · monte carlo simulation · neural networks · risk management
Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty
Kuntara Pukthuanthong, Yang Bai · 2021 · advanced · machine learning
equity markets · financial machine learning · machine learning
Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction
Yimin Du · 2025 · advanced · quantitative trading
factor investing · financial machine learning · machine learning · optimization · portfolio optimization
Machine learning for ESG data in the financial industry
Jérémi Assael · 2023 · advanced · machine learning
esg · financial machine learning · machine learning
Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework
Sandrine Gümbel, Thorsten Schmidt · 2020 · advanced · fixed income
interest rates · machine learning · model calibration · term structure models
Machine Learning for Pricing American Options in High-Dimensional Markovian and non-Markovian models
Andrea Molent, Antonino Zanette, Ludovic Goudenège · 2019 · advanced · options
machine learning · numerical methods · option pricing
Machine Learning for Socially Responsible Portfolio Optimisation
Taeisha Nundlall, Terence L Van Zyl · 2023 · intermediate · portfolio management
esg · optimization · portfolio optimization
Machine Learning Forecasts of Asymmetric Betas Using Firm-Specific Information
Iason Kynigakis, John Cotter, Thomas Conlon · 2026 · advanced · machine learning
asset pricing · financial machine learning · machine learning
Machine Learning in Portfolio Decisions
Giulia Panzeri, Manuela Pedio, Massimo Guidolin · 2024 · intermediate · machine learning
machine learning · portfolio management · portfolio optimization
Machine Learning in Quant Investing: Revolution or Evolution?
Acadian · intermediate · machine learning
financial machine learning · machine learning
Machine learning in weekly movement prediction
Han Gui · 2024 · intermediate · machine learning
financial machine learning · machine learning · neural networks
Machine Learning Methods for Pricing Financial Derivatives
Justin Sirignano, Lei Fan · 2024 · advanced · options
deep learning · derivatives · machine learning · monte carlo simulation · option pricing · options hedging
Machine learning models for predicting catastrophe bond coupons using climate data
Julia Kończal, Krzysztof Burnecki, Michał Balcerek · 2025 · intermediate · risk management
machine learning · regression
Machine Learning Portfolio Allocation
David Ruppert, Michael Pinelis · 2020 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · volatility forecasting
Machine learning techniques and data for stock market forecasting- A literature review
Christoph Lohrmanna, Jari Porras, Mahinda Mailagaha Kumburea · 2022
Classification · Data mining · Financial market · Forecasting · Machine Learning · Predictive performance
Machine Learning Treasury Yields
Willie Yu, Zura Kakushadze · 2020 · intermediate · fixed income
fixed income · interest rates · machine learning
Machine Learning vs. Randomness: Challenges in Predicting Binary Options Movements
Bruno L. Dalmazo, Eduardo N. Borges, Fabian C. Cardoso · 2025 · intermediate · machine learning
financial machine learning · machine learning · neural networks · time series
Machine Learning-Based Bitcoin Trading Under Transaction Costs: Evidence From Walk-Forward Forecasting
Andrei Bysik, Robert Ślepaczuk · 2026 · intermediate · quantitative trading
algorithmic trading · cryptocurrencies · financial machine learning · machine learning · time series · transaction costs
Machine Learning-based Relative Valuation of Municipal Bonds
Dhagash Mehta, Dhruv Desai, Jerinsh Jeyapaulraj · 2024 · intermediate · fixed income
backtesting · data science · machine learning
Machine Learning-powered Pricing of the Multidimensional Passport Option
Hanna Wutte, Josef Teichmann · 2023 · advanced · options
derivatives · machine learning · neural networks · option pricing · reinforcement learning · stochastic processes
Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets
Cars Hommes, Fabio Caccioli, Marco Pangallo · 2026 · advanced · machine learning
financial economics · large language models
Machine-learning a family of solutions to an optimal pension investment problem
Cristin Buescu, James Dalby, John Armstrong · 2025 · advanced · machine learning
machine learning · neural networks · optimization · portfolio optimization
Machine-learning regression methods for American-style path-dependent contracts
Andrea Pallavicini, Giulia Livieri, Matteo Gambara · 2023 · advanced · options
derivatives · machine learning · monte carlo simulation · neural networks · option greeks · option pricing
Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency
Garg, Karan · 2021 · intermediate · quantitative trading
algorithmic trading · market efficiency
Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting
Filip Lindskog, Nils Engler · 2023 · advanced · risk management
insurance · statistics
Macro carbon price prediction with support vector regression and Paris accord targets
Jinhui Li · 2022 · intermediate · time series
machine learning · regression
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
Dehao Dai, Ding Ma, Kerui Geng · 2026 · intermediate · portfolio management
commodities · exchange traded funds · large language models · portfolio management
Macro Factor Model: Application to Liquid Private Portfolios
Ananth Madhavan, Andrew Ang, Anita Rana · 2021 · intermediate · portfolio management
factor investing · liquidity
Macro factors and the Term Structure of Interest Rates
Dewachter, H.D.R., Lyrio, M. · 2003 · advanced · fixed income
fixed income · interest rates · term structure models
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
André Fujita, Daniel Cunha Oliveira, Kieran Wood · 2026 · advanced · time series
deep learning · financial machine learning · neural networks · time series
Macro-economic factors in credit risk calculations: including time-varying covariates in mixture cure models
Bart Baesens, Gerda Claeskens, Lore Dirick · 2016 · advanced · risk management
credit risk
Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
Winston Wei Dou, Xu Cheng, Zhipeng Liao · 2020 · advanced · statistics
asset pricing · hypothesis testing · statistical inference
Macro-Financial Implications of the Surging Global Demand (and Supply) of International Reserves
Enrique G. Mendoza, Vincenzo Quadrini · 2024 · advanced · risk management
financial stability · interest rates
Macroeconomic and financial risks transmitted by the European Union Deforestation Regulation: a focus on the coffee value chain in Honduras
Arce, Bernardo, Ayele, Yohannes, Keane, Jodie · 2025 · advanced · risk management
risk management
Macroeconomic determinants of stock market returns, volatility and volatility risk-premia
Corradi, Valentina, Distaso, Walter, Mele, Antonio · 2008 · advanced · options
asset pricing · stochastic processes
Macroeconomic Dynamics and Credit Risk: A Global Perspective
Pesaran, M.H., Schuermann, T., Treutler, B-J. · 2003 · advanced · risk management
credit risk · econometrics · risk management
Macroeconomic Factors and the Correlation of Stock and Bond Returns
Lingfeng Li · 2003 · advanced · portfolio management
asset pricing
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Daniele Bianchi, Francesco Ravazzolo, Massimo Guidolin · 2015 · advanced · statistics
asset pricing · bayesian statistics · statistical inference · time series
Macroeconomic news, order flows and exchange rates
Love, Ryan, Payne, Richard · 2003 · advanced · quantitative trading
foreign exchange · market efficiency · market microstructure
Macroeconomic Shocks and Banking Supervision
Rochet, Jean-Charles · 2004 · advanced · risk management
banking
Macroeconomic shocks and risk premia
Pinter, Gabor · 2018 · advanced · statistics
asset pricing · econometrics · time series
Macroeconomic Volatility and Stock Market Volatility, World-Wide
Francis X. Diebold, Kamil Yilmaz · 2008 · advanced · time series
equity markets
Macrofinancial risks of the transition to a low-carbon economy
Campiglio, Emanuele, van der Ploeg, Frederick · 2022 · intermediate · risk management
asset pricing · contagion · financial networks
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
Bo An, Chaojie Wang, Chuqiao Zong · 2024 · advanced · machine learning
algorithmic trading · high frequency trading · machine learning · reinforcement learning
Macroprudential policy and household wealth inequality
Javier Olivera Angulo, Jean-Francois Carpantier, Philippe Van Kerm · 2017 · intermediate · risk management
economic policy · housing markets · mortgage markets
Macroprudential Policy Coordination in a Currency Union'
Pengfei Jia, Pierre-Richard Agénor · 2017 · advanced · risk management
economic policy · financial stability
Macroscopic Market Making
Ivan Guo, Kihun Nam, Shijia Jin · 2023 · advanced · quantitative trading
market making · optimal execution · optimization · partial differential equations · stochastic calculus · stochastic differential equations
Macroscopic Market Making Games via Multidimensional Decoupling Field
Ivan Guo, Shijia Jin · 2024 · advanced · quantitative trading
market making · mathematical finance · stochastic differential equations · stochastic processes
Macroscopic properties of equity markets: stylized facts and portfolio performance
Qien Song, Steven Campbell, Ting-Kam Leonard Wong · 2024 · advanced · portfolio management
backtesting · equity markets · portfolio management
MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models
Moritz Münchmeyer, Owen Colegrove, Tianyi Li · 2026 · advanced · quantitative trading
algorithmic trading · backtesting · large language models · optimization
Magic strikes for variance and gamma contracts, and other attainable claims
Florian Bourgey, Jim Gatheral · 2026 · advanced · options
derivatives · option pricing
Maintaining Central-Bank Financial Stability under New-Style Central Banking
Ricardo Reis, Robert E. Hall · 2015 · intermediate · risk management
banking · financial stability · interest rates
Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach
Manuel Alberto M. Ferreira · 2022 · intermediate · stochastic calculus
pensions · stochastic processes
Making heads or tails of systemic risk measures
Aleksy Leeuwenkamp · 2022 · advanced · risk management
copulas · systemic risk
Making Leveraged Exchange-Traded Funds Work for your Portfolio
Peter Forsyth, Pieter van Staden, Yuying Li · 2025 · advanced · portfolio management
exchange traded funds · portfolio management · risk management
Making sovereign debt safe with a financial stability fund
Adrien Wicht, Ramon Marimon, Yan Liu · 2022 · advanced · risk management
financial stability
Making the Eurozone sustainable by financial engineering or political union
De Grauwe, Paul, Ji, Yuemei · 2019 · intermediate · risk management
economic policy · financial stability
Making the grade: infrastructural semiotics and derivative market outcomes on the Chicago Board of Trade and New Orleans Cotton Exchange, 1856–1909
Pinzur, David · 2016 · intermediate · derivatives
derivatives
Malliavin calculus for signatures with applications to finance
Clément Rey, Dimitri Sotnikov, Eduardo Abi Jaber · 2026 · advanced · stochastic calculus
brownian motion · derivatives · mathematical finance · option greeks · stochastic processes
Malliavin calculus in finance
Arturo Kohatsu, Montero Miquel · 2003 · advanced · options
monte carlo simulation · numerical methods · option greeks
Mamba Meets Financial Markets: A Graph-Mamba Approach for Stock Price Prediction
Ali Mehrabian, Ehsan Hoseinzade, Mahdi Mazloum · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Mamba Outpaces Reformer in Stock Prediction with Sentiments from Top Ten LLMs
Amir Mirzaeinia, Lokesh Antony Kadiyala · 2025 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · time series
MambaStock: Selective state space model for stock prediction
Zhuangwei Shi · 2024 · intermediate · machine learning
machine learning · time series
MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
Mengyu Wang, Tiejun Ma · 2024 · advanced · machine learning
financial machine learning · machine learning · natural language processing · neural networks
Manager Characteristics and Credit Derivative Use by U.S. Corporate Bond Funds
Galkiewicz, Dominika Paula · 2014 · intermediate · risk management
credit derivatives · credit risk · mutual funds
Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs
Scholz, Julia · 2011 · intermediate · risk management
securitization
Managing a Crypto-Currency Portfolio Via Minmax Drawdown Control
Sylvain Chassang · 2019 · advanced · portfolio management
cryptocurrencies · portfolio management · risk management
Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
Hang Gao, Shuohua Yang, Xinli Liu · 2024 · intermediate · risk management
insurance · monte carlo simulation · risk management
Managing Brexit in Financial Services
Nicholas Sowels · 2019 · intermediate · risk management
banking · financial stability
Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model
Samuel Malone · 2005 · advanced · risk management
commodities · derivatives · financial economics · options hedging
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection
Andrea Scozzari, Federica Ricca, Francesco Cesarone · 2023 · advanced · portfolio management
convex optimization · esg · optimization · portfolio optimization · sustainable investing
Managing other people's money: an agency theory in financial management industry
Mourdoukoutas, Panos, Papadimitriou, Dimitris, Tokis, Konstantinos · 2023 · intermediate · portfolio management
financial economics
Managing Portfolios Across the Return Distribution
Attila Sarkany, Jozef Barunik, Lukas Janasek · 2025 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Mandate without Managers: Automated Market Makers as Verifiable Portfolio Products
Ionut Florescu, Sean O'Leary, Zachary Feinstein · 2026 · advanced · portfolio management
market making · portfolio management
Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
Bing Liang, Christopher Schwarz, Stephen Brown · 2009 · advanced · risk management
hedge funds
Mandatory Disclosure in Oligopolistic Market Making
Jin Hyuk Choi, Seongjin Kim · 2026 · advanced · quantitative trading
financial economics · liquidity · market making · market microstructure
Manipulation in Prediction Markets: An Agent-based Modeling Experiment
Anne Bastian, Bridget Smart, Ebba Mark · 2026 · intermediate · quantitative trading
quantitative trading
Manipulation, Informed Trading, and Regulation in Leveraged Event-Linked Markets
Maksym Nechepurenko · 2026 · advanced · quantitative trading
quantitative trading
Many learning agents interacting with an agent-based market model
Andrew Paskaramoorthy, Matthew Dicks, Tim Gebbie · 2023 · advanced · quantitative trading
liquidity · market microstructure · optimal execution · reinforcement learning
Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
Guohui Guan, Yi Xia, Zongxia Liang · 2024 · advanced · risk management
insurance · stochastic differential equations · stochastic processes
Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
Amirhossein N. Golestani, Javad T. Firouzjaee, Mohammad Eslamifar · 2025 · advanced · risk management
financial networks · stochastic processes
Mapping global financial risks under climate change
Antoine Mandel, Irene Monasterolo, Stefano Battiston · 2025 · advanced · risk management
credit risk · financial stability
Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review
Fabio Caccioli, Pierpaolo Vivo, Sabrina Aufiero · 2025 · intermediate · risk management
contagion · decentralized finance · liquidity risk · systemic risk
Margin Requirements and Equilibrium Asset Prices
Daniele Coen-Pirani · 2000 · advanced · risk management
asset pricing · financial economics
Margin trading, short selling and corporate green innovation
Da-ming You, Ge-zhi Wu · 2021 · intermediate · other
causal identification · panel data
Marginal Persistence and Dynamic Copula Dependence in Sovereign Rating Migration Counts: A Discrete Interval-Likelihood MAGMAR Analysis
Marina Palaisti · 2026 · advanced · time series
copulas · statistical inference · time series
Marginal Price Optimization
Mark Bentley Richardson, Stefan Loesch · 2025 · advanced · quantitative trading
convex optimization · numerical methods · optimization
Market Access and Retail Investment Performance
Glover, Andrew, deHaan, Ed · 2024 · advanced · statistics
causal identification · causal inference · equity markets · financial economics
Market Beliefs about Open vs. Closed AI
Daniel Björkegren · 2025 · intermediate · fixed income
financial economics · fixed income · interest rates
Market Completeness and Optional Projections under Restricted Information
Levin David Schwab · 2026 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance · measure theory · probability · stochastic processes
Market concentration and the likelihood of financial crises
Lucas Bretschger, Vivien Kappel · 2010 · advanced · risk management
econometrics · financial economics · financial stability
Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume
Bing Han, Leilei Shi, Liyan Han · 2023 · intermediate · statistics
statistics
Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future
Mikhail Gennadievich Belov, Vladislav Gennadievich Malyshkin · 2022 · advanced · quantitative trading
quantitative trading
Market Dynamics of Information Avalanches
Bernhard K Meister · 2026 · advanced · time series
financial economics
Market Efficiency and Return Statistics: Evidence from Real Estate and stock Markets Using a Present-Value Approach
Lilian K Ng, Yuming Fu · 2000 · advanced · statistics
asset pricing · market efficiency · real estate · time series
Market Efficiency and the Heterogeneous Impact of Financial Liberalization: Evidence from the Shanghai-Hong Kong Stock Connect
Chen Tang, Jiaqi Liu · 2026 · advanced · statistics
econometrics · equity markets · market efficiency · panel data
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
Lean, H.H., McAleer, M.J., Wong, W.-K. · 2010 · intermediate · statistics
market efficiency
Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents
Aleksei Pastushkov · 2024 · advanced · quantitative trading
financial economics · market efficiency
Market frictions, investor heterogeneity and persistence in mutual fund performance
Ariadna Dumitrescu, Javier Gil-Bazo · 2015 · advanced · portfolio management
financial economics · mutual funds
Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems
Dave Cliff, Zhen Zhang · 2020 · advanced · quantitative trading
algorithmic trading · market microstructure
Market Impact of Small Orders
Oleh Danyliv · 2022 · intermediate · quantitative trading
market microstructure
Market Impact with Multi-Timescale Liquidity
Jean-Philippe Bouchaud, Michael Benzaquen · 2017 · advanced · quantitative trading
liquidity · market microstructure · partial differential equations
Market Impact: Empirical Evidence, Theory and Practice
Emilio Said · 2022 · advanced · quantitative trading
market microstructure
Market Impacts and the Life Cycle of Investors Orders
Adrian Iuga, Charles-Albert Lehalle, Emmanuel Bacry · 2015 · advanced · quantitative trading
market microstructure
Market Inefficiency in Cryptoasset Markets
Caspar Schwarz-Schilling, Fahad Saleh, Joel Hasbrouck · 2026 · advanced · statistics
asset pricing · cryptocurrencies · financial economics · market efficiency
Market Information in Banking Supervision: The Role of Stress Test Design
Ding, Haina, Guembel, Alexander, Ozanne, Alessio · 2020 · advanced · risk management
banking · financial economics · stress testing
Market information of the fractional stochastic regularity model
Daniele Angelini, Matthieu Garcin · 2024 · advanced · time series
statistics · stochastic processes
Market Informedness and Market-Maker Profitability: The Trade-Off Between Adverse Selection and Price Discovery
Konrad Ochędzan, Nino Antulov-Fantulin · 2026 · advanced · quantitative trading
liquidity · machine learning · market making · market microstructure · reinforcement learning · stochastic processes
Market liquidity - theory and empirical evidence
Vayanos, Dimitri, Wang, Jiang · 2012 · intermediate · quantitative trading
liquidity
Market liquidity and funding liquidity
Brunnermeier, Markus K., Pedersen, Lasse Heje · 2007 · advanced · risk management
liquidity · liquidity risk · systemic risk
Market Liquidity as a Sentiment Indicator
Jeremy C. Stein, Malcolm Baker · 2002 · intermediate · quantitative trading
asset pricing · behavioral finance · liquidity · market microstructure
Market liquidity risk: an overview
Kaserer, Christoph, Stange, Sebastian · 2009 · intermediate · risk management
liquidity · liquidity risk
Market Makers and Risk Aversion: A Hamiltonian Approach to the Excess Volatility Puzzle
Will Hicks · 2026 · advanced · time series
market making
Market Making and Pricing of Financial Derivatives based on Road Travel Times
Alain Kornhauser, Ke Wan · 2023 · advanced · derivatives
asset pricing · derivatives · model calibration · risk management · stochastic processes · time series
Market Making and Transient Impact in Spot FX
Alexander Barzykin · 2026 · advanced · quantitative trading
foreign exchange · market making · market microstructure · optimal execution
Market Making in Spot Precious Metals
Alexander Barzykin, Olivier Guéant, Philippe Bergault · 2024 · advanced · quantitative trading
market making · optimization · stochastic calculus
Market Making under a Weakly Consistent Limit Order Book Model
Baron Law, Frederi Viens · 2019 · advanced · quantitative trading
high frequency trading · market making · market microstructure · numerical methods · optimization
Market Making via Reinforcement Learning
Andreas Koukorinis, John Fearnley, Rahul Savani · 2018 · advanced · quantitative trading
machine learning · market making · reinforcement learning
Market Making with Deep Reinforcement Learning from Limit Order Books
Fanlin Huang, Hong Guo, Jianwu Lin · 2023 · advanced · quantitative trading
deep learning · market making · market microstructure · neural networks · reinforcement learning
Market Making with Exogenous Competition
Leandro Sánchez-Betancourt, Martin Herdegen, Robert Boyce · 2024 · advanced · quantitative trading
liquidity · market making · market microstructure · optimization
Market Making with Fads, Informed, and Uninformed Traders
Adrien Mathieu, Emilio Barucci, Leandro Sánchez-Betancourt · 2025 · advanced · quantitative trading
liquidity · market making · market microstructure · optimization · stochastic processes
Market Making with Scaled Beta Policies
Gregory Palmer, Joseph Jerome, Rahul Savani · 2022 · intermediate · quantitative trading
market making · market microstructure
Market Making without Regret
Luigi Foscari, Nicolò Cesa-Bianchi, Roberto Colomboni · 2024 · advanced · quantitative trading
market making
Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis
Gabbi, Giampaolo, Germano, Guido, Iori, Giulia · 2020 · advanced · quantitative trading
banking · liquidity · liquidity risk · market microstructure
MARKET MICROSTRUCTURE, INFORMATION AGGREGATION AND EQUILIBRIUM UNIQUENESS IN A GLOBAL GAME
Edouard Challe, Edouard Chrétien · 2015 · advanced · quantitative trading
financial economics · market microstructure
Market Microstructure: A Survey of Microfoundations, Empirical Results, and Policy Implications
Biais, Bruno, Glosten, Larry, Spatt, Chester · 2004 · advanced · quantitative trading
liquidity · market making · market microstructure · transaction costs
Market Reactions and Information Spillovers in Bank Mergers: A Multi-Method Analysis of the Japanese Banking Sector
Haibo Wang, Takeshi Tsuyuguchi · 2025 · advanced · statistics
banking · capm · causal inference · econometrics · mergers and acquisitions
Market Reactions to Material Cybersecurity Incident Disclosures
Maxwell Block · 2025 · intermediate · statistics
equity markets
Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems
Jin Zheng, John Cartlidge, Yunhua Pei · 2026 · advanced · machine learning
large language models · portfolio management
Market Risk and Volatility Weighted Historical Simulation After Basel III
Hassan Omidi Firouzi, Jean-Paul Laurent · 2022 · advanced · risk management
backtesting · market risk · risk management · statistics
Market Selection and Survival of Investment Strategies
Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Rabah Amir · 2002 · advanced · portfolio management
capm · financial economics
Market Simulation under Adverse Selection
Anatoliy Swishchuk, Luca Lalor · 2024 · advanced · quantitative trading
algorithmic trading · high frequency trading · market making · optimization
Market Structure and Borrower Welfare in Microfinance
Jonathan de Quidt, Maitreesh Ghatak, Thiemo Fetzer · 2012 · advanced · risk management
risk management
Market timing and return prediction under model instability
Pesaran, M. Hashem, Timmermann, Allan · 2002 · advanced · time series
econometrics · time series
Market Timing: Sin a Little
Antti Ilmanen, Cliff Asness, Thomas Maloney · 2017 · intermediate · portfolio management
momentum
Market Viability and Completeness for Multinomial Models
Nahuel I. Arca · 2025 · advanced · stochastic calculus
martingales
Market-Adaptive Ratio for Portfolio Management
Bayartsetseg Kalina, Ju-Hong Lee, KwangTek Na · 2023 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management
Market-Based "Actual" Returns of Investors
Victor Olkhov · 2023 · intermediate · time series
statistics
Market-Based Asset Price Probability
Victor Olkhov · 2022 · intermediate · statistics
statistics
Market-Based Portfolio Variance
Victor Olkhov · 2025 · intermediate · portfolio management
time series
Market-Based Price Autocorrelation
Victor Olkhov · 2022 · intermediate · time series
financial economics · statistics
Market-Based Probability of Stock Returns
Victor Olkhov · 2023 · advanced · time series
probability · statistics
Market-Based Variance of Market Portfolio and of Entire Market
Victor Olkhov · 2025 · intermediate · portfolio management
portfolio management
Market-Dependent Communication in Multi-Agent Alpha Generation
Burton Hollifield, Jerick Shi · 2025 · advanced · machine learning
large language models
Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting
Ali Soltani, Amirreza Sattarzadeh, Hamid Moradi-Kamali · 2025 · advanced · machine learning
backtesting · cryptocurrencies · financial machine learning · large language models · machine learning · natural language processing
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
Bo An, Haochong Xia, Shuo Sun · 2023 · advanced · machine learning
deep learning · neural networks · time series
Market-Implied Sustainability: Insights from Funds' Portfolio Holdings
Davide Lauria, Gabriele Torri, Marco Bonomelli · 2025 · intermediate · portfolio management
sustainable investing
Market-implied time to transition to a low-carbon economy: a stochastic modelling and inference framework
Andrea Perchiazzo, Edit Rroji, Ilaria Stefano · 2026 · advanced · fixed income
statistical inference · stochastic processes
Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes
Ayla Jungbluth, Johannes Lederer, Simon Trimborn · 2026 · advanced · statistics
extreme value theory · time series
Market-Informed Valuation of GMMB Riders with Surrender Options under a Heston Stochastic-Local Volatility Model
Andrea Molent, Antonino Zanette, Ludovic Goudenege · 2026 · advanced · risk management
numerical methods · stochastic processes · volatility surface
Market-making with reinforcement-learning (SAC)
Alexey Bakshaev · 2020 · advanced · quantitative trading
algorithmic trading · market making · reinforcement learning · risk management
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
Harsh Shah, Saumya Kothari, Shrinjay Kaushik · 2024 · intermediate · portfolio management
portfolio management
MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks
Byung Hwa Lim, Hyeng Keun Koo, Hyun-Gyoon Kim · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
Aaron Wheeler, Jeffrey D. Varner · 2024 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · market microstructure · neural networks
Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
A. Itkin, I. Halperin · 2025 · advanced · stochastic calculus
financial economics · stochastic processes
Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
Andrey Itkin, Igor Halperin · 2025 · advanced · options
model calibration · optimization · option pricing · partial differential equations
Markets Are Not Random, They Are Hard to Predict
Miquel Noguer i Alonso · 2026 · advanced · stochastic calculus
financial economics · market efficiency · martingales · stochastic processes
Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk
Klaus Reiner Schenk-Hoppé, Thorsten Hens · 2002 · advanced · portfolio management
liquidity
MarketSenseAI 2.0: Enhancing Stock Analysis through LLM Agents
George Fatouros, John Soldatos, Kostas Metaxas · 2025 · advanced · machine learning
large language models · machine learning · natural language processing
Marking-Aware Sequential VaR Recalibration for Standardized Option Books
Keyuan Wu, Tenghan Zhong · 2026 · advanced · risk management
backtesting · derivatives · market risk · risk management
Markov Switching Garch Models of Currency Crises in Southeast Asia
Augustine H. H. Tan, Celso Brunetti, Chiara Scotti · 2003 · advanced · time series
econometrics · foreign exchange · garch · time series · volatility forecasting
Markov Switching Models in Empirical Finance
Massimo Guidolin · 2011 · advanced · time series
econometrics · hypothesis testing · time series
Markov-Functional Models with Local Drift
ShengQuan Zhou · 2024 · advanced · options
mathematical finance · model calibration · stochastic processes · volatility surface
Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems
Danilova, Albina, Çetin, Umut · 2016 · advanced · quantitative trading
financial economics · mathematical finance · partial differential equations · stochastic differential equations · stochastic processes
Markowitz Portfolio Construction at Seventy
Kasper Johansson, Philipp Schiele, Ronald Kahn · 2024 · intermediate · portfolio management
convex optimization · optimization · portfolio optimization
Markowitz portfolio selection for multivariate affine and quadratic Volterra models
Eduardo Abi Jaber, Enzo Miller, Huyên Pham · 2021 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · rough volatility · stochastic processes
Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
Victor Olkhov · 2025 · intermediate · portfolio management
portfolio management
Markups and Productivity under Heterogeneous Financial Frictions
Carlo Altomonte, Domenico Favoino, Tommaso Sonno · 2018 · advanced · other
financial economics
Markups, Productivity and the Financial Capability of Firms
Carlo Altomonte, Domenico Favoino, Tommaso Sonno · 2017 · advanced · risk management
credit markets · financial economics
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
Chang Xu, Jiang Bian, Junjie Li · 2024 · advanced · machine learning
deep learning · machine learning
Martingale Consumption
Peter Holm Nielsen · 2025 · advanced · portfolio management
martingales · partial differential equations
Martingale Doppelgänger-Eval: An Identification Framework for Auditing Candlestick Understanding in Vision-Language Models
Ziyao Wang · 2026 · intermediate · machine learning
machine learning
Martingale expansion for stochastic volatility
Masaaki Fukasawa · 2026 · advanced · stochastic calculus
martingales · stochastic calculus · stochastic processes
Martingale property and moment explosions in signature volatility models
Dimitri Sotnikov, Eduardo Abi Jaber, Paul Gassiat · 2025 · advanced · stochastic calculus
brownian motion · martingales · stochastic processes
Martingalized Historical approach for Option Pricing
Christophe Chorro, Dominique Guegan, Florian Ielpo · 2010 · intermediate · options
martingales · option pricing
Matching distributions: Recovery of implied physical densities from option prices
Jarno Talponen · 2018 · advanced · options
derivatives · option pricing
Mathematical expectation and variance of the final value of certain annuities valued with stochastic financial laws
Antonio Alegre Escolano, Rosa Mayoral · 1996 · intermediate · stochastic calculus
brownian motion · stochastic processes
Mathematical Modeling of Option Pricing with an Extended Black-Scholes Framework
Nikhil Shivakumar Nayak · 2025 · advanced · options
numerical methods · option pricing · partial differential equations
Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models
Elisa Alòs, Òscar Burés · 2026 · advanced · options
linear algebra · numerical methods · option greeks · option pricing
Matrix H-theory approach to stock market fluctuations
Antônio M. S. Macedo, Giovani L. Vasconcelos, Luan M. T. de Moraes · 2025 · advanced · statistics
equity markets · probability · statistics · stochastic processes · time series
Max-Plus decomposition of supermartingales and convex order. Application to American options and Portfolio insurance.
Asma Meziou · 2006 · advanced · stochastic calculus
stochastic processes
Maximally Machine-Learnable Portfolios
Maximilian Goebel, Philippe Goulet Coulombe · 2023 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization · regression
Maximum Implied Variance Slope -- Practical Aspects
Fabien Le Floc'h, Winfried Koller · 2023 · advanced · options
mathematical finance · option pricing
Maximum likelihood estimation of stochastic volatility models
Koopman, Siem, Sandmann, G. · 1996 · advanced · time series
monte carlo simulation · statistical inference · statistics · time series
Maximum principle for robust utility optimization via Tsallis relative entropy
Dejian Tian, Peng Luo, Xueying Huang · 2025 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic differential equations
MCI-GRU: Stock Prediction Model Based on Multi-Head Cross-Attention and Improved GRU
Dawei Cheng, Peng Zhu, Qinyuan Liu · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction
Fei Yu, Hao Chen, Hao Qian · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies
Jakub Michańków, Paweł Sakowski, Robert Ślepaczuk · 2023 · intermediate · machine learning
algorithmic trading · financial machine learning · machine learning · neural networks · time series
Mean Field Analysis of Mutual Insurance Market
Bohan Li, Kenneth Tsz Hin Ng, Sheung Chi Phillip Yam · 2025 · advanced · risk management
insurance · stochastic calculus · stochastic differential equations · stochastic processes
Mean field and n-player games in Ito-diffusion markets under forward performance criteria
Thaleia Zariphopoulou · 2024 · advanced · portfolio management
financial economics · optimization · portfolio management · portfolio optimization · stochastic differential equations · stochastic processes
Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach
Masashi Sekine · 2024 · advanced · stochastic calculus
asset pricing · stochastic differential equations · stochastic processes
Mean field equilibrium asset pricing model with habit formation
Masaaki Fujii, Masashi Sekine · 2024 · advanced · stochastic calculus
asset pricing · mathematical finance · optimization · stochastic differential equations · stochastic processes
Mean field game of controls and an application to trade crowding
Charles-Albert Lehalle, Pierre Cardaliaguet · 2017 · advanced · quantitative trading
optimal execution · optimization
Mean Field Game of Optimal Tracking Portfolio
Lijun Bo, Xiang Yu, Yijie Huang · 2025 · advanced · portfolio management
optimization · partial differential equations · portfolio management · stochastic processes
Mean Field Games of Timing and Models for Bank Runs
Daniel Lacker, François Delarue, René Carmona · 2017 · advanced · risk management
stochastic processes
Mean Field Portfolio Games with Epstein-Zin Preferences
Guanxing Fu, Ulrich Horst · 2025 · advanced · portfolio management
portfolio management · portfolio optimization · stochastic processes
Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
Xun Yu Zhou, Yanwei Jia, Yilie Huang · 2024 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · reinforcement learning
Mean-field approximations in insurance
Philipp C. Hornung · 2025 · advanced · risk management
jump processes · stochastic processes
Mean-field equilibrium of heterogeneous agents under market impact
Joseph Leclère, Mathieu Rosenbaum · 2026 · advanced · quantitative trading
market microstructure · mathematical finance · stochastic processes
Mean-field equilibrium price formation under single-default risk
Masashi Sekine · 2026 · advanced · stochastic calculus
asset pricing · jump processes · stochastic differential equations · stochastic processes
Mean-field equilibrium price formation with exponential utility
Masaaki Fujii, Masashi Sekine · 2023 · advanced · portfolio management
asset pricing · mathematical finance
Mean-field game of mean-variance portfolio optimization with peer-based risk aversion
Sheng Wang, Weilun Cheng, Xiang Yu · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Mean-field Libor market model and valuation of long term guarantees
Eva Kienbacher, Florian Gach, Gabriel Schachinger · 2023 · advanced · fixed income
interest rates · stochastic differential equations · term structure models
Mean-Field Microcanonical Gradient Descent
Joakim Andén, Marcus Häggbom, Morten Karlsmark · 2024 · advanced · machine learning
machine learning · optimization
Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns
Masaaki Fujii · 2025 · advanced · other
asset pricing · financial economics · mathematical finance
Mean-Field Price Formation on Trees with Multi-Population and Non-Rational Agents
Masaaki Fujii · 2025 · advanced · stochastic calculus
asset pricing · mathematical finance
Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
Kiyoshi Kanazawa, Taiki Wakatsuki · 2025 · advanced · quantitative trading
market microstructure
Mean-Reverting SABR Models: Closed-form Surfaces and Calibration for Equities
V. Perederiy · 2025 · advanced · options
model calibration · stochastic processes · volatility surface
Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach
Areski Cousin, Jérôme Lelong, Tom Picard · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · transaction costs
Mean-variance hybrid portfolio optimization with quantile-based risk measure
Jianjun Gao, Ke Zhou, Weiping Wu · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Mean-Variance Optimization for Participating Life Insurance Contracts
Felix Fießinger, Mitja Stadje · 2024 · advanced · portfolio management
insurance · optimization · portfolio management · portfolio optimization
Mean-Variance Optimization in Ambiguous Financial Markets with Learning
Anne MacKay, Nicole Bäuerle · 2026 · advanced · portfolio management
bayesian statistics · mathematical finance · portfolio management · portfolio optimization
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique · 2001 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management
Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach
Xiaomin Shi, Zuo Quan Xu · 2024 · advanced · portfolio management
jump processes · mathematical finance · optimization · portfolio management · portfolio optimization · stochastic calculus
Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
Duy Khanh Lam · 2024 · advanced · portfolio management
portfolio management · portfolio optimization
Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients
Hanqing Jin, Shaolin Ji, Xiaomin Shi · 2017 · advanced · portfolio management
optimization · portfolio optimization · stochastic calculus · stochastic differential equations
Mean-Variance Stackelberg Games with Asymmetric Information
Shihao Zhu, Yu-Jui Huang · 2025 · advanced · portfolio management
financial economics · mathematical finance · optimization · portfolio management · portfolio optimization · stochastic calculus
Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)
Allen, D., Lizieri, C., Satchell, S. · 2012 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
Measuring and forecasting financial variability using realised variance with and without a model
Bent Nielsen, Carla Ysusi, Neil Shephard · 2002 · advanced · time series
stochastic processes · time series · volatility forecasting
Measuring and Managing Carbon Risk in Investment Portfolios
Frédéric Lepetit, Takaya Sekine, Thierry Roncalli · 2020 · advanced · portfolio management
factor investing · portfolio optimization · risk management
Measuring Arbitrage Losses and Profitability of AMM Liquidity
Andrea Canidio, Robin Fritsch · 2024 · intermediate · quantitative trading
liquidity · market making
Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
Danning Sui, Fei Wu, Mallesh Pai · 2025 · advanced · quantitative trading
decentralized finance
Measuring DeFi Risk
Ibrahima Sall, Jeremy Bertomeu, Xiumin Martin · 2026 · intermediate · risk management
cryptocurrencies · decentralized finance · systemic risk
Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits
Claudio J. Tessone, Yu Zhang · 2025 · advanced · quantitative trading
algorithms · convex optimization · market efficiency · optimization
Measuring Factor Exposures: Uses and Abuses
Adrienne Ross, Ronen Israel · 2017 · intermediate · portfolio management
factor investing
Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
Francis X. Diebold, Kamil Yilmaz · 2007 · intermediate · time series
econometrics · equity markets · time series
Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation
Cyriac Guillaumin, Salem Boubakri · 2026 · intermediate · statistics
asset pricing · capm · equity markets · financial economics
Measuring Financial Resilience Using Backward Stochastic Differential Equations
Emanuela Rosazza Gianin, Marco Zullino, Matteo Ferrari · 2025 · advanced · risk management
stochastic calculus · stochastic differential equations
Measuring Interest Rates as Determined by Thrift and Productivity
Choi, Woon Gyu, Wen, Yi · 2000 · advanced · fixed income
interest rates · time series
Measuring Learned Monotone Temporal Aggregation at Matched Admissibility
Yew Lee Tan · 2026 · advanced · risk management
machine learning · neural networks · time series
Measuring market liquidity risk - which model works best?
Ernst, Cornelia, Kaserer, Christoph, Stange, Sebastian · 2009 · intermediate · risk management
backtesting · liquidity risk · risk management
Measuring Name Concentrations through Deep Learning
Eva Lütkebohmert, Julian Sester · 2024 · advanced · risk management
credit risk · deep learning · machine learning · monte carlo simulation · neural networks
Measuring price impact and information content of trades in a time-varying setting
F. Campigli, F. Lillo, G. Bormetti · 2022 · advanced · quantitative trading
market microstructure · time series
Measuring Sentiment News with Transformer-Based Language Models
Caterina Giannetti, Chiara Ongari, Giampiero M. Gallo · 2026 · intermediate · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing
Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
Frank Fabozzi, Nolan Alexander · 2026 · intermediate · portfolio management
factor investing · risk management
Measuring Systemic Risk
Thomas Philippon, Viral V. Acharya · 2010 · advanced · risk management
systemic risk
Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes
Marsh, Terry A., Wagner, Niklas · 2003 · advanced · statistics
extreme value theory · garch · statistics
Measuring the engine of a liquidation cascade: subcritical branching inside a first-order transition
Ramon Marc Garcia Seuma · 2026 · advanced · risk management
cryptocurrencies
Measuring the Financial Sophistication of Households
Calvet, Lauren E., Campbell, John, Sodini, Paolo · 2009 · intermediate · portfolio management
behavioral finance · financial economics
Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data
Alain Mermoud, Dimitri Percia David, Loïc Maréchal · 2024 · intermediate · statistics
asset pricing · equity valuation · statistics
Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
Pierpaolo Uberti · 2026 · advanced · risk management
linear algebra · portfolio management
Measuring time-varying economic fears with consumption-based stochastic discount factors
Belén Nieto, Gonzalo Rubio · 2007 · advanced · time series
asset pricing · financial economics
Measuring Trade Direction in a Prediction Market: Settlement Ground Truth and Trading-Cost Measurement on Polymarket
Philipp D. Dubach · 2026 · advanced · quantitative trading
market microstructure · transaction costs
Measuring Transition Risk in Investment Funds
Ricardo Crisostomo · 2022 · intermediate · risk management
risk management
Mechanism Design for Investment Regulation under Herding
H. Vicky Zhao, Huisheng Wang · 2026 · advanced · risk management
optimization
Mechanisms of information communication and market price movements. The case of SP 500 market
Grzegorz Rzadkowski, Inga Ivanova · 2025 · intermediate · time series
time series
Media abnormal tone, earnings announcements, and the stock market
David Ardia, Keven Bluteau, Kris Boudt · 2021 · intermediate · statistics
equity markets
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit
Manuela Pedio, Massimo Guidolin · 2020 · advanced · time series
garch · time series · volatility forecasting
Media-based climate risks and international corporate bond market
Laurens A. P. Swinkels, Miloš Vulanović, Nebojsa Dimic · 2024 · intermediate · fixed income
credit markets · fixed income
Mediating Financial Intermediation
Aymeric Bellon, Louis-Marie Harpedanne de Belleville, Noémie Pinardon-Touati · 2021 · advanced · risk management
causal inference · credit markets
Memory-Induced Supra-Competitive Outcomes Between Deep Reinforcement Learning Agents in Optimal Trade Execution
Carlo Campajola, Christos Spyridon Koulouris · 2026 · advanced · quantitative trading
deep learning · machine learning · optimal execution · reinforcement learning
Memory, Roughness, and Information Persistence in Financial Markets: A Structural Approach to Volatility Forecasting
Akash Deep, Nicholas Appiah, Svetlozar T. Rachev · 2026 · advanced · time series
rough volatility · statistics · time series · volatility forecasting
Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change?
Florian Zimmermann, Katrin Gödker, Paul Smeets · 2024 · advanced · statistics
statistics
Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?
Florian Zimmermann, Katrin Gödker, Paul Smeets · 2024 · intermediate · statistics
asset pricing
Mental Models of the Stock Market
Johannes Wohlfart, Peter Andre, Philipp Schirmer · 2024 · intermediate · other
other
Merton's Problem with Recursive Perturbed Utility
Min Dai, Xun Yu Zhou, Yanwei Jia · 2026 · advanced · portfolio management
mathematical finance · partial differential equations · portfolio optimization · stochastic calculus
Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study
Boris Gutkin, Johann Lussange, Stefano Palminteri · 2024 · advanced · machine learning
machine learning · market microstructure · reinforcement learning
Mesuring Liquidity Mismatch in the Banking Sector
Bai, Jennie, Krishnamurthy, Arvind, Weymuller, Charles-Henri · 2015 · intermediate · risk management
banking · liquidity · liquidity risk
Meta-Learning Neural Process for Implied Volatility Surfaces with SABR-induced Priors
Jirong Zhuang, Xuan Wu · 2025 · advanced · options
deep learning · machine learning · neural networks · volatility surface
Meta-model of a large credit risk portfolio in the Gaussian copula model
Clément Rey, Emmanuel Gobet, Florian Bourgey · 2020 · advanced · risk management
copulas · credit risk · numerical methods · risk management
Metaheuristic Approach to Solve Portfolio Selection Problem
Taylan Kabbani · 2022 · intermediate · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
Method of Moments Estimation for Affine Stochastic Volatility Models
Jian-Qiang Hu, Xiangyu Yang, Yan-Feng Wu · 2024 · advanced · statistics
mathematical finance · statistical inference · stochastic processes
Methodology of measuring performance in alternative investment
Alexis Bonnet, Isabelle Nagot · 2005 · intermediate · portfolio management
portfolio management
Metropolitan financial agents and the emergence of inter-regional financial linkages in England and Japan, 1760-1860
Ishizu, Mina · 2021 · intermediate · risk management
credit markets
Meyer risk measures
Christian Laudagé, Felix-Benedikt Liebrich · 2025 · advanced · risk management
risk management
Micro frictions, asset pricing, and aggregate implications
Favilukis, Jack, Lin, Xiaoji · 2011 · advanced · other
asset pricing · financial economics
Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931
Kristian Blickle, Markus Brunnermeier, Stephan Luck · 2020 · intermediate · risk management
banking · liquidity
Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
Alan Kirman, Gilles Teyssière · 2001 · advanced · time series
behavioral finance · time series
Microfinance Games
Dean Karlan, Jonathan Morduch, Pamela Jakiela · 2006 · intermediate · risk management
risk management
Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents
Bence Toth, Iacopo Mastromatteo, Michael Benzaquen · 2022 · advanced · time series
garch · market microstructure
Microscopic models for long ranged volatility correlations
Irene Giardina, Jean-Philippe Bouchaud, Marc Mézard · 2001 · intermediate · time series
stochastic processes
Microstructural Foundation for the Rough Hawkes--Heston Model
Lingjiong Zhu, Yingli Wang, Yinhao Wu · 2026 · advanced · stochastic calculus
jump processes · market microstructure · rough volatility · stochastic processes
Microstructural Foundation of Rough Log-Normal Volatility Models
Paul P. Hager, Thomas Wagenhofer, Ulrich Horst · 2026 · advanced · derivatives
market microstructure · rough volatility · stochastic processes
Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets
Mahya Karbalaii · 2025 · intermediate · quantitative trading
cryptocurrencies · market microstructure
Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9
Jean Jacod, Mark Podolskij, Mathias Vetter · 2007 · advanced · statistics
market microstructure · statistical inference · statistics
Migration and cross-border equity portfolio flows
Hillel Rapoport, Maurice Kugler · 2011 · intermediate · statistics
equity markets
Migration and Cross-Border Financial Flows
Hillel Rapoport, Maurice Kugler, Oren Levintal · 2015 · intermediate · statistics
financial economics
Mild to classical solutions for XVA equations under stochastic volatility
Alexander Kalinin, Damiano Brigo, Federico Graceffa · 2021 · advanced · derivatives
credit risk · derivatives · martingales · partial differential equations · stochastic differential equations · stochastic processes
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
Kai Zheng, Liwei Deng, Tianfu Wang · 2024 · advanced · portfolio management
financial machine learning · machine learning · optimization · portfolio management · portfolio optimization · risk management
Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model
Marcos Escobar-Anel, Michel Kschonnek, Rudi Zagst · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization · stochastic processes
Mind Your Language: Market Responses to Central Bank Speeches
Christopher J. Neely, Deniz Erdemlioglu, Maximilian Ahrens · 2023 · advanced · machine learning
machine learning · natural language processing · tail risk
Mini-symposium on automatic differentiation and its applications in the financial industry
Adil Reghai, Barak Pearlmutter, Charles-Albert Lehalle · 2017 · advanced · risk management
numerical methods
Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
Adamantios Ntakaris, Gbenga Ibikunle · 2024 · advanced · machine learning
high frequency trading · machine learning · reinforcement learning
Minimal Kullback-Leibler Divergence for Constrained Lévy-Itô Processes
Leandro Sánchez-Betancourt, Sebastian Jaimungal, Silvana M. Pesenti · 2022 · advanced · stochastic calculus
jump processes · optimization · probability · stochastic processes
Minimal Shortfall Strategies for Liquidation of a Basket of Stocks using Reinforcement Learning
Moustapha Pemy, Na Zhang · 2025 · advanced · quantitative trading
algorithmic trading · optimal execution · optimization · reinforcement learning · stochastic processes
Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance
Ankita Chatterjee, Graeme Baker · 2025 · advanced · risk management
jump processes · stochastic processes
Minimizing Benchmark-Relative Drawdown Duration via Occupation Time Penalization
Jun Sekine, Marcus Wunsch · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic processes
Minimizing shortfall
Lisa R. Goldberg, Michael Y. Hayes, Ola Mahmoud · 2013 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Minimizing the Value-at-Risk of Loan Portfolio via Deep Neural Networks
Albert Di Wang, Ye Du · 2025 · advanced · risk management
credit risk · deep learning · machine learning · neural networks · portfolio management · risk management
Mining Financial Data using Mixtures of Mirrored Weibull Distributions
Sharon X. Lee, Zijun Jia · 2026 · intermediate · risk management
risk management · statistics
MintEval: Do LLMs Implement the Trading Strategy You Asked For? A Behavioural-Equivalence Benchmark for Natural-Language-to-Strategy Code
Siyu Wang, Yifan Wang, Yuecheng He · 2026 · advanced · programming
algorithmic trading · large language models · natural language processing · programming
Mirror Descent Algorithms for Risk Budgeting Portfolios
Adil Rengim Cetingoz, Martin Arnaiz Iglesias, Noufel Frikha · 2024 · advanced · portfolio management
convex optimization · numerical methods · optimization · portfolio management · portfolio optimization
Mislearning of Factor Risk Premia under Structural Breaks: A Misspecified Bayesian Learning Framework
Yimeng Qiu · 2026 · advanced · statistics
asset pricing · bayesian statistics
Missing Data Imputation With Granular Semantics and AI-driven Pipeline for Bankruptcy Prediction
Debarati Chakraborty, Ravi Ranjan · 2024 · advanced · machine learning
machine learning
Missing information and asset allocation
Jean-Philippe Bouchaud, Jean-Pierre Aguilar, Marc Potters · 1997 · intermediate · portfolio management
portfolio management · portfolio optimization
Missing Values Handling for Machine Learning Portfolios
Andrew Y. Chen, Jack McCoy · 2022 · intermediate · machine learning
financial machine learning · machine learning · portfolio management
Mitigating Adverse Selection in Concentrated Liquidity AMMs with Dynamic Fees: An Agent-Based Model Approach
Daniele Maria Di Nosse, Fabrizio Lillo · 2026 · advanced · quantitative trading
liquidity · market microstructure
Mitigating Decentralized Finance Liquidations with Reversible Call Options
Arthur Gervais, Jens Ernstberger, Kaihua Qin · 2023 · advanced · risk management
decentralized finance
Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction
Hyunwoo Lee, Jaemin Hong, Jihyeong Jeon · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Mitigating Extremal Risks: A Network-Based Portfolio Strategy
Qian Hui, Tiandong Wang · 2024 · advanced · portfolio management
extreme value theory · financial networks · portfolio optimization · risk management
Mitigating Financial Risk from Climate-Induced Agricultural Price Volatility
Abbinav Sankar Kailasam, Anirban Chakraborti, Anish Rai · 2025 · advanced · time series
garch · insurance · time series · volatility forecasting
Mixing Constant Sum and Constant Product Market Makers
Alexander Port, Neelesh Tiruviluamala · 2022 · advanced · quantitative trading
market making
Mixing Financial Stress with GPT-4 News Sentiment Analysis for Optimal Risk-On/Risk-Off Decisions
Baptiste Lefort, Beatrice Guez, David Saltiel · 2024 · intermediate · quantitative trading
large language models · natural language processing · risk management
Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area
Alexander Rodnyansky, Christian Bittner, Farzad Saidi · 2024 · advanced · risk management
banking · interest rates
Mixing-Law Uncertainty in Multivariate Normal Mean-Variance Mixtures: Semi-parametric Estimation and Robust Cumulative-Prospect Decisions
Nuerxiati Abudurexiti · 2026 · advanced · portfolio management
optimization · portfolio management · statistical inference · statistics
Mixture-of-Experts for Cryptocurrency Order Execution: Training Stability, Tail Risk, and Failure Modes
Alexander Ardaiz, Ali Habibnia, Varun Budati · 2026 · advanced · quantitative trading
cryptocurrencies · financial machine learning · machine learning · reinforcement learning
Mixture-Preserving, Arbitrage-Free Interpolation for Volatility-Surface Models
Thijs van den Berg · 2026 · advanced · options
derivatives · option pricing · volatility surface
MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
Boris Ter-Avanesov, Homayoon Beigi · 2024 · advanced · options
deep learning · derivatives · machine learning · model calibration · neural networks · option pricing
MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
Fei Wu, Jacky Keung, Jianping Zhu · 2025 · advanced · quantitative trading
algorithmic trading · deep learning · financial machine learning · large language models · machine learning · neural networks
Moate Simulation of Stochastic Processes
Michael E. Mura · 2022 · advanced · stochastic calculus
numerical methods · stochastic differential equations · stochastic processes
Mobile Banking: The Impact of M-Pesa in Kenya
David N. Weil, Isaac Mbiti · 2011 · intermediate · other
banking
Mobile money agent interoperability and liquidity management
Bouvard, Matthieu, Casamatta, Catherine · 2024 · intermediate · risk management
liquidity · liquidity risk
Mobile Money, Interoperability and Financial Inclusion
Lorenzo Spadavecchia, Markus K. Brunnermeier, Nicola Limodio · 2023 · intermediate · other
other
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M.H., Schleicher, C., Zaffaroni, P. · 2008 · advanced · risk management
model risk · risk management · statistics
Model Combination in Risk Sharing under Ambiguity
Emma Kroell, Sebastian Jaimungal, Silvana M. Pesenti · 2025 · advanced · risk management
model risk · optimization · stochastic processes
Model independent WWR for regulatory CVA and for accounting CVA and FVA
Benjamin Poncet, Chris Kenyon, Mourad Berrahoui · 2020 · advanced · risk management
credit risk · derivatives · model calibration · risk management
Model Predictive Control For Trade Execution
Alexandros Tasos, Andrey Ushenin, Chihang Wang · 2026 · advanced · quantitative trading
algorithmic trading · liquidity · optimal execution · optimization
Model Risk Analysis for Entropic Hedging Strategies
Paul McCloud · 2026 · advanced · derivatives
derivatives · model risk · risk management
Model Selection and Testing of Conditional and Stochastic Volatility Models
Caporin, M., McAleer, M.J. · 2010 · advanced · time series
garch
Model Validation of Agentic AI Systems: A POMDP-Based Framework for Belief-State, Forecast, and Policy Validation
Matthew Francis Dixon · 2026 · advanced · risk management
bayesian statistics · model risk · risk management
Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization
Ilya Kulyatin, Joon Sern Lee, Pengqian Yu · 2019 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · optimization · portfolio management · reinforcement learning
Model-based financial regulations impair the transition to net-zero carbon emissions
Beinhocker, Eric, Carr, Ben, Fry, Sophie · 2024 · intermediate · risk management
banking
Model-based gym environments for limit order book trading
Joseph Jerome, Leandro Sanchez-Betancourt, Martin Herdegen · 2022 · advanced · quantitative trading
algorithmic trading · reinforcement learning
Model-free bounds for multi-asset options using option-implied information and their exact computation
Antonis Papapantoleon, Ariel Neufeld, Qikun Xiang · 2020 · advanced · options
derivatives · option pricing
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
Gabriel Turinici, Pierre Brugière · 2025 · intermediate · options
deep learning · derivatives · machine learning · neural networks · option pricing · options hedging
Model-Free Market Risk Hedging Using Crowding Networks
Fei He, Igor Halperin, Jiayu Liu · 2023 · intermediate · risk management
financial networks · market risk · portfolio management · risk management
Model-Free Passive Execution via Order-Level Shadowing
Vincent Maciejewski · 2026 · advanced · quantitative trading
algorithmic trading · liquidity · market microstructure · optimal execution
Model-free portfolio allocation in continuous-time
Henry Chiu · 2024 · advanced · portfolio management
mathematical finance · partial differential equations · portfolio management
Model-free trading and hedging with continuous price paths
Tigran Atoyan · 2018 · advanced · options
derivatives · mathematical finance · options hedging · partial differential equations · stochastic processes
Model-independent upper bounds for the prices of Bermudan options with convex payoffs
David Hobson, Dominykas Norgilas · 2025 · advanced · options
derivatives · martingales · mathematical finance · measure theory · optimization · option pricing
Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion
Patrick Geraghty · 2024 · advanced · stochastic calculus
brownian motion · stochastic processes
Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi
Bhaskar Krishnamachari, Hardhik Mohanty, Zhenbang Feng · 2024 · advanced · derivatives
decentralized finance · derivatives
Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions
Andrew J. Patton, Rogier Quaedvlieg, Tim Bollerslev · 2016 · advanced · time series
statistics · time series
Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion
Chen Zhang, Jun Yu, Markus Bibinger · 2025 · advanced · time series
brownian motion · statistical inference · stochastic processes · time series · volatility forecasting
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
Dick van Dijk, Martin P.E. Martens, Michiel D. De Pooter · 2004 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach
Demetrio Lacava · 2026 · advanced · risk management
econometrics · tail risk · time series
Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty
Cornelis W. Oosterlee, Lech A. Grzelak, Leonardo Perotti · 2024 · advanced · fixed income
derivatives · interest rates · optimization
Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory
Jiacheng Wu · 2025 · advanced · risk management
financial stability · optimization · partial differential equations · risk management · systemic risk
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
Haibo Wang · 2025 · advanced · risk management
banking · contagion · financial networks · financial stability · systemic risk
Modeling Bond Yields in Finance and Macroeconomics
Francis X. Diebold, Glenn D. Rudebusch, Monika Piazzesi · 2005 · advanced · fixed income
fixed income · interest rates · term structure models
Modeling Corporate Bond Returns
Diogo Palhares, Seth Pruitt · 2020 · advanced · fixed income
asset pricing · fixed income
Modeling credit risk with partial information
Cetin, Umut, Jarrow, R., Protter, P. · 2004 · advanced · risk management
brownian motion · credit risk · martingales · stochastic calculus · stochastic processes
Modeling dependence in sparse time series of Insurance Claims
Michele Domenico Massaria, Pietro Manzoni, Roberto Baviera · 2026 · advanced · risk management
copulas · insurance · statistics · time series
Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
Clément Fernandes, Dorinel Bastide, Nikeethan Selvaratnam · 2026 · advanced · risk management
model calibration · statistics · time series
Modeling Dynamic Correlation Matrices with Shrinkage Priors
Daniel Andrew Coulson, David S. Matteson, Martin T. Wells · 2026 · advanced · time series
bayesian statistics · statistical inference · statistics · time series
Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data
Ito, Ryoko · 2013 · advanced · time series
statistics
Modeling electricity spot prices - Combining mean-reversion, spikes and stochastic volatility
Mayer, Klaus, Schmid, Thomas, Weber, Florian · 2011 · advanced · time series
stochastic processes
Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions
Hongjuan Zhou, Kenneth Q. Zhou · 2025 · advanced · stochastic calculus
brownian motion · interest rates · stochastic processes
Modeling financial analysts’ decision making via the pragmatics and semantics of earnings calls
Amanda Stent, Katherine A. Keith · 2019 · advanced · machine learning
natural language processing
Modeling financial time series with $φ^{4}$ quantum field theory
Arabella Schelpe, David S. Berman, Dimitrios Bachtis · 2025 · advanced · time series
time series
Modeling interest rate swap volatility with GARCH processes
Michał Balcerek, Michał Wronka · 2026 · advanced · time series
fixed income · garch · interest rates · time series · volatility forecasting
Modeling liquidity effects in discrete time
Cetin, Umut, Rogers, L.C.G. · 2007 · advanced · portfolio management
liquidity · liquidity risk · martingales · optimization · portfolio management · stochastic processes
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
Andreas Veneris, Jeffrey Klinck, Panagiotis Michalopoulos · 2025 · advanced · options
derivatives · mathematical finance · option pricing
Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets
Lisandro Fermin, Rolando Rubilar-Torrealba, Soledad Torres · 2025 · advanced · risk management
stochastic processes
Modeling metaorder impact with a Non-Markovian Zero Intelligence model
Adele Ravagnani, Fabrizio Lillo · 2025 · advanced · quantitative trading
market microstructure
Modeling News Interactions and Influence for Financial Market Prediction
Mengyu Wang, Shay B. Cohen, Tiejun Ma · 2024 · advanced · machine learning
financial machine learning
Modeling of Measurement Error in Financial Returns Data
Ajay Jasra, Aleksandar Mijatović, Mohamed Maama · 2024 · advanced · stochastic calculus
stochastic processes
Modeling portfolio loss distribution under infectious defaults and immunization
Gabriele Torri, Gianluca Farina, Rosella Giacometti · 2025 · advanced · risk management
algorithms · contagion · credit risk
Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index
Masoud Ataei · 2025 · advanced · time series
regression · statistics · time series · volatility forecasting
Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach
Anani Lotsi, Dennis Lartey Quayesam, Felix Okoe Mettle · 2024 · intermediate · time series
brownian motion · statistics · stochastic processes
Modeling Stock Return Distributions and Pricing Options
Xinxin Jiang · 2025 · advanced · options
jump processes · mathematical finance · option pricing · stochastic processes
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
Andrey Sarantsev, James A. Spiker, Tomasz J. Kozubowski · 2026 · advanced · statistics
statistical inference · statistics
Modeling structure and credit risk of the economy: a multilayer bank-firm network approach
Anna Mancini, Giulio Cimini, Soumen Majhi · 2026 · advanced · risk management
banking · contagion · credit risk · financial networks · stress testing · systemic risk
Modeling the Conditional Covariance between Stock and Bond Returns
Marquering, W.A., de Goeij, P. · 2002 · advanced · time series
econometrics · garch · statistics · time series
Modeling the impact of Climate transition on real estate prices
Lionel Sopgoui · 2024 · advanced · risk management
housing markets · mathematical finance · real estate · stochastic processes
Modeling the Interactions between Volatility and Returns
Andrew Harvey, Rutger-Jan Lange · 2015 · advanced · time series
garch · statistics · time series
Modeling the risks within the protocol Aave, with an application to portfolio allocation
Emmanuel Gobet, Louis Latournerie · 2026 · advanced · risk management
decentralized finance · risk management · stochastic processes
Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Markku Lanne, Pentti Saikkonen · 2001 · advanced · time series
econometrics · garch · interest rates · time series
Modeling the Volatility in Global Fertilizer Prices
Chang, C-L., Chen, C-C., Chen, P-Y. · 2010 · intermediate · time series
econometrics · garch · time series
Modeling the yield curve of Burundian bond market by parametric models
David Niyukuri, Irène Irakoze, Menus Nkurunziza · 2023 · intermediate · fixed income
interest rates · term structure models
Modeling Trade Durations under Temporal Granularity Effects in Forex Markets
Vladimír Holý · 2026 · advanced · time series
econometrics · foreign exchange · statistics · time series
Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK
Janine Aron, John Muellbauer · 2016 · advanced · risk management
credit risk · econometrics · housing markets · time series
Modelling and Forecasting Multivariate Realized Volatility
Roxana Chiriac, Valeri Voev · 2008 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Modelling and Forecasting Noisy Realized Volatility
Asai, M., McAleer, M.J., Medeiros, M. · 2011 · advanced · time series
econometrics · monte carlo simulation · volatility forecasting
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
Jennifer Castle, Takamitsu Kurita · 2019 · advanced · time series
econometrics · foreign exchange · time series
Modelling and Forecasting UK Mortgage Arrears and Possessions
Janine Aron, John Muellbauer · 2010 · advanced · risk management
econometrics · time series
Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model
Carlo A. Favero · 2012 · advanced · time series
econometrics · time series
Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models
Dennis Koch, Vahidin Jeleskovic, Zahid I. Younas · 2024 · advanced · time series
garch · time series · volatility forecasting
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
Chang, C-L., McAleer, M.J., Tian, J. · 2016 · advanced · time series
econometrics · time series
Modelling and valuation of catastrophe bonds across multiple regions
Krzysztof Burnecki, Marek Teuerle, Martyna Zdeb · 2025 · advanced · risk management
copulas · insurance · monte carlo simulation
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, C-L., Khamkaew, T., McAleer, M.J. · 2009 · advanced · time series
garch · time series
Modelling Financial Market Imperfection Using Open Quantum Systems
Will Hicks · 2025 · advanced · stochastic calculus
probability
Modelling financial volume curves with hierarchical Poisson processes
Abhinav Pandey, Creighton Heaukulani, Lancelot F. James · 2024 · advanced · quantitative trading
bayesian statistics · stochastic processes · time series
Modelling forward looking returns and combining traditional and alternative benchmarks
CFM · 2016 · intermediate · portfolio management
portfolio management · trend following
Modelling High-Frequency Data with Bivariate Hawkes Processes: Power-Law vs. Exponential Kernels
Neal Batra · 2025 · advanced · quantitative trading
high frequency trading · stochastic processes
Modelling intensities of order flows in a limit order book
Ioane Muni Toke, Nakahiro Yoshida · 2016 · advanced · quantitative trading
market microstructure · statistical inference · stochastic processes
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
Chang, C-L., McAleer, M.J., Tansuchat, R. · 2012 · advanced · time series
commodities · econometrics · garch · time series
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH
Ruiz Ortega, Esther, Veiga, Helena · 2006 · advanced · time series
garch · statistics · stochastic processes · time series
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing, Wang, Mingjin, Yao, Qiwei · 2008 · advanced · time series
econometrics · garch · statistical inference · statistics · time series
Modelling multivariate volatilities via latent common factors
Gao, Jing, Li, Kunpeng, Li, Weiming · 2016 · advanced · time series
econometrics · statistics · time series
Modelling Prepayment and Default under Changing Credit Market Conditions for a Net Present Value Analysis
Quirini Giovanni, Quirini Lorenzo, Vannucci Luigi · 2025 · advanced · risk management
banking · credit risk · stochastic processes
Modelling Regime Shifts in Continuous Intraday Electricity Markets with State-dependent Hawkes Processes
Axel Naumann, Ayoub Jhabli, Bedir Tekinerdogan · 2026 · advanced · quantitative trading
liquidity · market microstructure · stochastic processes
Modelling Robust Lending Decisions under Climate Scenario Ambiguity: A Minimax-Regret Framework with NGFS Short-Term Scenarios
Marina Palaisti · 2026 · advanced · risk management
climate finance · credit risk · optimization · risk management
Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
Clive G. Bowsher · 2005 · advanced · statistics
econometrics · market microstructure · stochastic processes
Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
Malik, Sheheryar, Pitt, Michael K. · advanced · time series
jump processes · numerical methods · statistical inference · stochastic processes
Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves
Francisco Rivadeneyra, Jianjian Jin, Lukasz Pomorski · 2013 · intermediate · portfolio management
foreign exchange · liquidity · portfolio management · risk management
Modelling the composition of personal sector wealth in the United Kingdom
Blake, David · 2003 · intermediate · portfolio management
econometrics · financial economics · pensions
Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
Arno Botha, Roland Breedt, Tanja Verster · 2025 · advanced · risk management
credit risk · regression · statistics
Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary
Christian M. Dahl, Emma M. Iglesias · 2009 · advanced · time series
garch · statistics · time series
Modelling time-varying volatility interactions
Cristina Amado, Susana Campos-Martins · 2021 · advanced · time series
garch · statistics · time series
Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution
Will Hicks · 2024 · advanced · stochastic calculus
stochastic calculus · stochastic processes
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
Pesaran, B., Pesaran, M.H. · 2007 · advanced · time series
statistics · time series
Modelling Volatility by Variance Decomposition
Cristina Amado, Timo Teräsvirta · 2011 · advanced · time series
garch · statistics · time series
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
Chang, C-L., McAleer, M.J., Wang, Y-A. · 2016 · advanced · time series
commodities · econometrics · time series
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
Chang, C-L., McAleer, M.J., Wang, Y-A. · 2016 · advanced · time series
commodities · econometrics · time series
Models for the Impact of All Order Book Events
Jean‐Philippe Bouchaud, Julien Kockelkoren, Zoltán Eisler · 2011 · advanced · quantitative trading
market microstructure
Models of Financial Stability and Their Application in Stress Tests
Aymanns, Christopher, Farmer, J. Doyne, Kleinnijenhuis, Alissa · 2018 · advanced · risk management
contagion · financial networks · financial stability · stress testing · systemic risk
Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound
Damian S. Steiger, George Woodman, Helmut G. Katzgraber · 2025 · advanced · risk management
insurance · numerical methods · optimization
MODERN LIBOR MARKET MODELS: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING
Fabio Mercurio · 2010 · advanced · fixed income
fixed income · interest rates · term structure models
Modern Portfolio Diversification with Arte-Blue Chip Index
Maxime L. D. Nicolas, Simon Levy · 2024 · intermediate · portfolio management
portfolio management
Modulated Information Flows in Financial Markets
Andrea Macrina, Edward Hoyle, Levent A. Mengütürk · 2017 · advanced · stochastic calculus
jump processes · martingales · option pricing · stochastic processes
Moment Explosions in the Rough Heston Model
Arpad Pinter, Christoph Gerstenecker, Stefan Gerhold · 2018 · advanced · stochastic calculus
mathematical finance · rough volatility · stochastic processes
Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture Lévy Motions
Dongdong Hu, Hasanjan Sayit, Svetlozar T. Rachev · 2021 · advanced · options
derivatives · option pricing · stochastic processes
Momentum and Turnover: Evidence from the German Stock Market
Glaser, Markus, Weber, Martin · 2002 · intermediate · quantitative trading
momentum
Momentum Crashes
Tobias J. Moskowitz · 2016 · intermediate · quantitative trading
asset pricing · momentum
Momentum in Japan: The Exception That Proves the Rule
Cliff Asness · 2011 · intermediate · quantitative trading
momentum
Momentum in the UK stock market
Hon, Mark T., Tonks, Ian · 2002 · intermediate · quantitative trading
equity markets · momentum
Momentum Strategies with L1 Filter
CFM · 2014 · advanced · time series
backtesting · momentum · time series · trend following
Momentum-integrated Multi-task Stock Recommendation with Converge-based Optimization
Chuanhui Yang, Hao Wang, Jingshu Peng · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · momentum
Monetary easing and financial instability
Acharya, Viral, Plantin, Guillaume · 2017 · advanced · risk management
financial stability
Monetary Easing, Investment and Financial Instability
Guillaume Plantin, Viral Acharya · 2019 · advanced · risk management
economic policy · financial stability
Monetary information arrivals and intraday exchange rate volatility: A comparison of the GARCH and the EGARCH models
Darmoul Mokhtar, Nizar Harrathi · 2007 · intermediate · time series
foreign exchange · garch · time series · volatility forecasting
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?
Alexander Berglund, Manuela Pedio, Massimo Guidolin · 2018 · intermediate · statistics
econometrics · hedge funds · hypothesis testing
Monetary policy and asset price bubbles: a laboratory experiment
Charles N. Noussair, Giovanni Giusti, Jordi Galí · 2020 · intermediate · risk management
asset pricing · economic policy · financial economics
Monetary Policy and Asset Prices: What Role for Central Banks in New EU Member States?
Frait, Jan, Komarek, Lubos · 2006 · intermediate · risk management
risk management
Monetary policy and bank profitability in a low interest rate environment
Carlo Altavilla, José-Luis Peydró, Miguel Boucinha · 2018 · intermediate · risk management
banking · interest rates
Monetary policy and bank profitability in a low interest rate environment: a follow-up and a rejoinder
Goodhart, C. A. E., Kabiri, Ali · 2019 · intermediate · risk management
banking · economic policy · financial economics · interest rates
Monetary Policy and Bond Option Pricing in an Analytical RBC Model
Söderlind, Paul · 2003 · advanced · options
economic policy · fixed income · option pricing
Monetary Policy and Endogenous Financial Crises
Cristina Manea, Fabrice Collard, Frédéric Boissay · 2023 · advanced · risk management
economic policy · financial stability
Monetary policy and financial markets: evidence from Twitter traffic
Davide Romelli, Donato Masciandaro, Gaia Rubera · 2021 · intermediate · machine learning
machine learning · natural language processing
Monetary Policy and Market Interest Rates
Ellingsen, Tore, Söderström, Ulf · 1999 · advanced · fixed income
interest rates
Monetary policy and rational asset price bubbles
Jordi Galí · 2013 · advanced · other
asset pricing · economic policy · interest rates
Monetary Policy and the Currency Denomination of Debt: A Tale of Two Equilibria
Andres Velasco, Roberto Chang · 2004 · advanced · risk management
financial economics · foreign exchange
Monetary policy at work: Security and credit application registers evidence
Andrea Polo, José-Luis Peydró, Sette Enrico · 2018 · advanced · risk management
banking · credit markets · liquidity
Monetary Policy Expectations at the Zero Lower Bound
Federal Reserve Bank of San Francisco, Glenn D. Rudebusch, Michael D. Bauer · 2015 · advanced · fixed income
fixed income · interest rates · term structure models · time series
Monetary Policy Rules and Foreign Currency Positions
Bianca De Paoli, Hande Küçük-Tuger, Jens Søndergaard · 2010 · advanced · portfolio management
economic policy · financial economics · foreign exchange
Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks' Performance
Bruno de Menna · 2021 · intermediate · risk management
banking · credit risk
Monetary transmission under competing corporate finance regimes = Transmisión monetaria bajo regímenes alternativos de finanzas corporativas
Gerba, Eddie, de Grauwe, Paul · 2017 · intermediate · other
banking · corporate finance · financial economics
Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News
Mykola Pinchuk · 2022 · intermediate · statistics
asset pricing · equity markets
Monetary versus macroprudential policies:causal impacts of interest rates andcredit controls in the era of the UKradcliffe report
Aikman, David, Bush, Oliver, Taylor, Alan M. · 2016 · advanced · risk management
causal inference · economic policy · interest rates
Money and Velocity During Financial Crises: From the Great Depression to the Great Recession
John V. Duca, Michael Bordo, Richard G. Anderson · 2016 · intermediate · risk management
banking · financial economics · time series
Money Illusion and Household Finance
Jean-Robert Tyran, Thomas A. Stephens · 2016 · intermediate · portfolio management
behavioral economics · behavioral finance
Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk
Duy-Minh Dang, German Nova Orozco, Peter A. Forsyth · 2026 · advanced · risk management
machine learning · neural networks · portfolio management · portfolio optimization · risk management · tail risk
Money, banking and financial markets
Aleksander Berentsen, David Andolfatto, Fernando M. Martin · 2017 · advanced · risk management
banking · financial economics
Monitoring a Common Agent: Implications for Financial Contracting
Khalil, Fahad, Martimort, David, Parigi, Bruno M. · 2004 · advanced · other
financial economics
Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI
Helena Chuliá, Jorge M. Uribe, Sabuhi Khalili · 2024 · advanced · risk management
deep learning · financial machine learning · foreign exchange · neural networks · systemic risk · time series
Monopoly Pricing of Weather Index Insurance
Tim J. Boonen, Wenyuan Li, Zixiao Quan · 2025 · advanced · risk management
insurance · optimization
Monopoly Unveiled: Telecom Breakups in the US and Mexico
C. Vladimir Rodríguez-Caballero, Daniel Ventosa-Santaulària, Fausto Hernández Trillo · 2024 · intermediate · time series
econometrics · equity markets · statistics · time series
Monotone 2D Integration Scheme for Mean-CVaR Optimization via Fourier-Trained Transition Kernels
Duy-Minh Dang, Hao Zhou · 2026 · advanced · portfolio management
numerical methods · optimization · portfolio optimization · stochastic processes
Monotonic mean-deviation risk measures
Qinyu Wu, Ruodu Wang, Xia Han · 2023 · advanced · risk management
risk management
Monotonicity of Normalized Implied-Volatility Coordinates under No-Arbitrage
Jian Sun · 2026 · advanced · options
option pricing
Monte Carlo pricing under fast mean-reverting stochastic volatility: the multi-scale limit epsilon to zero
Laurent Mertz, Olivier Pironneau · 2026 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic processes
Monte-Carlo Option Pricing in Quantum Parallel
Jingbo B Wang, Robert Scriba, Yuying Li · 2025 · advanced · options
derivatives · monte carlo simulation · option pricing
MOPO-LSI: A User Guide
David, Jasmine Xu, Kumar Neelotpal Shukla · 2023 · intermediate · portfolio management
esg · optimization · portfolio optimization · sustainable investing
Moral Hazard, Aggregate Risk and Nominal Linear Financial Contracts
Alessandro, CITANNA, Archishman, CHAKRABORTY · 1999 · advanced · risk management
financial economics
More Competition, Better Buyouts? When Private Equity Sponsors Compete for Deals
Kim, Y., Mayer, S., Wang, T. · 2026 · advanced · other
mergers and acquisitions
More hedging instruments may destabilize markets
Brock, W.A., Hommes, C.H., Wagener, F.O.O. · 2008 · advanced · derivatives
asset pricing · financial stability · reinforcement learning
More Social Security, Not Less
William Goetzmann · 2005 · advanced · risk management
insurance · portfolio management · portfolio optimization · risk management
More Statistical Properties of Order Books and Price Impact
Jean-Philippe Bouchaud, Marc Potters · 2004 · intermediate · quantitative trading
market microstructure · statistics
More stylized facts of financial markets: leverage effect and downside correlations
Jean‐Philippe Bouchaud, Marc Potters · 2001 · intermediate · time series
equity markets · time series
Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions
Helena Chuliá, Jorge M. Uribe, Montserrat Guillén · 2015 · advanced · risk management
copulas · statistics · time series
Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models
Andrew Lesniewski · 2026 · advanced · fixed income
stochastic differential equations · stochastic processes
Mortgage Contracts and Underwater Default
Scott Robertson, Yerkin Kitapbayev · 2020 · advanced · fixed income
option pricing · real estate
Mortgage hedging in fixed income markets
Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea · 2013 · advanced · fixed income
fixed income · interest rates · mortgage markets · term structure models
Mortgage risk and the yield curve
Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea · 2016 · advanced · fixed income
asset pricing · fixed income · interest rates · mortgage markets · term structure models
Mortgage-Rate-Adjusted Home Prices
Honggao Cao · 2022 · intermediate · statistics
housing markets
Most claimed statistical findings in cross-sectional return predictability are likely true
Andrew Y. Chen · 2022 · advanced · statistics
asset pricing · hypothesis testing · statistical inference · statistics
Most Efficient Homogeneous Volatility Estimators
A. Saichev, D. Sornette, V. Filimonov · 2009 · advanced · statistics
statistics · stochastic processes
MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading
Jinghao Zhang, Wenfang Xue, Xi Cheng · 2024 · advanced · quantitative trading
algorithmic trading · machine learning · reinforcement learning
MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading
Dexu Yu, Hanlin Zhang, Jianhui Wang · 2025 · advanced · machine learning
cryptocurrencies · large language models · machine learning · natural language processing
MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning
Jinhui Li, Junwei Su, Shan Wu · 2024 · advanced · quantitative trading
deep learning · financial machine learning · machine learning · neural networks · pairs trading · time series
Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution
Jérôme Lelong, Véronique Maume-Deschamps, William Thevenot · 2026 · advanced · portfolio management
deep learning · neural networks · optimization · portfolio management · portfolio optimization · risk management
Multi Scale Analysis of Nifty 50 Return Characteristics Valuation Dynamics and Market Complexity 1990 to 2024
Chandradew Sharma · 2025 · advanced · statistics
statistics · time series
Multi-Agent AI as a Nested Principal-Agent Problem in Private Wealth Management: Mandate Representation and Evidence Control in Switzerland, Germany and Austria
Florian Kollberg, Frank Reinhardt, Reinhard Magg · 2026 · advanced · portfolio management
portfolio management
Multi-Agent Analysis of Off-Exchange Public Information for Cryptocurrency Market Trend Prediction
Jinling Gan, Kairan Hong, Qiushi Tian · 2025 · advanced · machine learning
cryptocurrencies · financial machine learning · machine learning · natural language processing
Multi-Agent Regime-Conditioned Diffusion (MARCD) for CVaR-Constrained Portfolio Decisions
Ali Atiah Alzahrani · 2025 · advanced · portfolio management
convex optimization · machine learning · portfolio optimization · risk management
Multi-Agent Reinforcement Learning for Greenhouse Gas Offset Credit Markets
Liam Welsh, Sebastian Jaimungal, Udit Grover · 2025 · advanced · machine learning
climate finance · deep learning · neural networks · reinforcement learning
Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation
Chen Wang, Jin Fang, Michaël Karpe · 2020 · advanced · quantitative trading
algorithmic trading · market microstructure · optimal execution · reinforcement learning
Multi-agent simulation for pricing and hedging in a dealer market
Ganesh, Sumitra, Reddy, Prashant, Vadori, Nelson · 2019 · intermediate · quantitative trading
market making · risk management
Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies
Daksh Dave, Gauransh Sawhney, Vikhyat Chauhan · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Multi-asset and generalised Local Volatility. An efficient implementation
Louis Roth, Olivier Deloire · 2024 · advanced · options
numerical methods · option pricing · partial differential equations · stochastic differential equations
Multi-Asset Bubbles Equilibrium Price Dynamics
Francesco Cordoni · 2022 · advanced · other
asset pricing · financial economics
Multi-Asset Liquidation in Dark Pools with Adverse Selection
Guanxing Fu, Johannes Ruf, Xiaomin Shi · 2026 · advanced · quantitative trading
liquidity · market microstructure · optimal execution · optimization · stochastic differential equations · stochastic processes
Multi-asset market making under the quadratic rough Heston
Jianfei Zhang, Mathieu Rosenbaum · 2022 · advanced · quantitative trading
derivatives · market making · optimization · rough volatility
Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
Julia Ackermann, Mikhail Urusov, Thomas Kruse · 2025 · advanced · quantitative trading
market microstructure · optimal execution · optimization · stochastic processes
Multi-asset return risk measures
Christian Laudagé, Felix-Benedikt Liebrich, Jörn Sass · 2024 · advanced · risk management
mathematical finance · risk management
Multi-Credit Calibration via Elastically Stopped Lévy Processes
Agostino Capponi, Graeme Baker · 2026 · advanced · derivatives
credit derivatives · credit risk · jump processes · mathematical finance · model calibration · stochastic processes
Multi-Currency AMMs for Decentralized FOREX Markets: Feasibility & Optimal Design
Andreas Park, Andreas Veneris, Reina Ke Xin Li · 2026 · advanced · quantitative trading
foreign exchange · liquidity · optimization · transaction costs
Multi-Dimensional Behavioral Evaluation of Agentic Stock Prediction Systems Using Large Language Model Judges with Closed-Loop Reinforcement Learning Feedback
Hussein Al Osman, Mahtab Haj Ali, Mohammad Al Ridhawi · 2026 · advanced · machine learning
large language models · machine learning
Multi-dimensional queue-reactive model and signal-driven models: a unified framework
Emmanouil Sfendourakis · 2025 · advanced · quantitative trading
market microstructure · statistical inference · stochastic processes
Multi-factor approximation of rough volatility models
Eduardo Abi Jaber, Omar El Euch · 2018 · advanced · stochastic calculus
numerical methods · rough volatility · stochastic processes
Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics
Gareth W. Peters, Nino Kordzakhia, Pavel V. Shevchenko · 2024 · advanced · fixed income
commodities · interest rates · regression · stress testing · term structure models
Multi-Factor Inception: What to Do with All of These Features?
Stefan Zohren, Tom Liu · 2023 · advanced · machine learning
algorithmic trading · cryptocurrencies · deep learning · machine learning · neural networks
Multi-Factor Model of Correlated Commodity - Forward Curves for Crude Oil and Shipping Markets
Paul D. Sclavounos, Per Einar Ellefsen · 2009 · advanced · derivatives
commodities · stochastic processes · term structure models
Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics
Gareth W. Peters, Nino Kordzakhia, Pavel V. Shevchenko · 2024 · advanced · stochastic calculus
commodities · statistical inference · stochastic processes
Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
Giovanni Ballarin, Jacopo Capra, Petros Dellaportas · 2025 · advanced · machine learning
machine learning · time series
Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units
Stefan Zohren, Zihao Zhang · 2021 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification
Alejandro Rodriguez Dominguez, Muhammad Shahzad, Xia Hong · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization
Multi-Industry Simplex : A Probabilistic Extension of GICS
Chris Meredith, Claire Noel, Daniel Nitiutomo · 2023 · intermediate · machine learning
machine learning · natural language processing
Multi-Industry Simplex 2.0 : Temporally-Evolving Probabilistic Industry Classification
Maksim Papenkov · 2024 · advanced · machine learning
bayesian statistics · financial machine learning · machine learning · natural language processing
Multi-kernel property in high-frequency price dynamics under Hawkes model
Kyungsub Lee · 2023 · advanced · quantitative trading
high frequency trading · stochastic processes
Multi-Label Topic Model for Financial Textual Data
Moritz Scherrmann · 2023 · intermediate · machine learning
financial machine learning · machine learning · natural language processing
Multi-Layer Deep xVA: Structural Credit Models, Measure Changes and Convergence Analysis
Alessandro Gnoatto, Kristoffer Andersson · 2025 · advanced · risk management
credit risk · derivatives · stochastic differential equations
Multi-Level Market Making with Reinforcement Learning
Moritz Weiss, Patrick Cheridito · 2026 · advanced · quantitative trading
algorithmic trading · market making · market microstructure · reinforcement learning
Multi-Level Order-Flow Imbalance in a Limit Order Book
Ke Xu, Martin D. Gould, Sam D. Howison · 2019 · intermediate · quantitative trading
market microstructure · regression
Multi-maturity consistency of option prices under bounded bid-ask spreads: a minimal obstruction and an exact two-date basket operator
Minhyeok Lee · 2026 · advanced · options
optimization · option pricing
Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams
Cristián Bravo, Fengrui Tian, Mahsa Tavakoli · 2023 · advanced · machine learning
deep learning · machine learning · natural language processing · neural networks
Multi-Modal Financial Time-Series Retrieval Through Latent Space Projections
Andrea Coletta, Elizabeth Fons, Manuela Veloso · 2023 · intermediate · machine learning
machine learning · neural networks · time series
Multi-Modal Opinion Integration for Financial Sentiment Analysis using Cross-Modal Attention
Chen Yang, Yujing Liu · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks
Multi-Period After-Tax Reporting: A Practical Solution
Liliana Urrutia, Rodney N. Sullivan · 2018 · intermediate · portfolio management
portfolio management
Multi-period Learning for Financial Time Series Forecasting
Erpeng Qi, Peng Wang, Qitong Wang · 2025 · intermediate · time series
financial machine learning · machine learning · time series
Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications
Sri Sairam Gautam B · 2026 · advanced · options
martingales · neural networks · numerical methods · stochastic processes
Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization
Chang Chen, Duy-Minh Dang · 2025 · advanced · portfolio management
portfolio optimization · risk management
Multi-period risk sharing under financial fairness
Bao, Hailong · 2016 · advanced · risk management
mathematical finance
Multi-Period Trading via Convex Optimization
Enzo Busseti, Jan Speth, Kwangmoo Koh · 2017 · intermediate · quantitative trading
convex optimization · optimization · portfolio management · portfolio optimization · transaction costs
Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
Samuel Modée, Sjur Westgaard, Stein Andreas Bethuelsen · 2026 · advanced · time series
interest rates · time series
Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification
Jin Zheng, John Cartlidge, Pengju Zhang · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Multi-Scale Markov Switching GARCH
Jayesh Chaudhary · 2026 · advanced · time series
foreign exchange · garch · statistical inference · time series · volatility forecasting
Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
Avishek Bhandari · 2025 · advanced · risk management
financial networks · systemic risk
Multi-step Reflection Principle and Barrier Options
Gaeun Lee, Hangsuck Lee, Seongjoo Song · 2021 · intermediate · options
derivatives · mathematical finance · option pricing
Multi-Task Dynamic Pricing in Credit Market with Contextual Information
Adel Javanmard, Jingwei Ji, Renyuan Xu · 2024 · advanced · quantitative trading
algorithms · credit markets · machine learning
Multi-Timescale Recurrent Neural Networks Beat Rough Volatility for Intraday Volatility Prediction
Damien Challet, Vincent Ragel · 2024 · advanced · time series
deep learning · machine learning · neural networks · time series · volatility forecasting
Multiblock MEV opportunities & protections in dynamic AMMs
Christian Harrington, Matthew Willetts · 2024 · advanced · quantitative trading
numerical methods
Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
Panpan Zhang, Zuo Quan Xu · 2023 · advanced · stochastic calculus
optimization · stochastic calculus · stochastic differential equations · stochastic processes
Multidimensional Kyle-Back model with a risk averse informed trader
Ibrahim Ekren, Shreya Bose · 2021 · advanced · quantitative trading
market microstructure · mathematical finance · partial differential equations · stochastic processes
Multidimensional stochastic liquidity in Kyle's model of informed trading
Evangelos A. Nikitopoulos, Ibrahim Ekren, Lu Vy · 2026 · advanced · quantitative trading
financial economics · liquidity · market microstructure · martingales · stochastic processes
Multifactor Efficiency and Bayesian Inference
Martijn Cremers · 2006 · advanced · statistics
asset pricing · bayesian statistics · statistical inference
Multifactor Quadratic Hobson and Rogers models
Paolo Foschi · 2025 · advanced · options
mathematical finance · stochastic processes
Multifractality and its sources in the digital currency market
Jarosław Kwapień, Marcin Wątorek, Robert Kluszczyński · 2025 · advanced · time series
cryptocurrencies · time series
Multifractality and sample size influence on Bitcoin volatility patterns
Tetsuya Takaishi · 2025 · intermediate · time series
rough volatility · statistics · time series
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
Jacques Lévy Véhel, Joachim Lebovits, Sylvain Corlay · 2013 · advanced · options
brownian motion · numerical methods · stochastic calculus · stochastic processes
Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options
Chinonso Nwankwo, Weizhong Dai · 2020 · advanced · options
algorithms · numerical methods · option greeks · option pricing · partial differential equations
Multilayer heat equations: application to finance
A. Itkin, A. Lipton, D. Muravey · 2021 · advanced · options
interest rates · mathematical finance · numerical methods · option pricing · partial differential equations
Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks
Shanyan Lai · 2025 · advanced · machine learning
asset pricing · backtesting · factor investing · machine learning · neural networks
Multilevel Monte Carlo for Basket options
Michael B. Giles · 2009 · intermediate · options
derivatives · monte carlo simulation · numerical methods · option pricing
Multilevel Monte Carlo For Exponential Lévy Models
Mike Giles, Yuan Xia · 2014 · advanced · options
jump processes · monte carlo simulation · numerical methods · option pricing · stochastic processes
Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application
Devang Sinha, Siddhartha P. Chakrabarty · 2024 · advanced · risk management
monte carlo simulation · numerical methods · optimization
Multilevel Monte Carlo method for jump-diffusion SDEs
Yuan Xia · 2011 · advanced · stochastic calculus
jump processes · monte carlo simulation · numerical methods · stochastic differential equations
Multilevel Monte Carlo methods for applications in finance
Mike Giles, Łukasz Szpruch · 2012 · advanced · stochastic calculus
mathematical finance · monte carlo simulation · numerical methods
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Florian Bourgey, Stefano De Marco · 2021 · advanced · options
monte carlo simulation · numerical methods · option pricing · rough volatility · stochastic processes
Multimodal Deep Reinforcement Learning for Portfolio Optimization
James Zhang, Ravi Panguluri, Sashwat Venkatesh · 2024 · advanced · machine learning
deep learning · financial machine learning · natural language processing · neural networks · portfolio management · reinforcement learning
Multimodal Forecasting for Commodity Prices Using Spectrogram-Based and Time Series Representations
Charmgil Hong, Doohee Chung, Soyeon Park · 2026 · advanced · time series
deep learning · machine learning · neural networks · time series
Multimodal Gen-AI for Fundamental Investment Research
Hai Wang, Lezhi Li, Ting-Yu Chang · 2023 · intermediate · machine learning
large language models · natural language processing
Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
Dan Luo, Jiang Dai, Ran Liu · 2026 · advanced · risk management
credit risk · deep learning · machine learning · natural language processing · neural networks
Multimodal Language Models with Modality-Specific Experts for Financial Forecasting from Interleaved Sequences of Text and Time Series
Nicholas Andrews, Ross Koval, Xifeng Yan · 2025 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks
Multimodal Stock Price Prediction
Ahmet Murat Özbayoğlu, Bahaeddin Eravcı, Furkan Karadaş · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series
Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market
Kasymkhan Khubiev, Mikhail Semenov · 2025 · intermediate · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks
Multinational banks and development finance
Scher, Mark J., Weller, Christian E. · 1999 · intermediate · risk management
banking · financial economics · financial stability
Multinational lending retrenchment after the global financial crisis: The impact of policy interventions
Müting, Miriam · 2020 · advanced · risk management
banking · financial economics
Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process
Balaji Ramachandran, Shashi Jain, Srikanth Iyer · 2026 · advanced · portfolio management
fixed income · interest rates · optimization · portfolio management · portfolio optimization · term structure models
Multiple Solutions and Bubbles in Stochastic Models of the Exchange Rate
Sutherland, Alan · advanced · stochastic calculus
asset pricing · foreign exchange · stochastic processes
Multiple split approach -- multidimensional probabilistic forecasting of electricity markets
Katarzyna Maciejowska, Weronika Nitka · 2024 · intermediate · time series
statistics
Multiple time scales in volatility and leverage correlation: A stochastic volatility model
CFM · 2003 · advanced · time series
stochastic differential equations · stochastic processes · time series
Multiple yield curve modelling with CBI processes
Alessandro Gnoatto, Claudio Fontana, Guillaume Szulda · 2019 · advanced · fixed income
fixed income · interest rates · jump processes · stochastic processes · term structure models
Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin
Hamed Nozari, Mahmonir Bayanati, Sanaz Behzadi · 2023 · intermediate · time series
cryptocurrencies · econometrics · hypothesis testing · time series
Multiple-prior valuation of cash flows subject to capital requirements
Filip Lindskog, Hampus Engsner, Julie Thoegersen · 2021 · advanced · risk management
insurance · optimization · stochastic processes
Multiplicative Contractions, Additive Recoveries: Functional-Form Restrictions on Risk Exposure Dynamics
Liang Chen · 2026 · advanced · risk management
hypothesis testing · regression
Multiplicative Langevin Process for Volatilities Produces Observed Q-Variance Regularities
Alex Dannenberg, William H. Press · 2026 · advanced · time series
probability · statistics · stochastic processes
Multiplicity and Sunspots in General Financial Equilibrium with Portfolio Constraints
Anna Pavlova, David Cass, Juan Manuel Licari · 2006 · advanced · other
asset pricing · financial economics
Multiplicity in General Financial Equilibrium with Portfolio Constraints, Second Version
Anna Pavlova, David Cass, Juan Manuel Licari · 2006 · advanced · other
financial economics
Multipower Variation and Stochastic Volatility
Neil Shephard, Ole Barndorff-Nielsen · 2004 · advanced · time series
jump processes · statistical inference · statistics · stochastic processes
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
Masoud Ataei · 2025 · advanced · time series
causal inference · equity markets · hypothesis testing · market efficiency · time series
Multiscale Markowitz
Raphael Douady, Revant Nayar · 2024 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management
Multiscaling and rough volatility: an empirical investigation
Giuseppe Brandi, T. Di Matteo · 2022 · advanced · time series
rough volatility · stochastic processes · time series
Multiscaling in the Rough Bergomi Model: A Tale of Tails
Giuseppe Brandi, Tiziana Di Matteo · 2026 · advanced · time series
hypothesis testing · rough volatility · statistical inference · stochastic processes
Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation
Abootaleb Shirvani, Ali Jaffri, Ayush Jha · 2025 · advanced · time series
garch
Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)
Hafner, C. M., Linton, O. B., Wang, L. · 2025 · intermediate · time series
econometrics · liquidity · statistics · time series
Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis
Anton J. Heckens, Benjamin Köhler, Efstratios Manolakis · 2024 · advanced · statistics
probability · statistics · tail risk
Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets
Anton J. Heckens, Cedric Schuhmann, Efstratios Manolakis · 2024 · advanced · statistics
equity markets · statistics · tail risk
Multivariate Financial Forecasting using the Chronos Time Series Foundation Models
Mohini Yadav, Sanjiv R Das, Tarang Goyal · 2026 · advanced · time series
financial machine learning · interest rates · machine learning · time series
Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective
Daniele Girolimetto, Emanuele Lopetuso, Massimiliano Caporin · 2026 · advanced · time series
garch · time series · volatility forecasting
Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing
Anatoliy Swishchuk, Bruno Rémillard, Qi Guo · 2022 · advanced · options
option pricing · stochastic processes
Multivariate Lévy models: calibration and pricing
Francesco Messeri, Giovanni Amici, Paolo Brandimarte · 2023 · advanced · derivatives
derivatives · model calibration · option pricing · stochastic processes
Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation
Achraf Tamtalini, Anis Matoussi, Sarah Kaakai · 2022 · advanced · risk management
numerical methods
Multivariate Quadratic Hawkes Processes -- Part I: Theoretical Analysis
Cécilia Aubrun, Jean-Philippe Bouchaud, Michael Benzaquen · 2022 · advanced · stochastic calculus
jump processes · stochastic processes
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
Cecilia Aubrun, Jean-Philippe Bouchaud, Michael Benzaquen · 2025 · advanced · time series
model calibration · statistical inference · stochastic processes
Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Asger Lunde, Neil Shephard, Ole Eiler Barndorff-Nielsen · 2011 · advanced · statistics
econometrics · statistics
Multivariate Residual Estimation Risk
D. J. Manuge · 2026 · advanced · risk management
risk management
Multivariate Rough Volatility
Giacomo Giorgio, Paolo Pigato, Ranieri Dugo · 2024 · advanced · time series
rough volatility · statistical inference · stochastic processes · time series
Multivariate Self-Exciting Processes with Dependencies
Anthony Réveillac, Caroline Hillairet, Thomas Peyrat · 2025 · advanced · risk management
stochastic processes
Multivariate Volatility Impulse Response Analysis of GFC News Events
Allen, D.E., McAleer, M.J., Powell, R.J. · 2015 · advanced · time series
garch · statistics · time series
Music as an Asset Class
Aadityaa Singla, Luis Alonso Cendra Villalobos, Sasha Stoikov · 2026 · intermediate · statistics
asset pricing · backtesting
Mutual Guarantee Institutions and Small Business Finance
Columba, F., Gambacorta, L., Mistrulli, P.E. · 2009 · intermediate · risk management
banking · credit markets
My Advisor, Her AI and Me: Evidence from a Field Experiment on Human-AI Collaboration and Investment Decisions
Bauer, Kevin, Hinz, Oliver, Li, Xitong · 2025 · intermediate · machine learning
machine learning
My Word Is My Bond: Reputation As Collateral In Nineteenth Century English Provincial Banking
Galassi, Francesco L., Newton, Lucy A. · advanced · risk management
banking · credit markets · regression · statistical inference
Myopic Loss Aversion : Information Feedback vs. Investment Flexibility
Bellemare, C., Krause, M., Kroger, S. · 2004 · beginner · portfolio management
behavioral finance
Myopic Optimality: why reinforcement learning portfolio management strategies lose money
Yuming Ma · 2025 · advanced · portfolio management
portfolio management · portfolio optimization · reinforcement learning · transaction costs
MyPortfolio: The IKEA Effect in Financial Investment Decisions
Fabian Brunner, Fabian Gamm, Wladislaw Mill · 2022 · intermediate · portfolio management
behavioral economics · behavioral finance · financial economics
Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns
Andrea Donato Tortora, Francesco Ravazzolo, Massimo Guidolin · 2011 · advanced · statistics
asset pricing · bayesian statistics · real estate
N-player and mean field games among fund managers considering excess logarithmic returns
Guohui Guan, Jiaqi Hu, Zongxia Liang · 2025 · advanced · portfolio management
mathematical finance · portfolio management · portfolio optimization
Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations
Constantin Petrov, Deborah Miori · 2023 · advanced · machine learning
large language models · natural language processing
Nash Equilibria in Greenhouse Gas Offset Credit Markets
Liam Welsh, Sebastian Jaimungal · 2024 · advanced · risk management
monte carlo simulation · numerical methods · optimization
Nash Equilibrium between Brokers and Traders
Leandro Sánchez-Betancourt, Sebastian Jaimungal, Álvaro Cartea · 2024 · advanced · quantitative trading
market microstructure · stochastic differential equations
Nash Peer-to-Peer Insurance Bargaining under Price Fairness and Coalitional Stability
Kenneth Tsz Hin Ng, Tak Wa Ng, Tim J. Boonen · 2026 · advanced · risk management
insurance · optimization
NatPar: Natural Parametric Modeling
Hirbod Assa · 2026 · intermediate · risk management
insurance
Natural Expectations and Home Equity Extraction
Pancrazi, Roberto, Pietrunti, Mario · intermediate · risk management
financial economics · housing markets
Natural Language Processing in Finance and Empirical Macroeconomics
Trebbi, Giovanni · 2025 · intermediate · machine learning
natural language processing
Natural Selection in Financial Markets: Does it Work?
Hongjun Yan · 2008 · advanced · other
asset pricing · financial economics
Nature-linked finance in Southeast Asia: implications and policy options for regulators, lenders and borrowers
Broadstock, David C., Ranger, Nicola, Resendiz, Jose L. · 2025 · intermediate · risk management
risk management
Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
Ernst C. Wit, Katerina Rigana, Samantha Cook · 2024 · advanced · risk management
causal inference · contagion · market risk · risk management
Navigating the Factor Zoo Around the World: An Institutional Investor Perspective
Harald Lohre, Lakshmi Ranganathan, Peter F. Pope · 2019 · advanced · portfolio management
asset pricing · equity markets · factor investing · transaction costs
Navigating Uncertainty in ESG Investing
Jiayue Zhang, Ken Seng Tan, Lysa Porth · 2023 · advanced · portfolio management
capm · esg · optimization · portfolio optimization · reinforcement learning · sustainable investing
Near-Maturity Asymptotics of Critical Prices of American Put Options under Exponential Lévy Models
José E. Figueroa-López, Ruoting Gong · 2025 · advanced · options
jump processes · mathematical finance · option pricing · stochastic processes
NEAT Algorithm-based Stock Trading Strategy with Multiple Technical Indicators Resonance
Li-Chun Huang · 2024 · intermediate · quantitative trading
algorithmic trading · financial machine learning · machine learning · neural networks · optimization
Needles in a haystack: using forensic network science to uncover insider trading
Gian Jaeger, Renaud Lambiotte, Wang Ngai Yeung · 2025 · intermediate · risk management
algorithms · financial networks
Negative Alchemy? Corruption, Compositions of Capital Flows, and Currency Crises
Shang-Jin Wei, Yi Wu · 2001 · intermediate · risk management
risk management
Negative monetary policy rates and systemic banks’ risk-taking: Evidence from the Euro area securities register
Angela Maddaloni, Johannes Bubeck, José-Luis Peydró · 2020 · advanced · risk management
banking · causal inference · interest rates
Negative Oil & Nickel Squeeze: A Feedback Model for Extreme Commodity Futures Prices
Iosif Zimbidis, Ronnie Sircar · 2026 · advanced · derivatives
commodities · derivatives · mathematical finance · option pricing
Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system
Michaelides, Panayotis G., Tsionas, Mike G. · 2017 · advanced · time series
bayesian statistics · statistical inference · stochastic processes · time series
Neglected Risks, Financial Innovation, and Financial Fragility
Gennaioli, Nicola, Shleifer, Andrei, Vishny, Robert · 2012 · advanced · risk management
financial economics
Nested Clustered Optimization Is One End of a Schur Bridge, and the Interior Is Sometimes Provably Better
Peter Cotton · 2026 · advanced · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization
Nested Optimal Transport Distances
Ruben Bontorno, Songyan Hou · 2025 · advanced · machine learning
stochastic processes · time series
Net asset value discounts in listed private equity funds
Kaserer, Christoph, Lahr, Henry · 2009 · intermediate · statistics
asset pricing
Net Buying Pressure and the Information in Bitcoin Option Trades
Carol Alexander, Huning Wan, Jianfen Feng · 2021 · advanced · options
cryptocurrencies · derivatives · volatility trading
Net-Zero Investing: Harnessing the Power of Unstructured Data
Andy Moniz, Devin Nial, Jerry Yu · 2024 · intermediate · machine learning
natural language processing
Nets: Network estimation for time series
Christian T. Brownlees, Matteo Barigozzi · 2013 · advanced · time series
statistics · time series
Network and Risk Analysis of Surety Bonds
Ali Jadbabaie, Arnab Sarker, Manuel Quintero · 2025 · advanced · risk management
risk management · stochastic processes · systemic risk
Network Momentum across Asset Classes
Stefan Zohren, Stephen Roberts, Xiaowen Dong · 2023 · intermediate · quantitative trading
momentum
Network risk and key players: a structural analysis of interbank liquidity
Denbee, Edward, Julliard, Christian, Li, Ye · 2021 · advanced · risk management
banking · financial networks · liquidity · liquidity risk · systemic risk
Network topology of the Euro Area interbank market
Ilias Aarab, Thomas Gottron · 2025 · intermediate · risk management
banking · financial networks
Network-based diversification of stock and cryptocurrency portfolios
Dimitar Kitanovski, Igor Mishkovski, Miroslav Mirchev · 2024 · intermediate · portfolio management
cryptocurrencies · financial networks · portfolio management
Networks of Heterogeneous Expectations in an Asset Pricing Market
Makarewicz, T.A. · 2015 · intermediate · other
asset pricing
Networks of News and Cross-Sectional Returns
Junjie Hu, Wolfgang Karl Härdle · 2021 · advanced · statistics
equity markets · financial networks
Neural and Time-Series Approaches for Pricing Weather Derivatives: Performance and Regime Adaptation Using Satellite Data
Marco Hening Tallarico, Pablo Olivares · 2024 · intermediate · derivatives
derivatives · machine learning · regression · time series
Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading
Amit Milstein, Guy Revach, Hai Morgenstern · 2022 · advanced · quantitative trading
algorithmic trading · machine learning · neural networks · pairs trading · time series
Neural Calibration of a Complete Market Model
Andrea Molent, Michel Vellekoop · 2026 · advanced · options
machine learning · model calibration · neural networks · option pricing
Neural Functionally Generated Portfolios
Michael Monoyios, Olivia Pricilia · 2025 · advanced · portfolio management
machine learning · neural networks · portfolio management · portfolio optimization
Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
Ioane Muni Toke, Timothée Fabre · 2024 · advanced · statistics
cryptocurrencies · neural networks · numerical methods · stochastic processes
Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
Tianzuo Hu · 2026 · advanced · quantitative trading
machine learning · market microstructure · neural networks · time series
Neural Jumps for Option Pricing
Duosi Zheng, Hanzhong Guo, Wei Huang · 2025 · advanced · options
financial machine learning · jump processes · machine learning · neural networks · option pricing · stochastic differential equations
Neural Lévy SDE for State--Dependent Risk and Density Forecasting
Svetlozar T Rachev, Ziyao Wang · 2025 · advanced · time series
jump processes · machine learning · model calibration · risk management · stochastic differential equations · volatility forecasting
Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment
Chendi Ni, Peter A. Forsyth, Yuying Li · 2023 · advanced · portfolio management
machine learning · optimization · portfolio optimization
Neural Network Convergence for Variational Inequalities
Harry Zheng, Yun Zhao · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · option pricing · partial differential equations
Neural Network for CVA: Learning Future Values
Dan Grecu, Jian-Huang She · 2018 · advanced · risk management
credit risk · deep learning · derivatives · machine learning · neural networks
Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model
Edson Pindza, Jules Clement Mba, Nneka Umeorah · 2023 · advanced · options
cryptocurrencies · jump processes · machine learning · neural networks · option pricing · partial differential equations
Neural Network Learning of Black-Scholes Equation for Option Pricing
Daniel de Souza Santos, Tiago Alessandro Espinola Ferreira · 2024 · advanced · options
machine learning · neural networks · option pricing · partial differential equations
Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage
Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna · 2026 · advanced · portfolio management
machine learning · neural networks · optimization · portfolio optimization · risk management
Neural networks can detect model-free static arbitrage strategies
Ariel Neufeld, Julian Sester · 2023 · advanced · machine learning
convex optimization · machine learning · neural networks
Neural Networks for Delta Hedging
Guijin Son, Joocheol Kim · 2021 · advanced · options
deep learning · machine learning · neural networks · options hedging
Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff
Freek Holvoet, Katrien Antonio, Roel Henckaerts · 2023 · advanced · risk management
deep learning · insurance · machine learning · neural networks
Neural networks for option pricing and hedging: a literature review
Johannes Ruf, Weiguan Wang · 2019 · intermediate · options
machine learning · neural networks · option pricing · options hedging
Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
Shashi Jain, Vikranth Lokeshwar Dhandapani · 2024 · advanced · risk management
credit risk · machine learning · monte carlo simulation · neural networks · option greeks · options hedging
Neural Networks with Local Converging Inputs for Efficient Options Pricing Models
Harris Cobb, Wenbo Hao, Yingjie Liu · 2026 · advanced · options
machine learning · neural networks · numerical methods · option pricing · partial differential equations
Neural Optimal Stopping Boundary
A. Max Reppen, H. Mete Soner, Valentin Tissot-Daguette · 2022 · advanced · machine learning
deep learning · derivatives · neural networks · numerical methods · optimization
Neural Options Pricing
Timothy DeLise · 2021 · advanced · options
deep learning · machine learning · option pricing · stochastic differential equations
Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology
John Cartlidge, Zijian Shi · 2023 · advanced · quantitative trading
deep learning · machine learning · market microstructure · neural networks
Neural Term Structure of Additive Process for Option Pricing
Guixin Liu, Jimin Lin · 2024 · advanced · options
machine learning · model calibration · option pricing · stochastic processes
Neural-Actuarial Longevity Forecasting: Anchoring LSTMs for Explainable Risk Management
Davide Rindori · 2026 · advanced · risk management
deep learning · machine learning · neural networks · risk management · time series
NeuralBeta: Estimating Beta Using Deep Learning
Achintya Gopal, Jimin Lin, Yuxin Liu · 2024 · advanced · machine learning
deep learning · machine learning · neural networks
NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes
Anastasis Kratsios, Giulia Livieri, Philipp Schmocker · 2026 · advanced · stochastic calculus
brownian motion · deep learning · machine learning · mathematical finance · neural networks · stochastic processes
NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
Achintya Gopal · 2024 · advanced · machine learning
deep learning · factor investing · machine learning · neural networks · portfolio optimization · statistics
Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets
Namid R. Stillman, Rory Baggott · 2024 · advanced · machine learning
deep learning · machine learning
Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
Amulya Saxena, Hao Zhang, Rohaan Nadeem · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · portfolio management · time series
New approaches of the DCC-GARCH residual: Application to foreign exchange rates
Kanji Suzuki, Kenichiro Shiraya, Tomohisa Yamakami · 2024 · advanced · time series
econometrics · foreign exchange · garch · time series
New approximate stochastic dominance approaches for Enhanced Indexation models
Francesco Cesarone, Justo Puerto · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
New approximations in local volatility models
Ali Suleiman, Emmanuel Gobet · 2013 · advanced · options
option pricing · stochastic calculus
New developments and perspectives on financial crisis indicators: How can signal processing enrich existing financial crises indicators?
Antoine Parent, Barbara Pascal, Cécile Bastidon · 2025 · intermediate · risk management
risk management
New developments in econophysics: Option pricing formulas
Moawia Alghalith · 2023 · advanced · options
derivatives · interest rates · option pricing · partial differential equations · stochastic processes
New drugs and stock market: how to predict pharma market reaction to clinical trial announcements
Alexey Kazakov, Elizaveta Kovtun, Leonid Zhukov · 2022 · advanced · machine learning
deep learning · equity markets · financial machine learning · machine learning · natural language processing · neural networks
New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks
Cecilio Tamarit, Josep Lluis Carrion Silvestre, Mariam Camarero · 2006 · advanced · statistics
econometrics · hypothesis testing · interest rates · panel data · time series
New evidence on the effects of US monetary policy on exchange rates
Kalyvitis, Sarantis, Michaelides, Alexander · 2001 · advanced · time series
econometrics · foreign exchange · time series
New Evidence on the First Financial Bubble
K. Rouwenhorst, Rik P., William Goetzmann · 2009 · intermediate · statistics
asset pricing · equity markets · financial economics · insurance
New frontiers in household finance
Gomes, Francisco, Haliassos, Michael, Ramadorai, Tarun · 2026 · intermediate · other
other
New general dependence measures: construction, estimation and application to high-frequency stock returns
Aleksy Leeuwenkamp, Wentao Hu · 2023 · advanced · statistics
statistical inference · statistics
New News is Bad News
Harry Mamaysky, Jimmy Qin, Paul Glasserman · 2023 · intermediate · machine learning
asset pricing · machine learning · natural language processing · neural networks
New Paradigms in Stock Market Indexing
Burton G. Malkiel, Derek Jun · 2008 · intermediate · portfolio management
asset pricing · factor investing · performance attribution
New Time Series Models for Corporate Bond Log Yields
Andrey Sarantsev, Jihyun Park · 2024 · intermediate · time series
fixed income · time series
Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm
Chia-Ling Huang, Wei-Chang Yeh, Yu-Hsin Hsieh · 2022 · advanced · quantitative trading
algorithmic trading · financial machine learning · machine learning · neural networks · optimization
News from London: Greek government bonds on the London Stock Exchange, 1914-1929
Christodoulaki, Olga, Penzer, Jeremy · 2004 · intermediate · fixed income
econometrics · statistics
News Sentiment Embeddings for Stock Price Forecasting
Ayaan Qayyum · 2025 · intermediate · machine learning
financial machine learning · machine learning · natural language processing
News shocks and asset prices
Malkhozov, Aytek, Tamoni, Andrea · 2015 · advanced · statistics
asset pricing · bayesian statistics · equity markets · financial economics
News Shocks under Financial Frictions
Christoph Görtz, Francesco Zanetti, John D. Tsoukalas · 2016 · advanced · risk management
econometrics · financial economics
News-Aware Direct Reinforcement Trading for Financial Markets
Jun-Qian Jiang, Qing-Yu Lan, Yu-Tong Wang · 2025 · advanced · machine learning
algorithmic trading · deep learning · neural networks · reinforcement learning · time series
News-driven Expectations and Volatility Clustering
Sabiou Inoua · 2023 · intermediate · time series
trend following
News-driven peer co-movement in crypto markets
Gustavo Schwenkler, H. Zheng · 2025 · advanced · quantitative trading
cryptocurrencies · natural language processing
News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
Kaushal Attaluri, Mukesh Tripathi, Shivendra · 2024 · advanced · machine learning
deep learning · machine learning · natural language processing · neural networks · time series
NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks
Christina Dan Wang, Ming Cheng, Shunyao Wang · 2025 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · natural language processing
NFT Bubbles
Andrea Barbon, Angelo Ranaldo · 2023 · intermediate · statistics
statistics
NFT Wash Trading Detection
Adrina Tang, Derek Liu, Francesco Piccoli · 2023 · intermediate · quantitative trading
algorithms
NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction
Mingchuan Zhao, Ruihai Dong, Valerio Poti · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices
Hongjun Yan, Steven Malliaris · 2009 · advanced · quantitative trading
asset pricing · financial economics
NIFTY Financial News Headlines Dataset
Frank Rudzicz, Ken Kato, Nicholas Vinden · 2024 · intermediate · machine learning
financial machine learning · large language models · natural language processing
No arbitrage and the existence of ACLMMs in general diffusion models
David Criens, Mikhail Urusov · 2024 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance · stochastic calculus · stochastic processes
No Arbitrage in Discrete Time Under Portfolio Constraints
Huyên Pham, Laurence Carassus, Nizar Touzi · 2001 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance
No arbitrage of the first kind and local martingale numéraires
Kabanov, Yuri, Kardaras, Constantinos, Song, Shiqi · 2016 · advanced · stochastic calculus
martingales · mathematical finance · probability · stochastic processes
No Fear of Discounting - How to Manage the Transition from EONIA to ESTR
Marco Bianchetti, Marco Scaringi · 2025 · advanced · fixed income
derivatives · interest rates
No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2
Berndsen, Ron, Diehl, Martin, Heijmans, Ronald · 2021 · intermediate · risk management
banking · liquidity · panel data
No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
Carlo Campajola, Jiahua Xu, Paolo Tasca · 2024 · advanced · quantitative trading
causal inference · decentralized finance · liquidity · liquidity risk · market microstructure
No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
Emmanuel Bacry, Jean-François Muzy, Jonathan Kochems · 2024 · advanced · quantitative trading
market microstructure · stochastic processes
No-arbitrage and Equilibrium in Finite Dimension: A General Result
Cuong Le Van, Frank Page, Myrna Wooders · 2017 · advanced · other
financial economics
No-arbitrage commodity option pricing with market manipulation
Aïd, René, Callegaro, Giorgia, Campi, Luciano · 2020 · advanced · options
commodities · derivatives · optimization · option pricing · stochastic differential equations
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
Dorsaf Cherif, Emmanuel Lepinette · 2024 · advanced · stochastic calculus
mathematical finance
No-arbitrage equilibria with differential information: a proof of existence
Lionel de Boisdeffre · 2004 · advanced · other
financial economics
No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives
Alessio Calvelli · 2022 · advanced · derivatives
derivatives · stochastic processes
No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging
Katsuya Ito, Kei Nakagawa, Kentaro Imajo · 2021 · advanced · options
deep learning · derivatives · machine learning · optimization · options hedging · transaction costs
No‐arbitrage implies power‐law market impact and rough volatility
Mathieu Rosenbaum, Paul Jusselin · 2020 · advanced · stochastic calculus
mathematical finance · rough volatility · stochastic processes
Noise Dressing of Financial Correlation Matrices
Jean-Philippe Bouchaud, Laurent Laloux, Marc Potters · 1998 · advanced · statistics
risk management · statistics
Noise Trader Risk in Financial Markets
De Long, J. Bradford, Shleifer, Andrei, Summers, Lawrence H. · 1990 · intermediate · other
asset pricing · behavioral finance
Noise-proofing Universal Portfolio Shrinkage
Christian Bongiorno, Damien Challet, Paul Ruelloux · 2025 · intermediate · portfolio management
financial machine learning · optimization · portfolio management · portfolio optimization
Noisy biodiversity: the impact of ESG biodiversity ratings on asset prices
Grant, Lewis, Groom, Ben, Xin, Wei · 2025 · intermediate · statistics
asset pricing · equity markets · esg
Nominal Bonds, Real Bonds, and Equity
Andrew Ang, Maxim Ulrich · 2011 · advanced · fixed income
asset pricing · equity markets · fixed income · interest rates · term structure models
Nominal Exchange Rate Stationarity and Long-Term Bond Returns
Lustig, Hanno, Stathopoulos, Andreas, Verdelhan, Adrien · 2016 · advanced · fixed income
asset pricing · fixed income · foreign exchange · hypothesis testing
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon, Gadat, Sébastien · 2020 · advanced · risk management
stochastic processes
Non cooperative Liquidity Games and their application to bond market trading
Alicia Vidler, Toby Walsh · 2024 · intermediate · quantitative trading
liquidity
Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models
Mao Fabrice Djete · 2024 · advanced · stochastic calculus
model calibration · probability · stochastic differential equations · stochastic processes
Non-Atomic Arbitrage in Decentralized Finance
Eric Schertenleib, Lioba Heimbach, Vabuk Pahari · 2024 · advanced · quantitative trading
decentralized finance
Non-concave Corporate Management with Option Incentives under Value-at-Risk Constraint
Haoqi Lyu, Pengyu Wei, Wenyuan Li · 2026 · advanced · risk management
corporate finance · mathematical finance · optimization · probability · risk management
Non-Convex Portfolio Optimization via Energy-Based Models: A Comparative Analysis Using the Thermodynamic HypergRaphical Model Library (THRML) for Index Tracking
Frederic Goguikian, Javier Mancilla, Theodoros D. Bouloumis · 2026 · advanced · portfolio management
optimization · portfolio optimization
Non-equilibrium economics: A physicist's point of view
Jean-Philippe Bouchaud · 2026 · intermediate · risk management
risk management
Non-linear Analysis of Shocks when Financial Markets are Subject to Changes in Regime
Bertrand Maillet, Joseph Rynkiewicz, Madalina Olteanu · 2004 · intermediate · time series
machine learning · neural networks · time series
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
Igor Halperin · 2025 · advanced · stochastic calculus
cryptocurrencies · stochastic differential equations · stochastic processes · time series
Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative
Christian P. Fries · 2020 · advanced · fixed income
credit risk · mathematical finance
Non-Monotone Liquidity Under-Supply
Ana Fostel, John Geanakoplos · 2004 · advanced · risk management
financial economics · liquidity
Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance
Aldo Glielmo, Antonietta Mira, Cristiano Salvagnin · 2025 · advanced · statistics
causal identification · causal inference · time series
Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes
Shashi Jain, Sobin Joseph · 2024 · advanced · statistics
neural networks · stochastic processes
Non-parametric estimation of quadratic Hawkes processes for order book events
Antoine Fosset, Jean-Philippe Bouchaud, Michael Benzaquen · 2021 · advanced · quantitative trading
market microstructure · model calibration · statistical inference · stochastic processes
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
Emmanuel Bacry, Khalil Dayri Jean-François Muzy · 2012 · advanced · statistics
statistical inference · stochastic processes
Non-Spanning Identification of Scheduled Event Risk in Option Pricing
Tenghan Zhong · 2026 · advanced · options
machine learning · model calibration · option pricing · volatility surface
Non-standard analysis for coherent risk estimation: hyperfinite representations, discrete Kusuoka formulae, and plug-in asymptotics
Tomasz Kania · 2026 · advanced · risk management
mathematical finance · measure theory · probability
Non-Stationary Dividend-Price Ratios
Ioannis Neokosmidis, Vassilis Polimenis · 2019 · advanced · time series
econometrics · regression · time series
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
Katalin Varga, Tibor Szendrei · 2024 · advanced · risk management
bayesian statistics · econometrics · financial stability · systemic risk · tail risk · time series
Non-traded call's volatility smiles
Marek Capinski · 2019 · intermediate · options
mathematical finance · option pricing · options hedging
Non-U.S. Asset-Backed Securities: Spread Determinants and Over-Reliance on Credit Ratings
Dennis Vink, Frank Fabozzi · 2009 · advanced · fixed income
credit risk · fixed income · panel data · regression
Non-unique time and market incompleteness
Chris Angstmann, Tim Gebbie · 2026 · advanced · stochastic calculus
stochastic processes
Nonconcave Portfolio Choice under Smooth Ambiguity
An Chen, Emanuele Borgonovo, Massimo Marinacci · 2026 · advanced · portfolio management
bayesian statistics · portfolio management · portfolio optimization
Nonhedgeable risk and Credit Risk Pricing
Deniz Sezer, Juan Dong, Lyudmila Korobenko · 2019 · advanced · fixed income
credit risk · fixed income · mathematical finance · stochastic processes
Nonlinear and Heavy-Tailed Predictability in Transition-Energy Financial Markets
Fredy Pokou, Jules Sadefo Kamdem, Kpante Emmanuel Gnandi · 2026 · advanced · time series
econometrics · machine learning · statistics · time series
Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles
Massimo Guidolin, Monia Magnani · 2025 · advanced · time series
econometrics · equity markets · time series
Nonlinear Error-Correction Models for Interest Rates in The Netherlands
Franses, Ph.H.B.F., van Dijk, D.J.C. · 1997 · advanced · time series
econometrics · hypothesis testing · interest rates · time series
Nonlinear Evidence of Investor Heterogeneity: Retail Cash Flows as Drivers of Market Dynamics
Gabjin Oh · 2025 · advanced · time series
equity markets · time series
Nonlinear Factor Decomposition via Kolmogorov-Arnold Networks: A Spectral Approach to Asset Return Analysis
David Breazu · 2026 · advanced · machine learning
machine learning · neural networks · statistics
Nonlinear price impact from linear models
Felix Patzelt, Jean-Philippe Bouchaud · 2017 · advanced · quantitative trading
market microstructure · time series
Nonlinear shifts and dislocations in financial market structure and composition
Max Menzies, Nick James · 2024 · advanced · portfolio management
portfolio management
Nonlinear shrinkage estimation of large integrated covariance matrices
Feng, Phoenix, Hu, Charlie, Lam, Clifford · 2017 · advanced · statistics
statistics
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, D.E., McAleer, M.J., Peiris, S. · 2015 · advanced · time series
econometrics · foreign exchange · machine learning · neural networks · regression · time series
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
Eric Hillebrand, Marcelo C. Medeiros · 2012 · advanced · time series
econometrics · statistical inference · statistics · time series
Nonlocal onset of instability in an asset pricing model with heterogeneous agents
Gaunersdorfer, A., Hommes, C.H., Wagener, F.O.O. · 2003 · advanced · time series
financial economics
Nonparameteric forecasting of multivariate probability density functions
Dominique Guegan, Matteo Iacopini · 2018 · advanced · time series
copulas · probability · statistics · time series
Nonparametric Analysis of Hedge Funds Lifetimes
Guillaume Simon, Jean‐Pierre Florens, Serge Darolles · 2010 · advanced · statistics
econometrics · hedge funds · statistics
Nonparametric Assessment of Hedge Fund Performance
Almeida, Caio, Ardison, Kim, Garcia, René · 2019 · advanced · statistics
asset pricing · hedge funds
Nonparametric Beta Kernel Estimator for Long Memory Time Series
Bouezmarni, Taoufik, Van Bellegem, Sébastien · 2009 · advanced · time series
statistics · time series
Nonparametric calibration of jump-diffusion option pricing models.
Peter Tankov, Rama Cont · 2004 · advanced · options
jump processes · model calibration · numerical methods · optimization · option pricing
Nonparametric estimates of option prices via Hermite basis functions
Carlo Marinelli, Stefano d'Addona · 2022 · advanced · options
option pricing
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach
Andrew Jeffrey, Linton, Oliver Linton, Peter C.B. Phillips · 2001 · advanced · fixed income
fixed income · interest rates · statistics · term structure models
Nonparametric estimation of conditional beta pricing models
Ferreira, Eva, Gil-Bazo, Javier, Orbe, Susan · 2008 · advanced · statistics
asset pricing · statistical inference
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff
Hong, S-Y., Linton, O. · 2018 · advanced · statistics
econometrics · regression · statistical inference · statistics · time series
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
Bu, R., Li, D., Linton, O. · 2022 · advanced · statistics
statistics
Nonparametric Estimation of Self- and Cross-Impact
Eyal Neuman, Natascha Hey, Sturmius Tuschmann · 2025 · advanced · quantitative trading
market microstructure · statistical inference
Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices
Andrew W. Lo, Yacine Aït-Sahalia · advanced · options
derivatives · option pricing · statistical inference · statistics
Nonparametric Euler Equation Identi?cation and Estimation
Escanciano, J C., Hoderlein, S., Lewbel, A. · 2020 · advanced · statistics
asset pricing
Nonparametric Euler Equation Identification andEstimation
Arthur Lewbel, Juan Carlos Escanciano, Oliver Linton · 2015 · advanced · statistics
asset pricing · econometrics · statistics
Nonparametric likelihood for volatility under high frequency data
Lorenzo Camponovo, Taisuke Otsu, Yukitoshi Matsushita · 2015 · advanced · statistics
statistical inference · statistics
Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
Mototsugu Shintani, Oliver Linton · 2003 · advanced · statistics
hypothesis testing · neural networks · regression · statistical inference · statistics · time series
Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
Mototsugu Shintani, Oliver Linton · 2002 · advanced · statistics
hypothesis testing · regression · statistical inference · statistics · time series
Nonparametric Option Pricing with Generalized Entropic Estimators
Caio Almeida, Gustavo Freire, Kym Ardison · 2022 · advanced · options
derivatives · mathematical finance · option pricing · statistics
Nonparametric Predictive Regressions for Stock Return Prediction
Cheng, T., Gao, J., Linton, O. · 2019 · advanced · time series
econometrics · regression · statistics · time series
Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models
Frido Rolloos · 2020 · advanced · options
derivatives · option pricing · options hedging · volatility trading
Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information
Koo, B., La Vecchia, D., Linton, O. · 2019 · advanced · fixed income
fixed income · interest rates · panel data · statistics
Norms Based on Generalized Expected-Shortfalls and Applications
Shuyu Gong, Taizhong Hu, Zhenfeng Zou · 2025 · advanced · risk management
optimization · risk management
Northern Ireland in turmoil: a quantitative analysis of the impact of the Troubles on the Irish Stock Market
Donohoe, Maitiú · 2024 · intermediate · statistics
equity markets · statistical inference
Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision
Agathe Sadeghi, Brian Zhu, Ciamac Moallemi · 2026 · advanced · quantitative trading
liquidity · performance attribution
Not Risk Parity Funds
Michael A. Mendelson · 2018 · beginner · risk management
risk management
Note on a Theoretical Justification for Approximations of Arithmetic Forwards
Álvaro Romaniega · 2024 · advanced · fixed income
interest rates
Notes on Correlation Stress Tests
Piotr Chmielowski · 2025 · advanced · risk management
risk management · stress testing
Notes on the SWIFT method based on Shannon Wavelets for Option Pricing
Fabien Le Floc'h · 2020 · advanced · options
numerical methods · option pricing
Notes on the yield curve
Martin, Ian, Ross, Steve · 2019 · advanced · fixed income
fixed income · interest rates · term structure models
Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
Biswarup Chakraborty · 2025 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · risk management
NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading
Han-Jay Shu, Hsiang-Hui Liu, Wei-Ning Chiu · 2023 · intermediate · quantitative trading
algorithmic trading · backtesting · machine learning · momentum · neural networks · time series
NUFFT for the Fast COS Method
Fabien LeFloc'h · 2025 · advanced · options
numerical methods · option pricing
Null-Validated Topological Signatures of Financial Market Dynamics
Samuel W. Akingbade · 2026 · advanced · time series
hypothesis testing · statistical inference · time series
Numeraire Invariance of Entropy-Projected Martingale Measures
Jan Vecer · 2026 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance · optimization
Numéraire-invariant preferences in financial modeling
Kardaras, Constantinos · 2010 · advanced · portfolio management
mathematical finance
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation
Czichowsky, Christoph, Kallsen, Jan, Černý, Aleš · 2021 · advanced · derivatives
mathematical finance · optimization · portfolio management · stochastic calculus · stochastic processes
Numerical analysis of a particle system for the calibrated Heston-type local stochastic volatility model
Christoph Reisinger, Maria Olympia Tsianni · 2025 · advanced · stochastic calculus
model calibration · monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
Numerical analysis of American option pricing in a two-asset jump-diffusion model
Duy-Minh Dang, Hao Zhou · 2024 · advanced · options
jump processes · numerical methods · option pricing · partial differential equations
Numerical analysis of an extended structural default model with mutual liabilities and jump risk
Alexander Lipton, Christoph Reisinger, Vadim Kaushansky · 2016 · advanced · risk management
credit derivatives · credit risk · financial networks · jump processes · model calibration · numerical methods
Numerical analysis on locally risk-minimizing strategies for Barndorff-Nielsen and Shephard models
Takuji Arai · 2025 · advanced · options
numerical methods · stochastic processes
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan, Villeneuve, Stéphane, Warin, Xavier · 2016 · advanced · other
numerical methods · optimization · partial differential equations
Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
A. Agarwal, A. Zhou, E. Gobet · 2024 · advanced · stochastic calculus
mathematical finance · stochastic differential equations · stochastic processes
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models
J. Pospíšil, Josef Daněk · 2020 · advanced · options
numerical methods · option pricing
Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation
Ilaria Peri, Linus Wunderlich · 2026 · advanced · risk management
numerical methods · optimization · portfolio optimization · risk management
Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps
Fred Espen Benth, Karel J. in 't Hout, Michèle Vanmaele · 2025 · advanced · options
jump processes · mathematical finance · numerical methods · option pricing · partial differential equations
Numerical methods for two-dimensional G-heat equation
X. T. Zheng, X. Y. Yue, Z. T. Pei · 2025 · advanced · stochastic calculus
numerical methods · partial differential equations
Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model
Kevin S. Zhang, Traian A. Pirvu · 2020 · advanced · options
derivatives · liquidity · monte carlo simulation · numerical methods · option pricing · stochastic differential equations
Numerical Simulations for Time-Fractional Black-Scholes Equations
A. S. V. Ravi Kanth, Neetu Garg · 2026 · advanced · options
numerical methods · option pricing · partial differential equations
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing
Chiheb Ben Hammouda, Christian Bayer, Raúl Tempone · 2021 · advanced · options
numerical methods · option pricing · stochastic differential equations
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Christoph Reisinger, Rasmus Wissmann · 2015 · advanced · derivatives
numerical methods · option pricing · partial differential equations
Numerical Valuation of Derivatives in High-Dimensional Settings via PDE Expansions
Christoph Reisinger, Rasmus Wissmann · 2012 · advanced · derivatives
derivatives · numerical methods · option pricing · partial differential equations
Numerical valuation of European options under two-asset infinite-activity exponential Lévy models
Fred Espen Benth, Karel J. in 't Hout, Massimiliano Moda · 2025 · advanced · options
derivatives · jump processes · numerical methods · option pricing · stochastic processes
NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years
William H. Press · 2023 · advanced · quantitative trading
brownian motion · equity markets · statistical arbitrage · time series
Nyström Attention Matches Full Attention for Cross-Sectional Stock Prediction
Kunhan Guo · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Objective and subjective entropy measures of portfolio suboptimality
Ati S Sharma · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization · probability · stochastic calculus · stochastic processes
Objective-oriented quantitative investment: A specification-driven framework for automated synthesis of trading strategy pipelines
Liangliang Zhang · 2026 · advanced · quantitative trading
quantitative trading
Observable Matrix Dynamics of Stocks
Igor Halperin · 2026 · advanced · statistics
equity markets · statistics
Occupied Processes: Going with the Flow
Valentin Tissot-Daguette · 2023 · advanced · stochastic calculus
option pricing · partial differential equations · stochastic calculus · stochastic processes
Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
Dimitris Kalles, Theodoros Zafeiriou · 2024 · intermediate · machine learning
deep learning · foreign exchange · machine learning · neural networks · time series
Offshore Hedge Funds: Survival & Performance 1989-1995
Roger G. Ibbotson, Stephen J. Brown, William N. Goetzmann · 1998 · intermediate · portfolio management
hedge funds
Offshore Hedge Funds: Survival and Performance 1989-1995
Roger G. Ibbotson, Stephen J. Brown, William N. Goetzmann · 1997 · intermediate · portfolio management
hedge funds
Offshore Investment Funds: Monsters in Emerging Markets?
Shang-Jin Wei, Woochan Kim · 2001 · intermediate · quantitative trading
behavioral finance
OFTER: An Online Pipeline for Time Series Forecasting
Mihai Cucuringu, Nikolas Michael, Sam Howison · 2023 · intermediate · time series
machine learning · regression · statistics · time series
Oil price and financial markets: Multivariate dynamic frequency analysis
Anna Creti, Khaled Guesmi, Zied Ftiti · 2014 · intermediate · time series
econometrics · time series
Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries
Anna Créti, Khaleb Guesmi, Zied Ftiti · 2013 · intermediate · time series
econometrics · equity markets · time series
On "Acquisition of information in Financial Markets
Christophe Chamley · 2008 · advanced · quantitative trading
financial economics
On a fundamental statistical edge principle
Tommaso Gastaldi · 2024 · advanced · quantitative trading
statistics
On a Moving Average with Internal Degrees of Freedom
Alexander Bobyl, Linda Boudjemila, Vadim Davydov · 2022 · intermediate · time series
time series
On a multi-timescale statistical feedback model for volatility fluctuations
CFM · 2005 · advanced · time series
statistics · stochastic processes · time series
On a multivariate extension for Copula-based Conditional Value at Risk
Andres Mauricio Molina Barreto · 2025 · advanced · risk management
copulas · risk management
On a Simple Relationship Between Order Imbalance, Skew and Width in Over-The-Counter Trading
Peter Cotton · 2026 · advanced · quantitative trading
market making · market microstructure
On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift
Emmanuel Gnabeyeu, Gilles Pagès · 2025 · advanced · stochastic calculus
stochastic processes
On a Universal Mechanism for Long Ranged Volatility Correlations
Irene Giardina, Jean-Philippe Bouchaud, Marc Mezard · 2001 · intermediate · time series
stochastic processes · time series
On Accelerating Large-Scale Robust Portfolio Optimization
Chung-Han Hsieh, Jie-Ling Lu · 2024 · advanced · portfolio management
optimization · portfolio optimization
On an Optimal Stopping Problem with a Discontinuous Reward
Anne Mackay, Marie-Claude Vachon · 2023 · advanced · options
insurance · option pricing
On Banking Regulation and Lobbying
Hans Gersbach, Stylianos Papageorgiou · 2019 · advanced · risk management
banking
On Bellman equation in the limit order optimization problem for high-frequency trading
A. Yu. Veretennikov, M. I. Balakaeva · 2025 · advanced · quantitative trading
high frequency trading · optimization · stochastic processes
On Bitcoin Price Prediction
Grégory Bournassenko · 2025 · intermediate · time series
cryptocurrencies · machine learning · market efficiency · time series
On Bonart's interpretation of the Square-Root Impact Law
B. Toth, I. Mastromatteo, J. -P. Bouchaud · 2026 · advanced · quantitative trading
market microstructure
On business cycles… and when trend following works
CFM · 2019 · intermediate · quantitative trading
trend following
On certain representations of pricing functionals
Carlo Marinelli · 2021 · advanced · options
mathematical finance · measure theory · option pricing
On Classifying the Effects of Policy Announcements on Volatility
Demetrio Lacava, Edoardo Otranto, Giampiero M. Gallo · 2020 · advanced · time series
financial economics · statistics · time series
On consistency of optimal portfolio choice for state-dependent exponential utilities
Edoardo Berton, Marco Maggis, Marzia De Donno · 2025 · advanced · portfolio management
mathematical finance · optimization
On Control of Drawdown: Robust Invariance and Optimality
Chung-Han Hsieh · 2026 · advanced · risk management
mathematical finance · optimization · portfolio management · risk management · stochastic processes
On convergence of the Mayer problems arising in the theory of financial markets with transaction cost
Artur Sidorenko, Yuri Kabanov · 2026 · advanced · stochastic calculus
optimization · portfolio optimization · stochastic processes · transaction costs
On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio
Chung-Han Hsieh, Xiao-Rou Yu · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · transaction costs
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach
Chung-Han Hsieh, Pei-Ting Wang · 2022 · intermediate · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
On data-driven robust distortion risk measures for non-negative risks with partial information
Linxiao Wei, Ran Wang, Xiangyu Han · 2025 · advanced · risk management
optimization
On deep calibration of (rough) stochastic volatility models
Aitor Muguruza, Benjamin Stemper, Blanka Horvath · 2019 · advanced · machine learning
deep learning · machine learning · model calibration · neural networks · option pricing · rough volatility
On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment
Joel P. Villarino, Álvaro Leitao · 2024 · advanced · risk management
credit risk · deep learning · interest rates · machine learning · monte carlo simulation · neural networks
On Detecting Spoofing Strategies in High Frequency Trading
Andrew Day, Lan Ling, Samuel Drapeau · 2020 · advanced · quantitative trading
high frequency trading · market microstructure
On Evaluating Loss Functions for Stock Ranking: An Empirical Analysis With Transformer Model
Jan Kwiatkowski, Jarosław A. Chudziak · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
On expansions for the Black-Scholes prices and hedge parameters
Jean-Philippe Aguilar · 2018 · advanced · options
mathematical finance · option greeks · option pricing
On explicit solutions to a class of quadratic BSDEJs driven by affine Volterra processes with jumps and applications
Emmanuel Gnabeyeu, Sigui Brice Dro · 2026 · advanced · stochastic calculus
jump processes · optimization · portfolio management · stochastic calculus · stochastic differential equations · stochastic processes
On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options
Ludovic Mathys · 2019 · advanced · options
derivatives · numerical methods · option pricing
On Frequency-Based Optimal Portfolio with Transaction Costs
Chung-Han Hsieh, Yi-Shan Wong · 2023 · advanced · portfolio management
convex optimization · optimization · portfolio optimization · transaction costs
On Geometrically Convex Risk Measures
Fabio Bellini, Mücahit Aygün, Roger J. A. Laeven · 2024 · advanced · risk management
mathematical finance
On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model
Emmanuel Gnabeyeu, Gilles Pagès, Mathieu Rosenbaum · 2025 · advanced · stochastic calculus
calculus · mathematical finance · stochastic differential equations · stochastic processes
On intermediate Marginals in Martingale Optimal Transportation
Julian Sester · 2023 · advanced · options
derivatives · martingales · option pricing
On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
Tong Pu, Yifei Zhang, Yiying Zhang · 2024 · advanced · risk management
contagion · copulas · systemic risk
On lead-lag estimation of non-synchronously observed point processes
Takaaki Shiotani, Takaki Hayashi, Yuta Koike · 2026 · advanced · statistics
statistics · stochastic processes
On monotone completion of risk markets: Limit results for incomplete risk markets
Danny Ralph, Geoffrey Pritchard, Golbon Zakeri · 2025 · advanced · risk management
risk management
On multivariate contribution measures of systemic risk with applications in cryptocurrency market
Junxue Li, Limin Wen, Tong Pu · 2024 · advanced · risk management
cryptocurrencies · systemic risk
On non-uniqueness in the option valuation problem
Ekaterina A. Ladykova, Olga S. Rozanova · 2025 · advanced · options
option pricing · partial differential equations
On non-uniqueness of solutions to degenerate parabolic equations in the context of option pricing in the Heston model
Ruslan R. Boyko · 2025 · advanced · options
mathematical finance · option pricing · partial differential equations
On Noncommutative Quantum Mechanics and the Black-Scholes Model
Abraham Espinoza-García, F. Teodoro Hernández Grovas, Luis Rey Díaz-Barrón · 2025 · advanced · options
mathematical finance · option pricing
On optimal tracking portfolio in incomplete markets: The reinforcement learning approach
Lijun Bo, Xiang Yu, Yijie Huang · 2023 · advanced · portfolio management
brownian motion · optimization · portfolio management · reinforcement learning · stochastic processes
On options-driven realized volatility forecasting: Information gains via rough volatility model
Meng Melody Wang, Yifan Ye, Zheqi Fan · 2026 · advanced · time series
rough volatility · time series · volatility forecasting
On Parametric Optimal Execution and Machine Learning Surrogates
Mike Ludkovski, Moritz Voß, Tao Chen · 2022 · advanced · quantitative trading
optimal execution · optimization · stochastic processes
On Portfolio Choice with Savoring and Disappointment
Clotilde Napp, Elyès Jouini, Paul Karehnke · 2013 · advanced · portfolio management
portfolio management
On Portfolio Frictions, Asset Returns and Volatility *
Anna Belianska, Aurélien Eyquem, Céline Poilly · 2023 · advanced · fixed income
econometrics · fixed income · interest rates
On Prudence of Risk Measures
Denny H. Leung, Foivos Xanthos, Niushan Gao · 2026 · advanced · risk management
mathematical finance
On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
Eric Ghysels, Jack Morgan · 2024 · advanced · other
algorithms · asset pricing · mathematical finance
On Quantum BSDE Solver for High-Dimensional Parabolic PDEs
Howard Su, Huan-Hsin Tseng · 2025 · advanced · machine learning
machine learning · monte carlo simulation · partial differential equations · stochastic differential equations
On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500
Lech A. Grzelak · 2022 · advanced · options
derivatives · model calibration · monte carlo simulation · option pricing · stochastic processes
On Reference-Regulated Multiperiod Mean-Variance Portfolio Optimization in High Dimensions
Jianjun Gao, Weichen Wang, Yutao Deng · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
On regularity of finite-maturity American put options in the Heston model
Huy Chau, Khai Nguyen · 2026 · advanced · options
option pricing · partial differential equations
On Risks and Opportunities in Financial Markets
Simon D. Lansdorp · 2013 · advanced · statistics
statistics
On Secondary Buyouts
François Degeorge, Jens Martin, Ludovic Phalippou · 2013 · intermediate · other
other
On Shapley-Shubik Equilibria with Financial Markets
Gaël Giraud, Hubert Stahn · 2008 · advanced · other
financial economics
On short-time behavior of implied volatility in a market model with indexes
Duy Nguyen, Huy N. Chau, Thai Nguyen · 2024 · advanced · options
stochastic processes
On simulation of rough Volterra stochastic volatility models
Jan Matas, Jan Pospíšil · 2021 · advanced · options
brownian motion · monte carlo simulation · numerical methods · rough volatility · stochastic processes
On some semi-parametric estimates for European option prices
Carlo Marinelli · 2023 · advanced · options
option pricing · probability
On statistical arbitrage under a conditional factor model of equity returns
Stefan Zohren, Stephen Roberts, Trent Spears · 2023 · advanced · quantitative trading
statistical arbitrage · time series
On stochastic control problems with higher-order moments
Alain Bensoussan, Jiaqin Wei, Jingzhen Liu · 2024 · advanced · stochastic calculus
optimization · partial differential equations · stochastic differential equations · stochastic processes
On Technical Bases and Surplus in Life Insurance
Angus S. Macdonald, Oytun Haçarız, Torsten Kleinow · 2023 · advanced · risk management
insurance · stochastic processes
On Tests of the Existence of Time Variable Risk Premia in the Forward Foreign Exchange Market
Bossaerts, Peter · 1985 · advanced · statistics
foreign exchange · hypothesis testing · market efficiency
On the "mementum" of Meme Stocks
Carlo R. M. A. Santagiustina, Matteo Iacopini, Michele Costola · 2021 · intermediate · time series
econometrics · time series
On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing
Meyer-Gohde, Alexander · 2021 · advanced · other
asset pricing · linear algebra · numerical methods
On the Application of Laplace Transform to the Ruin Problem with Random Insurance Payments and Investments in a Risky Asset
Viktor Antipov · 2025 · advanced · risk management
brownian motion · insurance · stochastic processes
On the approximation of posterior laws in compound loss models by conditional Wasserstein GANs
Aleksandar Arandjelovic, George Tzougas, Pavel V. Shevchenko · 2026 · advanced · risk management
bayesian statistics · deep learning · insurance · machine learning · neural networks · statistical inference
On the asymptotic shape of quantile surfaces
Florian Gach, Simon Hochgerner · 2026 · advanced · risk management
risk management · statistics
On the autocorrelation of the stock market
Martin, Ian · 2021 · advanced · time series
equity markets · option pricing
On the Bachelier implied volatility at extreme strikes
Fabien Le Floc'h · 2022 · advanced · options
option pricing
On the binomial approximation of the American put
Damien Lamberton · 2018 · advanced · options
brownian motion · numerical methods · option pricing · stochastic processes
On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory
Assa Hirbod, Morales Manuel, Omidi Firouzi Hassan · 2016 · advanced · risk management
insurance · stochastic processes
On the closure in the Emery topology of semimartingale wealth-process sets
Kardaras, Constantinos · 2013 · advanced · stochastic calculus
mathematical finance · stochastic calculus · stochastic processes
On the Consequences of State Dependent Preferences for the Pricing of Financial Assets
Christos Giannikos, Hany Guirguis, Jean-Pierre Danthine · 2002 · advanced · other
asset pricing
On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications
Alexander F. Wagner, Andreas Schrimpf, Andreas Ziegler · 2011 · intermediate · portfolio management
asset pricing · equity markets · factor investing · momentum
On the Convergence of Credit Risk in Current Consumer Automobile Loans
Jackson P. Lautier, Jun Yan, Vladimir Pozdnyakov · 2022 · advanced · risk management
credit risk · hypothesis testing · statistical inference
On the Correlation Structure of Microstructure Noise in Theory and Practice
Francis X. Diebold, Georg H. Strasser · 2008 · advanced · time series
econometrics · market microstructure
On the Design of Artificial Stock Markets
Boer-Sorban, K., Kaymak, U., de Bruin, A. · 2005 · intermediate · quantitative trading
quantitative trading
On the deterministic-shift extended CIR model in a negative interest rate framework
Kevin Kamm, Marco Di Francesco · 2022 · advanced · fixed income
interest rates · stochastic processes · term structure models
On the Difficulty of Measuring Forecasting Skill in Financial Markets
Satchell, S., Williams, O.J. · 2010 · advanced · portfolio management
financial economics
On the Economic Evaluation of Volatility Forecasts
Valeri Voev · 2009 · advanced · time series
volatility forecasting
On the Effect of Alpha Decay and Transaction Costs on the Multi-period Optimal Trading Strategy
Chutian Ma, Paul Smith · 2025 · advanced · quantitative trading
numerical methods · optimization · portfolio management · transaction costs
On the Effectiveness of Exchange Rate Interventions in Emerging Markets
Arne Nagengast, Christian Daude, Eduardo Levy Yeyati · 2014 · intermediate · time series
econometrics · economic policy · foreign exchange · panel data
On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
Amir Mani, Georgios Sotiropoulos, Travis Cable · 2025 · intermediate · fixed income
credit risk · fixed income · liquidity risk · risk management · tail risk
On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation
Chinonso Nwankwo, Weizhong Dai · 2021 · advanced · options
numerical methods · option pricing · partial differential equations
On The Empirical Detection Of Financial Innovation
Hester, Donald D. · 1985 · intermediate · statistics
banking · hypothesis testing · statistical inference · statistics
On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
Mikhail A. Sonin, Yuri Kabanov · 2025 · advanced · stochastic calculus
stochastic processes
On the equivalence of financial structures with long-term assets
Achis Chery, Jean-Marc Bonnisseau · 2017 · advanced · other
financial economics · mathematical finance
On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria
George Samartzis, Nikitas Pittis · 2022 · advanced · portfolio management
monte carlo simulation
On the Estimation of Own Funds for Life Insurers: A Study of Direct, Indirect, and Control Variate Methods in a Risk-Neutral Pricing Framework
Mark-Oliver Wolf · 2025 · advanced · risk management
insurance · monte carlo simulation · numerical methods
On the Estimation Stability of Efficiency and Economies of Scale in Microfinance Institutions
Anh Vo Thi, Thomas Bolli · 2012 · advanced · statistics
panel data
On the existence of financial equilibrium when beliefs are private
Lionel de Boisdeffre · 2012 · advanced · other
financial economics · probability
On the Existence of Linear Equilibria in the Rochet-Vila Model of Market Making
Nöldeke, Georg, Tröger, Thomas · 2004 · advanced · quantitative trading
market making · market microstructure
On the existence of personal equilibria
Laurence Carassus, Miklós Rásonyi · 2025 · advanced · other
mathematical finance · optimization
On the Expected Maximum Deficit and the Optimal Allocation of Reserves
Claude Lefevre, Pierre Zuyderhoff · 2026 · advanced · risk management
optimization · risk management · stochastic processes
On the exposure of insurance companies to sovereign risk − portfolio investments and market forces 1
Düll, Robert, König, Felix, Ohls, Jana · 2017 · intermediate · risk management
financial stability · insurance
On the fundamental theorem of asset pricing: random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V., Schürger, Klaus, Taksar, Michael I. · 2002 · advanced · stochastic calculus
asset pricing · mathematical finance
On the Generalized Brownian Motion and its Applications in Finance
Daniel Schiemert, Esben Høg, Per Skaarup Frederiksen · 2008 · advanced · fixed income
brownian motion · stochastic processes · term structure models
On the Guyon-Lekeufack Volatility Model
Andrés Riveros Valdevenito, Marcel Nutz · 2023 · advanced · stochastic calculus
stochastic differential equations · stochastic processes
On the harmonic mean representation of the implied volatility
Stefano De Marco · 2020 · advanced · options
mathematical finance · volatility surface
On the hedging of options on exploding exchange rates
Johannes Ruf, Peter Carr, Travis Fisher · 2013 · advanced · options
derivatives · martingales · option pricing · stochastic calculus · stochastic processes
On the hedging problem in general 1D diffusion markets
Alexis Anagnostakis, David Criens, Mikhail Urusov · 2026 · advanced · options
mathematical finance · option pricing · options hedging · partial differential equations · stochastic processes
On the Heston Model with Stochastic Volatility: Analytic Solutions and Complete Markets
Bénédicte Alziary, Peter Takáč · 2018 · advanced · options
mathematical finance · option pricing · partial differential equations
On the hidden costs of passive investing
Iro Tasitsiomi · 2025 · intermediate · quantitative trading
optimal execution · transaction costs
On the High‐Frequency Dynamics of Hedge Fund Risk Exposures
Andrew J. Patton, Tarun Ramadorai · 2012 · intermediate · time series
hedge funds
On the impact of fundamentals, liquidity and coordination on market stability
Francisco Peñaranda, Jón Daníelsson · 2010 · advanced · statistics
econometrics · financial stability · foreign exchange · liquidity
On the influence of oil prices on stock markets: Evidence from panel analysis in GCC countries
Christophe Rault, Mohamed El Hedi AROURI · 2009 · advanced · statistics
econometrics · equity markets · panel data · regression
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model
Davide Radi, Frank Westerhoff, Iryna Sushko · 2024 · advanced · time series
market efficiency
On the Local equivalence of the Black Scholes and the Merton Garman equations
Ivan Arraut · 2024 · advanced · options
mathematical finance
On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice, Svindland, Gregor · 2014 · advanced · options
derivatives · mathematical finance · option pricing
On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures
Xinshu Li, Zian Wang · 2024 · advanced · time series
econometrics · garch · time series · volatility forecasting
On the market-consistent valuation of health insurance liabilities
Jonas Ingmanns, Nicole Kastanek, Simon Hochgerner · 2026 · advanced · risk management
insurance · interest rates
On the maximum drawdown during speculative bubbles
Giulia Rotundo, Mauro Navarra · 2006 · intermediate · risk management
risk management
On the modeling assumptions of Historical Simulation for Value-at-Risk
Björn Löfdahl Grelsson · 2026 · advanced · risk management
risk management
On the Nonparametric Tests of Univariate GARCH Regression Models
Wasel Shadat · 2011 · advanced · time series
econometrics · garch · hypothesis testing · monte carlo simulation · statistical inference · time series
On the optimal choice of strike conventions in exchange option pricing
Elisa Alòs, Michael Coulon · 2018 · advanced · options
option pricing
On the optimal design of a financial stability fund
Eva Cárceles-Poveda, Ramon Marimon, Yan Liu · 2022 · advanced · risk management
financial stability
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
Daniele Mancinelli, Immacolata Oliva, Katia Colaneri · 2024 · advanced · portfolio management
jump processes · portfolio optimization · risk management · stochastic processes
On the optimal portfolio problem with partial information and related mean field games with relative performance criteria
Panagiotis Souganidis, Thaleia Zariphopoulou · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic calculus · stochastic processes
On the origin of power law tails in price fluctuations
Fabrizio Lillo, J. Doyne Farmer · 2003 · advanced · quantitative trading
market microstructure · time series
On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness
Francis X. Diebold, Kamil Yilmaz · 2022 · advanced · time series
contagion · econometrics · financial networks · time series
On the Potential of Network-Based Features for Fraud Detection
Catayoun Azarm, Erman Acar, Mickey van Zeelt · 2024 · intermediate · machine learning
financial networks · machine learning
On the potential of quantum walks for modeling financial return distributions
Jan Ryckebusch, Koen Schoors, Luis E. C. Rocha · 2024 · advanced · time series
time series
On the practical implementation of retirement gains by using an upside and a downside terminal wealth constraint
Catherine Donnelly, Jens Perch Nielsen, Montserrat Guillén · 2015 · intermediate · portfolio management
pensions · portfolio management
On the Pricing of American Options under Stochastic Local Volatility and Stochastic Correlation via the RBSDE Framework
Long Teng · 2026 · advanced · options
numerical methods · option pricing · stochastic calculus · stochastic differential equations
On the Pricing of Currency Options under Variance Gamma Process
Abhijeet Chandra, Azwar Abdulsalam, Gowri Jayprakash · 2020 · advanced · options
derivatives · foreign exchange · option pricing · stochastic processes
On the Pricing of Step-Up Bonds in the European Telecom Sector
Lando, David, Mortensen, Allan · 2004 · advanced · fixed income
credit risk · fixed income · model calibration
On the Range of the Risk-Free Interest Rate in Incomplete Markets
Atsushi Kajii, Chiaki Hara · 2003 · advanced · fixed income
financial economics · interest rates
On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models
Alexander Schied, Xiyue Han · 2025 · advanced · statistics
rough volatility · statistical inference · stochastic processes
On the Relationship between Borrower and Bank risk
Ulrich Schüwer, Yuliyan Mitkov · 2024 · advanced · risk management
banking · credit risk
On the Relationship between Market Power and Bank Risk Taking
Kaniska Dam, Marc Escrihuela-Villar, Santiago Sanchez-Pages · 2009 · intermediate · risk management
banking · financial economics
On The Relationship Between The Danish Stock And Bond Market In The Medium And Long Term
Olesen, Jan Overgaard, Risager, Ole · 2000 · intermediate · statistics
econometrics · equity markets · fixed income · time series
On the relative performance of some parametric and nonparametric estimators of option prices
Carlo Marinelli, Stefano D'Addona · 2024 · advanced · options
option pricing
On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks
Eva Lütkebohmert, Hongyi Shen, Julian Sester · 2023 · advanced · risk management
credit risk · monte carlo simulation · risk management
On the rigidity of amorphous solids. Price fluctuations, Conventions and Microstructure of Financial Markets
Matthieu Wyart · 2005 · advanced · quantitative trading
financial economics · market microstructure
On the RND under Heston's stochastic volatility model
Ben Boukai · 2021 · advanced · options
option pricing
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Javier R. Navas, Manuel Moreno · 2001 · intermediate · options
derivatives · monte carlo simulation · numerical methods · option pricing · regression
On the Role of Debt Maturity in a Model with Sovereign Risk and Financial Frictions
Aurélien Eyquem, Stéphane Auray · 2017 · advanced · fixed income
financial economics
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Elisa Alòs, Jorge A. León · 2016 · advanced · options
stochastic calculus · stochastic processes
On the sensitivity analysis of energy quanto options
Farai Mhlanga, Rodwell Kufakunesu · 2018 · advanced · options
derivatives · option greeks · options hedging
On the Separability of Vector-Valued Risk Measures
Zachary Feinstein, Çağın Ararat · 2024 · advanced · risk management
risk management
On the Separation of Estimation and Control in Risk-Sensitive Investment Problems under Incomplete Observation
Sébastien Lleo, Wolfgang J. Runggaldier · 2023 · advanced · stochastic calculus
portfolio management
On the Sequencing of Projects, Reputation Building and Relationship Finance
Egli, D., Ongena, S., Smith, D.C. · 2001 · intermediate · other
financial economics
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Elisa Alòs, Jorge A. León, Josep Vives · 2006 · advanced · options
derivatives · option pricing · stochastic calculus
On the short-time behaviour of up-and-in barrier options using Malliavin calculus
Òscar Burés · 2025 · advanced · options
option pricing · stochastic calculus · stochastic processes
On the Singular Control of a Diffusion and its Running Infimum or Supremum
Giorgio Ferrari, Neofytos Rodosthenous · 2025 · advanced · stochastic calculus
optimization · stochastic processes
On the Skew Stickiness Ratio
Masaaki Fukasawa · 2026 · advanced · stochastic calculus
stochastic calculus · stochastic processes
On the Stock Markets’ Reactions to Taxation and Public Expenditure
Oreste Napolitano, Pasquale Foresti · 2016 · intermediate · statistics
econometrics · economic policy · equity markets · financial economics · panel data
On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
Akmal Xodarev · 2026 · advanced · stochastic calculus
mathematical finance · stochastic differential equations · stochastic processes
On the structure of increasing profits in a 1D general diffusion market with interest rates
Alexis Anagnostakis, David Criens, Mikhail Urusov · 2025 · advanced · stochastic calculus
mathematical finance · measure theory · stochastic processes
On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
Frank Fabozzi, Nolan Alexander · 2026 · intermediate · risk management
risk management
On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors
Haoyue Dai, Kun Zhang, Sathyamoorthy Rajendran · 2023 · advanced · time series
causal inference · time series
On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
Akihiko Noda, Koichiro Moriya · 2023 · advanced · statistics
asset pricing · econometrics · hypothesis testing · regression · time series
On the timing of balance of payments crises: Disaggregated information and interest rate policy
Fernando Broner · 2002 · advanced · risk management
economic policy · interest rates
On the use of artificial intelligence in financial regulations and the impact on financial stability
Andreas Uthemann, Jon Danielsson · 2023 · intermediate · risk management
financial stability · systemic risk
On the use of case estimate and transactional payment data in neural networks for individual loss reserving
Benjamin Avanzi, Bernard Wong, Greg Taylor · 2025 · intermediate · risk management
deep learning · insurance · machine learning · neural networks
On the utility problem in a market where price impact is transient
Lóránt Nagy, Miklós Rásonyi · 2025 · advanced · quantitative trading
mathematical finance · optimization · transaction costs
On the valuation of life insurance policies for dependent coupled lives
Cedric H. A. Koffi, Kira Henshaw, Olivier Menoukeu Pamen · 2024 · advanced · risk management
insurance
On the valuation of multiple reset options: integral equation approach
Nazym Azimbayev, Yerkin Kitapbayev · 2021 · advanced · options
derivatives · optimization · option pricing
On the Weak Error for Local Stochastic Volatility Models
Alexandre Zhou, Benjamin Jourdain, Peter K. Friz · 2025 · advanced · stochastic calculus
numerical methods · stochastic differential equations · stochastic processes
On Time-subordinated Brownian Motion Processes for Financial Markets
Peter Kempthorne, Rohan Shenoy · 2025 · advanced · stochastic calculus
statistics · stochastic processes
On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
Chi-Lin Li, Chung-Han Hsieh · 2023 · advanced · portfolio management
factor investing · portfolio management · portfolio optimization
On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models
Emmanuel Gnabeyeu · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization · rough volatility · stochastic calculus
On valuation before and after tax in no arbitrage models: Tax neutrality in the discrete time model
Jensen, Bjarne Astrup · 2002 · advanced · other
mathematical finance
On variable annuities with surrender charges
Alessandro Milazzo, Gabriele Stabile, Tiziano De Angelis · 2024 · advanced · derivatives
insurance · option pricing · stochastic processes
On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
Tong Pu, Yiying Zhang, Yunran Wei · 2024 · advanced · risk management
cryptocurrencies · systemic risk · tail risk
On weak notions of no-arbitrage in a 1D general diffusion market with interest rates
Alexis Anagnostakis, David Criens, Mikhail Urusov · 2025 · advanced · stochastic calculus
mathematical finance · stochastic calculus · stochastic processes
On-Chain Credit Risk Score in Decentralized Finance
Arka Datta, Rajdeep Sengupta, Rik Ghosh · 2024 · intermediate · risk management
credit risk · decentralized finance · risk management
On-Demand Combinatorial Event Markets on Kalshi: Instantiation, Concentration, and Effective Market Breadth
Maksym Nechepurenko · 2026 · intermediate · quantitative trading
quantitative trading
On-line reinforcement learning for optimization of real-life energy trading strategy
Paweł Wawrzyński, Łukasz Lepak · 2023 · intermediate · quantitative trading
machine learning · optimization · reinforcement learning
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience
David Byrd, Haibei Zhu, Kshama Dwarakanath · 2023 · advanced · machine learning
reinforcement learning
One Currency, Two Forward Prices: The Onshore-Offshore Renminbi Puzzle
Peng Luo, Samuel Drapeau, Tan Wang · 2026 · advanced · derivatives
derivatives · foreign exchange · liquidity risk · model calibration
One Factor to Bind the Cross-Section of Returns
Aleh Tsyvinski, Denis Chetverikov, Nicola Borri · 2024 · advanced · statistics
asset pricing
One More Question is Enough, Expert Question Decomposition (EQD) Model for Domain Quantitative Reasoning
Mengyu Wang, Miguel de Carvalho, Shay B. Cohen · 2025 · intermediate · machine learning
large language models · machine learning
One Other Option Pricing Scheme
Jimin Lin · 2026 · advanced · options
model calibration · option pricing
One Rising Ship Sinks Other Ships: Cross-Chain Negative Spillovers in Crypto Markets
Mengzhong Ma, Te Bao, Yonggang Wen · 2026 · intermediate · statistics
cryptocurrencies
One Simple Test of Samuelson's Dictum for the Stock Market
Jeeman Jung, Robert J. Shiller · 2002 · intermediate · statistics
equity markets · market efficiency · regression
Onflow: a model free, online portfolio allocation algorithm robust to transaction fees
Gabriel Turinici, Pierre Brugiere · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · reinforcement learning · transaction costs
Onflow: an online portfolio allocation algorithm
Gabriel Turinici, Pierre Brugière · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · reinforcement learning
Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
Adamantios Ntakaris, Gbenga Ibikunle · 2024 · advanced · machine learning
algorithms · high frequency trading · machine learning · neural networks
Online Learning in Limit Order Book Trade Execution
Cem Tekin, Mihaela van der Schaar, Nima Akbarzadeh · 2018 · advanced · quantitative trading
algorithmic trading · machine learning · optimal execution · reinforcement learning
Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
Fabrizio Lillo, Ioanna-Yvonni Tsaknaki, Piero Mazzarisi · 2023 · advanced · quantitative trading
bayesian statistics · market microstructure · time series
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
Simon Hirsch · 2025 · advanced · time series
machine learning · optimization · regression · statistics
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States
Chung-En Tsai, Hao-Chung Cheng, Yen-Huan Li · 2022 · advanced · portfolio management
convex optimization · optimization · portfolio management · portfolio optimization
Online Universal Dirichlet Factor Portfolios
Avinash Bhardwaj, Manjesh K. Hanawal, Purushottam Parthasarathy · 2023 · intermediate · portfolio management
factor investing · portfolio management · portfolio optimization
OOM-RL II: Reality Is an Oracle, Not a Debugger Provenance-Constrained Diagnosis in Continually Evolving Agent-Engineered Systems
Kun Liu, Liqun Chen · 2026 · advanced · machine learning
machine learning
OOM-RL: Out-of-Money Reinforcement Learning Market-Driven Alignment for LLM-Based Multi-Agent Systems
Kun Liu, Liqun Chen · 2026 · advanced · machine learning
large language models · machine learning · reinforcement learning
Opacity, Liquidity and Disclosure Policies
André Stenzel, Wolf Wagner · 2018 · advanced · quantitative trading
financial economics · liquidity
Open Information: A Defining Perspective on Web Datasets for Carbon Pricing
Anastasios Megaritis, Sidharth Mallik, Waymond Rodgers · 2026 · intermediate · time series
garch · hypothesis testing · time series
Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
Aleksei Adadurov, Andrei Sebyakin, Antero Eloranta · 2026 · advanced · quantitative trading
quantitative trading
Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
Daniel Kim, Dong Li, Jimin Huang · 2024 · advanced · machine learning
large language models · machine learning · natural language processing
OpenAlpha: A Community-Led Adversarial Strategy Validation Mechanism for Decentralised Capital Management
Arman Abgaryan, Utkarsh Sharma · 2025 · advanced · portfolio management
decentralized finance · optimization
OpenMarket: A Synchronized Polymarket-Binance Dataset for High-Frequency Prediction-Market Research
Gregory Young · 2026 · advanced · quantitative trading
market microstructure
Operator Analysis of MACD
Yuelong Li · 2025 · advanced · time series
time series
Operator Deep Smoothing for Implied Volatility
Antoine Jacquier, Lukas Gonon, Ruben Wiedemann · 2024 · advanced · options
machine learning · neural networks · volatility surface
Opportunity Cost in Insurance
Jan Maelger · 2025 · intermediate · risk management
insurance · optimization · portfolio optimization
Opposites attract: The case of Greek and Turkish financial markets
Drakos, Konstantinos, Kutan, Ali M. · 2001 · advanced · time series
econometrics · time series
Optimal allocations with distortion risk measures and mixed risk attitudes
Mario Ghossoub, Qinghua Ren, Ruodu Wang · 2025 · advanced · risk management
optimization
Optimal Annuitization Time under a Mortality Shock
Matteo Buttarazzi · 2026 · advanced · options
brownian motion · optimization · stochastic processes
Optimal annuitization with labor income under age-dependent force of mortality
Cody Hyndman, Criscent Birungi · 2025 · advanced · portfolio management
optimization
Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force
Gabriele Stabile, Matteo Buttarazzi, Tiziano De Angelis · 2025 · advanced · stochastic calculus
optimization · stochastic processes
Optimal Asset Allocation with Factor Models for Large Portfolios
Pesaran, M.H., Zaffaroni, P. · 2008 · advanced · portfolio management
portfolio optimization
Optimal Automated Market Makers: Differentiable Economics and Strong Duality
David C. Parkes, Michael J. Curry, Zhou Fan · 2024 · advanced · quantitative trading
market making · optimization
Optimal automation under overdispersed discrete risk: thresholds and hysteresis in a Negative Binomial model
Jinho Cha, Joseph Mollick, Justin Yu · 2025 · advanced · risk management
optimization · risk management · statistics · stochastic processes · tail risk
Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem
Christa Cuchiero, Christoph Reisinger, Stefan Rigger · 2023 · advanced · risk management
credit risk · numerical methods · optimization · systemic risk
Optimal Bailouts in Diversified Financial Networks
Krishna Dasaratha, Rakesh Vohra, Santosh S. Venkatesh · 2024 · advanced · risk management
contagion · financial networks · optimization
Optimal Banking Arrangements: Liquidity Creation Without Financial Fragility
Maxi Günnewig, Yuliyan Mitkov · 2024 · advanced · risk management
banking · liquidity
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
Brunnermeier, Markus K., Gollier, Christian, Parker, Jonathan A. · 2007 · advanced · portfolio management
asset pricing · behavioral economics · behavioral finance
Optimal Betting: Beyond the Long-Term Growth
Levon Hakobyan, Sergey Lototsky · 2025 · advanced · portfolio management
mathematical finance · portfolio management · portfolio optimization · risk management
Optimal Block Time for AMM Liquidity Providers under Jump-Diffusion Prices
Nils Bundi · 2026 · advanced · quantitative trading
jump processes · liquidity · optimization · stochastic processes
Optimal brokerage contracts in Almgren-Chriss model with multiple clients
Guillermo Alonso Alvarez, Kevin Webster, Sergey Nadtochiy · 2022 · advanced · quantitative trading
optimization
Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
Ludovic Tangpi, Shichun Wang · 2022 · advanced · quantitative trading
financial economics · optimization · stochastic processes
Optimal Call Policy for Corporate Bonds
Longstaff, Francis A., Tuckman, Bruce · 1993 · advanced · fixed income
corporate finance · fixed income · optimization
Optimal capital controls and real exchange rate policies: A pecuniary externality perspective
Benigno, Gianluca, Chen, Huigang, Otrok, Christopher · 2015 · advanced · risk management
economic policy · financial economics
Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
Kunal Menda, Raphael S Benarrosh · 2025 · advanced · portfolio management
monte carlo simulation · optimization · stochastic processes
Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation
Felix Fießinger, Mitja Stadje · 2025 · advanced · risk management
capital structure · insurance · optimization
Optimal Catastrophe Bond Design and its Applications to Climate Change Risk
Andres Medina, Wei Wei · 2026 · advanced · risk management
optimization · risk management
Optimal connectivity for a large financial network
Agnès Sulem, Andreea Minca, Rui Chen · 2017 · advanced · risk management
contagion · financial networks
Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case
Giorgio Ferrari, Tim Niclas Schütz · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio management · stochastic calculus · stochastic processes
Optimal Consumption and Retirement Time under Shortfall Risk Measure
Lijun Bo, Tingting Zhang, Yijie Huang · 2026 · advanced · portfolio management
financial economics · optimization · portfolio management · risk management
Optimal consumption under loss-averse multiplicative habit-formation preferences
Bahman Angoshtari, Fengyi Yuan, Xiang Yu · 2024 · advanced · portfolio management
mathematical finance · optimization · partial differential equations
Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
Kaixin Yan, Lijun Bo, Xiang Yu · 2024 · advanced · portfolio management
mathematical finance · optimization · partial differential equations · stochastic processes
Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint
Dejian Tian, Jianjun Zhou, Weidong Tian · 2025 · advanced · portfolio management
optimization · partial differential equations · portfolio management · portfolio optimization
Optimal Control of Reserve Asset Portfolios for Stablecoins
Alexander Hammerl · 2025 · advanced · portfolio management
liquidity risk · optimization · portfolio management
Optimal Control of the Ethena Yield-Bearing Stablecoin
Matthew Lorig · 2026 · advanced · quantitative trading
optimization · partial differential equations · stochastic calculus
Optimal Control with Expectation Constraint in a Smooth Boundary Case
Bruno Bouchard, Kim-Anh Pham, Lucas Gnecco Heredia · 2026 · advanced · stochastic calculus
optimization · partial differential equations · stochastic differential equations
Optimal Corrective Policies under Financial Frictions
Andreas Schabert · 2021 · advanced · risk management
credit markets · economic policy · optimization
Optimal credit portfolio and consumption with regime switching and default contagion
Fei Sun, Kaixin Yan, Wenyuan Wang · 2026 · advanced · portfolio management
contagion · credit risk · portfolio management · portfolio optimization · stochastic processes
Optimal Cross-Correlation Estimates from Asynchronous Tick-by-Tick Trading Data
William H. Press · 2023 · advanced · statistics
statistical inference · time series
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models
Antonis Papapantoleon, Chiheb Ben Hammouda, Christian Bayer · 2022 · advanced · options
numerical methods · optimization · option pricing
Optimal Decisions for Liquid Staking: Allocation and Exit Timing
David Yao, Ruofei Ma, Wenpin Tang · 2025 · advanced · portfolio management
optimization · stochastic processes
Optimal Delegation and Limited Awareness, with an Application to Financial Intermediation
Nicola Pavoni, Sarah Auster · 2018 · advanced · other
financial economics
Optimal Delta Hedging for Options
Alan White, John Hull · 2017
derivatives · mathematical finance · option greeks · options hedging · risk management
Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach
Vladimir Markov · 2025 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization · probability · risk management
Optimal dividend and capital injection under self-exciting claims
Etienne Chevalier, Paulin Aubert, Vathana Ly Vath · 2025 · advanced · risk management
insurance · optimization · stochastic processes
Optimal dividend payout with path-dependent drawdown constraint
Chonghu Guan, Jiacheng Fan, Zuo Quan Xu · 2023 · advanced · stochastic calculus
brownian motion · optimization · partial differential equations · stochastic processes
Optimal dividend strategies for a catastrophe insurer
Hansjoerg Albrecher, Nora Muler, Pablo Azcue · 2023 · advanced · risk management
insurance · numerical methods · optimization · stochastic processes
Optimal Dividend, Reinsurance and Capital Injection Strategies for Collaborating Business Lines: The Case of Excess-of-Loss Reinsurance
Engel John C. Dela Vega, Tim J. Boonen · 2025 · advanced · risk management
insurance · mathematical finance · optimization · risk management · stochastic processes
Optimal Dividend, Reinsurance, and Capital Injection for Collaborating Business Lines under Model Uncertainty
Engel John C. Dela Vega, Len Patrick Dominic M. Garces, Tim J. Boonen · 2026 · advanced · risk management
insurance · model risk · optimization · risk management · stochastic processes
Optimal Dividend, Reinsurance, and Capital Injection Strategies for an Insurer with Two Collaborating Business Lines
Bin Zou, Engel John C. Dela Vega, Tim J. Boonen · 2025 · advanced · risk management
insurance · mathematical finance · optimization · risk management · stochastic processes
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Hansjoerg Albrecher, Nora Muler, Pablo Azcue · 2025 · advanced · risk management
insurance · numerical methods · optimization · stochastic processes
Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing
Farbod Ghasemlu · 2026 · advanced · quantitative trading
liquidity · optimization
Optimal Dynamic Fees in Automated Market Makers
Leandro Sánchez-Betancourt, Leonardo Baggiani, Martin Herdegen · 2025 · advanced · quantitative trading
market making · optimization
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model
Tim Leung, Yang Zhou · 2021 · advanced · derivatives
derivatives · optimization · portfolio optimization · stochastic differential equations · stochastic processes
Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability
Gollier, Christian · 2003 · advanced · portfolio management
financial economics · portfolio management · portfolio optimization
Optimal ecological transition path of a credit portfolio distribution, based on Multidate Monge-Kantorovich formulation
Clara Lage, Emmanuel Gobet · 2023 · advanced · risk management
credit risk · numerical methods · optimization
Optimal entry and exit for variance swaps: closed-form rules for the perpetual contract
Jun Maeda · 2026 · advanced · derivatives
derivatives · stochastic processes · volatility trading
Optimal Execution among $N$ Traders with Transient Price Impact
Marcel Nutz, Steven Campbell · 2025 · advanced · quantitative trading
market microstructure · optimal execution · optimization
Optimal Execution and Macroscopic Market Making
Ivan Guo, Shijia Jin · 2025 · advanced · quantitative trading
liquidity · market making · optimal execution · stochastic differential equations
Optimal execution and speculation with trade signals
Laura Körber, Peter Bank, Álvaro Cartea · 2023 · advanced · quantitative trading
liquidity · market microstructure · optimal execution · stochastic differential equations · stochastic processes
Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
Konstantinos Chatziandreou, Sven Karbach · 2025 · advanced · quantitative trading
optimal execution · stochastic processes
Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty
Brian Bulthuis, Brian Ward, Julio Concha · 2017 · advanced · quantitative trading
algorithmic trading · liquidity · market microstructure · optimal execution · optimization
Optimal Execution of Portfolio Transactions
Neil Chriss, Robert Almgren · 2000
Efficient Frontier · L-VaR · Liquidity · Market Impact · Optimal Execution · Portfolio Management
Optimal execution on Uniswap v2/v3 under transient price impact
Bastien Baude, Damien Challet, Ioane Muni Toke · 2026 · advanced · quantitative trading
decentralized finance · liquidity · market microstructure · numerical methods · optimal execution
Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
Yusuke Morimoto · 2024 · advanced · quantitative trading
algorithmic trading · market making · optimal execution · optimization · stochastic processes
Optimal Execution under Incomplete Information
Etienne Chevalier, Vathana Ly Vath, Yadh Hafsi · 2024 · advanced · quantitative trading
high frequency trading · market microstructure · optimal execution · optimization · stochastic processes
Optimal Execution under Liquidity Uncertainty
Etienne Chevalier, Sergio Pulido, Vathana Ly Vath · 2025 · advanced · quantitative trading
liquidity · optimal execution · optimization · partial differential equations · stochastic processes
Optimal Execution Using Reinforcement Learning
Can Yang, Cong Zheng, Jiafa He · 2023 · advanced · quantitative trading
cryptocurrencies · optimal execution · reinforcement learning
Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
Fabrizio Lillo, Gianluca Palmari, Zoltan Eisler · 2024 · advanced · quantitative trading
liquidity · optimal execution · optimization
Optimal Execution with Dynamic Order Flow Imbalance
Kyle Bechler, Mike Ludkovski · 2014 · advanced · quantitative trading
market microstructure · optimal execution · optimization
Optimal Execution with Passive Market Impact
Alexander Barzykin, Eyal Neuman, Robert Boyce · 2026 · advanced · quantitative trading
market microstructure · optimal execution
Optimal Execution with Reinforcement Learning
Edoardo Vittori, Yadh Hafsi · 2024 · advanced · quantitative trading
algorithmic trading · machine learning · market microstructure · optimal execution · reinforcement learning
Optimal Execution with Stochastic Delay
Leandro Sánchez-Betancourt, Álvaro Cartea · 2021 · advanced · quantitative trading
algorithmic trading · high frequency trading · market microstructure · optimal execution · stochastic processes
Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes
Abel Azze, Bernardo D'Auria, Eduardo García-Portugués · 2022 · advanced · options
option pricing · stochastic processes
Optimal exit decision of venture capital under time-inconsistent preferences
Ju'e Guo, Xu Zhang, Yanzhao Li · 2021 · intermediate · other
optimization
Optimal Exit Time for Liquidity Providers in Automated Market Makers
Leandro Sánchez-Betancourt, Philippe Bergault, Sébastien Bieber · 2025 · advanced · quantitative trading
liquidity · numerical methods · optimization · stochastic processes
Optimal Fees for Liquidity Provision in Automated Market Makers
Jason Milionis, Marcel Nutz, Philippe Bergault · 2025 · advanced · quantitative trading
liquidity · market making · optimization
Optimal fees in hedge funds with first-loss compensation
Marcos Escobar-Anel, Rudi Zagst, Yevhen Havrylenko · 2023 · advanced · portfolio management
hedge funds · optimization
Optimal Financial Contracts for a Start-Up with Unlimited Operating Discretion
Matthew Spiegel, S. Ravid · 2000 · advanced · other
corporate finance · financial economics
Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints
Atsushi Hane · 2026 · advanced · risk management
brownian motion · decentralized finance · monte carlo simulation · risk management · stochastic processes
Optimal hedging of an informed broker facing many traders
Philippe Bergault, Pierre Cardaliaguet, Wenbin Yan · 2025 · advanced · quantitative trading
optimization
Optimal hedging strategies and interactions between firms
Loss, Frederic · 2002 · advanced · other
corporate finance · financial economics · risk management
Optimal hedging under fast-varying stochastic volatility
Josselin Garnier, Knut Solna · 2018 · advanced · options
option greeks · options hedging · risk management · rough volatility · stochastic calculus · stochastic processes
Optimal hedging with the cointegrated vector autoregressive model
Lukasz Gatarek, Søren Johansen · 2014 · advanced · derivatives
econometrics · optimization · time series
Optimal hedging with variational preferences under convex risk measures
Marcelo Righi · 2024 · advanced · risk management
convex optimization · mathematical finance · optimization
Optimal information acquisition for eliminating estimation risk
Qi Ye, Zongxia Liang · 2024 · advanced · portfolio management
optimization
Optimal Information Revelation by Informed Investors
Strausz, Roland · 2005 · advanced · other
corporate finance · financial economics
Optimal insurance design with Lambda-Value-at-Risk
Qiuqi Wang, Tim J. Boonen, Xia Han · 2024 · advanced · risk management
insurance · optimization · risk management
Optimal Insurance Menu Design under the Expected-Value Premium Principle
Bin Li, Xia Han · 2026 · advanced · risk management
insurance · optimization
Optimal insurance purchase strategies via optimal multiple stopping times
Georgy Sofronov Pavel V. Shevchenko · 2013 · advanced · risk management
insurance · optimization
Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
Bin Zou, Dongchen Li, Jingyi Cao · 2024 · advanced · risk management
insurance · mathematical finance · numerical methods · optimization
Optimal insurance with mean-deviation measures
Tim J. Boonen, Xia Han · 2023 · advanced · risk management
insurance · optimization
Optimal Investment and Consumption in a Stochastic Factor Model
David Hobson, Florian Gutekunst, Martin Herdegen · 2025 · advanced · portfolio management
mathematical finance · numerical methods · optimization · portfolio optimization · stochastic processes
Optimal Investment and Consumption in Financial Markets with Integrated Variance Clocks
David Hobson, Eduardo Abi Jaber, Florian Gutekunst · 2026 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic processes
Optimal Investment and Consumption Strategies with General Cost Structure under CRRA Utility
Qiang Zhang, Yingting Miao · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio management · transaction costs
Optimal investment and consumption under $g$- expected utility and general constraints in incomplete market
Wahid Faidi · 2025 · advanced · stochastic calculus
martingales · optimization · stochastic calculus
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Alet Roux, Zhikang Xu · 2019 · advanced · options
mathematical finance · optimization
Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfolio Constraints
Pertiny Nkuize, Thai Nguyen · 2026 · advanced · machine learning
optimization · partial differential equations · portfolio optimization · reinforcement learning · stochastic processes
Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
Caroline Hillairet, Jennifer Alonso-Garcia, Mohamed Mrad · 2026 · advanced · risk management
optimization · pensions · portfolio optimization
Optimal investment and reinsurance under exponential forward preferences
Alessandra Cretarola, Benedetta Salterini, Katia Colaneri · 2022 · advanced · risk management
insurance · optimization · partial differential equations · stochastic processes
Optimal investment in ambiguous financial markets with learning
Antje Mahayni, Nicole Bäuerle · 2023 · advanced · portfolio management
financial economics · optimization · portfolio management · portfolio optimization
Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences
Kenneth Tsz Hin Ng, Wing Fung Chong · 2023 · advanced · portfolio management
pensions · portfolio optimization · stochastic calculus
Optimal Investment in Equity and Credit Default Swaps in the Presence of Default
Scott Robertson, Zhe Fei · 2025 · advanced · derivatives
credit derivatives · credit risk · derivatives · mathematical finance · partial differential equations
Optimal Investment to Reach a Financial Goal: A Stochastic Control Framework
Gechun Liang, Moris S. Strub, Yuwei Wang · 2026 · advanced · portfolio management
optimization · partial differential equations · portfolio management
Optimal investment under capital gains taxes
Alexander Dimitrov, Christoph Kühn · 2026 · advanced · portfolio management
mathematical finance · optimization
Optimal Investment under Mutual Strategy Influence among Agents
H. Vicky Zhao, Huisheng Wang · 2025 · advanced · portfolio management
optimization
Optimal Investment under the Influence of Decision-changing Imitation
H. Vicky Zhao, Huisheng Wang · 2024 · advanced · portfolio management
optimization
Optimal Investment with Costly Expert Opinions
Alexander Merkel, Christoph Knochenhauer, Yufei Zhang · 2024 · advanced · stochastic calculus
mathematical finance · optimization · portfolio optimization · stochastic calculus · stochastic processes
Optimal Investment with Herd Behaviour Using Rational Decision Decomposition
H. Vicky Zhao, Huisheng Wang · 2024 · advanced · portfolio management
optimization
Optimal investment with insider information using Skorokhod & Russo-Vallois integration
Carlos Escudero, Mauricio Elizalde, Tomoyuki Ichiba · 2022 · advanced · stochastic calculus
optimization · stochastic calculus · stochastic processes
Optimal Investment with Stochastic Interest Rates and Ambiguity
Julian Hölzermann · 2023 · advanced · portfolio management
fixed income · interest rates · portfolio management · portfolio optimization
Optimal life insurance and annuity decision under money illusion
Pengyu Wei, Wenyuan Li · 2024 · advanced · risk management
insurance · optimization
Optimal Life Insurance Decision in Mean-Variance DC Management with Mortality Improvements
Mengyi Xu, Pengyu Wei, Wenyuan Li · 2026 · advanced · portfolio management
insurance · martingales · pensions · portfolio management · portfolio optimization · stochastic processes
Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals
Pierre Renucci · 2023 · advanced · machine learning
financial machine learning · machine learning · optimization
Optimal Liquidation of Perpetual Contracts
Junhan Lin, Matthew Lorig, Ryan Donnelly · 2026 · advanced · quantitative trading
derivatives · optimization · stochastic calculus · transaction costs
Optimal Liquidation with Signals: the General Propagator Case
Eduardo Abi Jaber, Eyal Neuman · 2022 · advanced · quantitative trading
optimal execution · optimization · stochastic calculus · stochastic processes
Optimal Liquidation with Support and Resistance Levels under Multi-Skew Brownian Motion
Jun Maeda · 2026 · advanced · stochastic calculus
brownian motion · mathematical finance · optimization · stochastic calculus · stochastic processes
Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies
Hugo E. Ramirez, Julián Fernando Sanchez · 2023 · advanced · quantitative trading
cryptocurrencies · numerical methods · optimization
Optimal Liquidity Management and Hedging in the presence of a non predictable investment opportunity
Villeneuve, Stéphane, Warin, Xavier · 2012 · advanced · other
corporate finance · liquidity · liquidity risk · optimization · real options · risk management
Optimal Liquidity Trading
Gur Huberman, Werner Stanzl · 2001 · advanced · quantitative trading
liquidity · optimal execution · optimization · transaction costs
Optimal Loss Allocation in a Mean-Field Model of Systemic Risk
Qinxin Yan, Yucheng Guo · 2026 · advanced · risk management
brownian motion · stochastic processes · systemic risk
Optimal management of DB pension fund under both underfunded and overfunded cases
Guohui Guan, Yi Xia, Zongxia Liang · 2023 · advanced · risk management
optimization · pensions · portfolio management · risk management · stochastic calculus · stochastic processes
Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint
Dongfang Yang, Hui Mi, Zuo Quan Xu · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management · tail risk
Optimal Market Asset Pricing
Barbara Rindi, Duane J. Seppi, Roberto Riccó · 2021 · advanced · quantitative trading
liquidity · market microstructure · optimization
Optimal Market Making by Reinforcement Learning
Javier Kreiner, Manuel Maurette, Matias Selser · 2021 · advanced · quantitative trading
algorithmic trading · market making · optimization · reinforcement learning
Optimal Market Making in Prediction Markets
Dominik Feil, Max Nendel · 2026 · advanced · quantitative trading
market making · optimization · risk management · stochastic calculus · stochastic processes
Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis
Danny D. Sun, Shiqi Gong, Shuaiqiang Liu · 2023 · advanced · quantitative trading
liquidity · market making · optimization · risk management · stochastic processes
Optimal market making under partial information with general intensities
Campi, Luciano, Zabaljauregui, Diego · 2020 · advanced · quantitative trading
high frequency trading · market making · optimization · stochastic processes
Optimal market making with persistent order flow
Paul Jusselin · 2020 · advanced · quantitative trading
market making · market microstructure · numerical methods · optimization · partial differential equations · stochastic processes
Optimal market-neutral currency trading on the cryptocurrency platform
Avinash Malik, Hongshen Yang · 2024 · intermediate · quantitative trading
convex optimization · cryptocurrencies · pairs trading
Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks
Xiaomin Shi, Zuo Quan Xu · 2025 · advanced · portfolio management
jump processes · mathematical finance · optimization · portfolio management · portfolio optimization · stochastic processes
Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps
Emmanuel Gnabeyeu, Sigui Brice Dro · 2026 · advanced · portfolio management
jump processes · mathematical finance · optimization · portfolio management · stochastic calculus · stochastic differential equations
Optimal Multi-Asset Trading With Linear Costs: A Mean-Field Approach
Benjamin Petit, Jean-Philippe Bouchaud, Matt Emschwiller · 2019 · advanced · quantitative trading
optimization · transaction costs
Optimal multiple stopping problem and financial applications
Imene Ben Latifa, Joseph Frederic Bonnans, Mohamed Mnif · 2011 · advanced · options
jump processes · option pricing · stochastic processes
Optimal mutual insurance against systematic longevity risk
James Dalby, John Armstrong · 2024 · advanced · risk management
insurance · optimization · pensions · risk management
Optimal nonparametric estimation of the expected shortfall risk
Daniel Bartl, Stephan Eckstein · 2024 · advanced · risk management
risk management · statistical inference · statistics
Optimal Opacity on Financial Markets
Siegert, Caspar · 2014 · advanced · risk management
financial economics
Optimal Option Portfolios for Skew-Elliptical t Returns
Kyle Sung, Traian A. Pirvu · 2026 · advanced · portfolio management
portfolio optimization · risk management
Optimal Pairs Trading with Time-Varying Volatility
A. Tourin, T. N. Li · 2021 · advanced · quantitative trading
numerical methods · optimization · pairs trading
Optimal payoff under Bregman-Wasserstein divergence constraints
Jing Yao, Silvana M. Pesenti, Steven Vanduffel · 2024 · advanced · portfolio management
mathematical finance · optimization
Optimal Policy for Macro-Financial Stability
Alessandro Rebucci, Chris Otrok, Eric Young · 2012 · advanced · risk management
economic policy · financial economics · financial stability · optimization
Optimal portfolio allocation with uncertain covariance matrix
Maxime Markov, Vladimir Markov · 2023 · intermediate · portfolio management
optimization · portfolio optimization
Optimal Portfolio Choice with Cross-Impact Propagators
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann · 2024 · advanced · quantitative trading
market microstructure · mathematical finance · portfolio management · portfolio optimization
Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach
Shaofeng Kang, Zeying Tian · 2025 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · reinforcement learning · risk management
Optimal Portfolio Design for Statistical Arbitrage in Finance
Daniel P. Palomar, Rui Zhou, Zhongju Wang · 2018 · advanced · quantitative trading
convex optimization · numerical methods · optimization · pairs trading · portfolio optimization · statistical arbitrage
Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network
John M. Mulvey, Xiaoyue Li · 2023 · advanced · quantitative trading
neural networks · optimal execution · optimization · transaction costs
Optimal portfolio liquidation with execution cost and risk
Huyen Pham, Idris Kharroubi · 2010 · advanced · quantitative trading
liquidity · market microstructure · optimal execution · optimization · transaction costs
Optimal Portfolio Liquidation with Limit Orders
Charles-Albert Lehalle, Joaquin Fernandez Tapia, Olivier Guéant · 2012 · advanced · quantitative trading
market microstructure · optimal execution · optimization · partial differential equations · stochastic processes
Optimal portfolio selection of many players under relative performance criteria in the market model with random coefficients
Jeong Yin Park · 2022 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic differential equations · stochastic processes
Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
Kaixin Yan, Wenyuan Wang, Xiang Yu · 2024 · advanced · portfolio management
martingales · optimization · portfolio optimization · stochastic processes
Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints
Kaixin Yan, Wenyuan Wang, Xiang Yu · 2024 · advanced · portfolio management
martingales · optimization · portfolio optimization · stochastic processes
Optimal Portfolio with Ratio Type Periodic Evaluation under Short-Selling Prohibition
Kaixin Yan, Wenyuan Wang, Xiang Yu · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Optimal Portfolios for Occupational Funds under Time-Varying Correlations in Bull and Bear Markets? Assessing the Ex-Post Economic Value
Massimo Guidolin, Stuart Hyde · 2012 · advanced · portfolio management
equity markets · portfolio management · portfolio optimization · time series
Optimal portfolios with anticipating information on the stochastic interest rate
Bernardo D'Auria, José Antonio Salmerón · 2017 · advanced · stochastic calculus
interest rates · portfolio management · portfolio optimization · stochastic calculus · stochastic processes
Optimal position-building strategies in competition
Neil A. Chriss · 2024 · advanced · quantitative trading
quantitative trading
Optimal post-retirement investment under longevity risk in collective funds
Cristin Buescu, James Dalby, John Armstrong · 2024 · advanced · portfolio management
optimization · pensions
Optimal Power Generation Portfolios with Renewables: An Application to the UK
Rowan Adams, Tooraj Jamasb · 2016 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes
Ruibo Ma · 2026 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic processes
Optimal Pricing and Hedging of SOFR Derivatives
Teemu Pennanen, Waleed Taoum · 2026 · advanced · derivatives
derivatives · interest rates · risk management
Optimal Quoting under Adverse Selection and Price Reading
Alexander Barzykin, Malo Lemmel, Olivier Guéant · 2025 · advanced · quantitative trading
market making · market microstructure · optimization
Optimal ratcheting of dividend payout under Brownian motion surplus
Chonghu Guan, Zuo Quan Xu · 2023 · advanced · stochastic calculus
brownian motion · optimization · partial differential equations · stochastic processes
Optimal Ratcheting of Dividends with Irreversible Reinsurance
Engel John C. Dela Vega, Tim J. Boonen · 2024 · advanced · risk management
insurance · optimization · stochastic processes
Optimal Rebalancing in Dynamic AMMs
Christian Harrington, Matthew Willetts · 2024 · advanced · quantitative trading
optimization · portfolio management
Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets
Thibaut Mastrolia, Tianrui Xu · 2025 · advanced · quantitative trading
market making · market microstructure · optimization · partial differential equations · stochastic processes
Optimal redeeming strategy of stock loans under drift uncertainty
Fahuai Yi, Zuo Quan Xu · 2019 · advanced · stochastic calculus
mathematical finance · partial differential equations · stochastic processes
Optimal regulation of a fully insured deposit banking system
Emmanuelle Gabillon, Xavier Freixas · 1996 · advanced · risk management
banking
Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus
Shotaro Yagishita, Yuta Otsuki · 2024 · advanced · risk management
insurance · numerical methods · optimization · probability · risk management
Optimal Reinsurance under Endogenous Default and Background Risk
Bin Zou, Zhaojie Ren, Zongxia Liang · 2025 · advanced · risk management
insurance · optimization
Optimal Reinsurance-Dividend Strategy with Fixed Transaction Costs in a Regime-Switching Brownian Risk Model: A Viscosity Solution to the Impulse Control Problem
Kaixin Yan, Wenyuan Wang, Zuo Quan Xu · 2026 · advanced · risk management
brownian motion · insurance · optimization · partial differential equations · stochastic processes
Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics
Morten Oerregaard Nielsen · advanced · statistics
econometrics · hypothesis testing · statistical inference · time series
Optimal Retirement Choice under Age-dependent Force of Mortality
Giorgio Ferrari, Shihao Zhu · 2023 · advanced · stochastic calculus
mathematical finance · optimization · stochastic processes
Optimal retirement in presence of stochastic labor income: a free boundary approach in an incomplete market
Daniele Marazzina · 2024 · advanced · stochastic calculus
optimization · stochastic processes
Optimal Risk Management Using Options
Dong-Hyun Ahn, Jacob Boudoukh, Matthew Richardson · 1997 · advanced · risk management
derivatives · market risk · options hedging · risk management
Optimal risk mitigation by deep reinsurance
Aleksandar Arandjelović, Julia Eisenberg · 2024 · advanced · risk management
deep learning · insurance · machine learning · neural networks · risk management · stochastic processes
Optimal Risk Sharing Without Preference Convexity: An Aggregate Convexity Approach
Vasily Melnikov · 2025 · advanced · risk management
convex optimization · optimization
Optimal risk-aware interest rates for decentralized lending protocols
Bastien Baude, Damien Challet, Ioane Muni Toke · 2025 · advanced · risk management
decentralized finance · interest rates · liquidity · liquidity risk · optimization
Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
Enrique A. Thomann, Heather N. Fogarty, Nicholas F. Marshall · 2026 · advanced · risk management
insurance · linear algebra · optimization
Optimal Routing across Constant Function Market Makers with Gas Fees
Carlos Escudero, Felipe Lara, Miguel Sama · 2026 · advanced · quantitative trading
decentralized finance · optimization · transaction costs
Optimal Routing for Constant Function Market Makers
Alex Evans, Guillermo Angeris, Stephen Boyd · 2022 · advanced · quantitative trading
convex optimization · market making · optimization
Optimal Security Design for Risk-Averse Investors
Alex Gershkov, Benny Moldovanu, Mengxi Zhang · 2023 · advanced · other
financial economics · optimization · securitization
Optimal Security Design under Asymmetric Information and Profit Manipulation
Koufopoulos, Kostas, Kozhan, Roman, Trigilia, Giulio · advanced · other
capital structure · convertible bonds · corporate finance · financial economics
Optimal selling rules for monetary invariant criteria: tracking the maximum of a portfolio with negative drift,
Gilles-Edouard Espinosa, Romuald Elie · 2012 · advanced · stochastic calculus
mathematical finance · optimization · stochastic calculus · stochastic processes
Optimal semi-static hedging in illiquid markets
Teemu Pennanen, Udomsak Rakwongwan · 2020 · advanced · options
convex optimization · derivatives · numerical methods · optimization · option pricing · options hedging
Optimal Settings for Cryptocurrency Trading Pairs
Di Zhang, Youzhou Zhou · 2022 · advanced · quantitative trading
cryptocurrencies · optimization
Optimal Signal Extraction from Order Flow: A Matched Filter Perspective on Normalization and Market Microstructure
Sungwoo Kang · 2025 · advanced · quantitative trading
market microstructure
Optimal stopping and divestment timing under scenario ambiguity and learning
Andrea Mazzon, Peter Tankov · 2024 · advanced · stochastic calculus
optimization
Optimal strategy and deep hedging for share repurchase programs
Andrea Pallavicini, Roberto Daluiso, Stefano Corti · 2026 · advanced · quantitative trading
machine learning · neural networks · optimal execution · risk management
Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences
Jaskaran Singh · 2026 · advanced · statistics
probability · statistical inference · statistics
Optimal Surplus Management for Insurers under Stochastic Interest Rates and Jump-Driven Liabilities
Foad Shokrollahi, Masoumeh Shahmoradi, Nader Karimi · 2026 · advanced · risk management
insurance · interest rates · jump processes · optimization · partial differential equations · risk management
Optimal Time to Sell a Stock in Black-Scholes Model: Comment on ‘Thou shall buy and hold’
CFM · 2008 · advanced · stochastic calculus
brownian motion · mathematical finance · probability · stochastic processes
Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
C. Escudero, F. Lara, M. Sama · 2024 · advanced · quantitative trading
market making · optimization
Optimal Trading in Automated Market Makers with Deep Learning
Max O. Souza, Sebastian Jaimungal, Yuri F. Saporito · 2023 · advanced · quantitative trading
decentralized finance · machine learning · market making · optimal execution
Optimal Trading of Microstructure Mean Reversion
Lucas Rabechini Amaral · 2026 · advanced · quantitative trading
algorithmic trading · market microstructure · optimization
Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility
Iosif Zimbidis, Patrick Chan, Ronnie Sircar · 2025 · advanced · quantitative trading
monte carlo simulation · optimization · stochastic processes · transaction costs
Optimal trading using signals
Charles-Albert Lehalle, Hadrien De March · 2018 · advanced · quantitative trading
algorithmic trading · optimal execution · optimization · stochastic processes
Optimal Trading with Linear and (small) Non-Linear Costs
A. Rej, G. Zérah, J. -Ph. Bouchaud · 2015 · advanced · quantitative trading
optimal execution · optimization · transaction costs
Optimal Trading with Linear Costs
CFM · 2012 · advanced · quantitative trading
optimization · stochastic processes · transaction costs
Optimal Transport Divergences induced by Scoring Functions
Silvana M. Pesenti, Steven Vanduffel · 2023 · advanced · risk management
optimization
Optimal two-parameter portfolio management strategy with transaction costs
Chutian Ma, Paul Smith · 2024 · intermediate · quantitative trading
optimization · portfolio management · transaction costs
Optimal Underreporting and Competitive Equilibrium
Bin Zou, Jiayu Zhang, Zhou Zhou · 2026 · advanced · risk management
insurance · optimization
Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs
Heming Chen, Xiaojing Cai · 2025 · advanced · portfolio management
cryptocurrencies · optimization · portfolio management · portfolio optimization · transaction costs
Optimising cryptocurrency portfolios through stable clustering of price correlation networks
Luis Enrique Correa Rocha, Ruixue Jing, Ryota Kobayashi · 2025 · advanced · portfolio management
cryptocurrencies · portfolio management · portfolio optimization · tail risk · time series
Optimism, pessimism and financial bubbles
Bertrand Wigniolle · 2014 · advanced · other
financial economics · probability
Optimization and statistical methods for high frequency finance
Charles‐Albert Lehalle, Gilles Pagès, Huyên Pham · 2014 · advanced · quantitative trading
high frequency trading · optimal execution · optimization · stochastic processes
Optimization Method of Multi-factor Investment Model Driven by Deep Learning for Risk Control
Ruisi Li, Xinhui Gu · 2025 · advanced · portfolio management
deep learning · factor investing · machine learning · neural networks · risk management
Optimization of capital injections and absolutely continuous dividend payments in a diffusion model
Alexandre Roch, Dante Mata, Hélène Guérin · 2026 · advanced · stochastic calculus
optimization · stochastic processes
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
Claudio Latini, Mamdouh A. S. Al-Faryan, Vahidin Jeleskovic · 2023 · advanced · portfolio management
copulas · cryptocurrencies · garch · portfolio management · portfolio optimization
Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations
Adel Cherchali, Alexandre Boumezoued, Gilles Pagès · 2025 · advanced · risk management
monte carlo simulation · numerical methods · risk management
Optimized Operation of Standalone Battery Energy Storage Systems in the Cross-Market Energy Arbitrage Business
Luis van Sandbergen · 2025 · advanced · quantitative trading
backtesting · optimization
Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
Johannes Muhle-Karbe, Zoltan Eisler · 2024 · advanced · quantitative trading
optimal execution · transaction costs
Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning
Alejandro Correa-Bahnsen, Cristián Bravo, Jesús Solano · 2023 · advanced · risk management
banking · financial machine learning · machine learning · optimization · reinforcement learning
Optimizing Deep Reinforcement Learning for American Put Option Hedging
F. Wredenhagen, Reilly Pickard, Y. Lawryshyn · 2024 · advanced · options
derivatives · neural networks · options hedging · reinforcement learning · transaction costs
Optimizing expected shortfall under an ℓ1 constraint—an analytic approach
Caccioli, Fabio, Kondor, Imre, Papp, Gábor · 2021 · advanced · risk management
market risk · optimization · risk management
Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost
Sahar Yarmohammadtoosky Dinesh Chowdary Attota · 2024 · intermediate · risk management
credit risk · data science · machine learning · regression
Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach
Jiacheng Liu, Shuo Han, Yinan Chen · 2023 · intermediate · portfolio management
monte carlo simulation · optimization · portfolio optimization · time series · transaction costs
Optimizing Market Making using Multi-Agent Reinforcement Learning
Yagna Patel · 2018 · advanced · quantitative trading
algorithmic trading · machine learning · market making · reinforcement learning
Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk
Shashi Jain, Vikranth Lokeshwar Dhandapani · 2024 · advanced · options
machine learning · monte carlo simulation · neural networks · numerical methods · option pricing
Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach
Keon Vin Park · 2025 · intermediate · portfolio management
backtesting · machine learning · optimization · portfolio management · portfolio optimization
Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
Ali Habibnia, Mahdi Soltanzadeh · 2024 · advanced · portfolio management
cryptocurrencies · deep learning · portfolio management · portfolio optimization · reinforcement learning · risk management
Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits
Gourab Ghatak, Mohammed Shahid Abdulla, Sabrina Khurshid · 2024 · advanced · machine learning
optimization · risk management
Optimizing Sparse Mean-Reverting Portfolio
Sung Min Yoon · 2024 · advanced · portfolio management
convex optimization · optimization · portfolio optimization
Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
Ahmad Makinde · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · optimization · time series
Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning
Ercan E. Kuruoglu, Hengxi Zhang, Wenbo Ding · 2023 · advanced · quantitative trading
reinforcement learning
Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting
Adamantios Ntakaris, Juho Kanniainen, Moncef Gabbouj · 2023 · advanced · machine learning
deep learning · financial machine learning · high frequency trading · neural networks · time series
Option hedging for small investors under liquidity costs
Cetin, Umut, Soner, H. Mete, Touzi, Nizar · 2010 · advanced · options
derivatives · liquidity · option pricing · options hedging · partial differential equations
Option Market Making via Reinforcement Learning
Haiqing Xu, Zhou Fang · 2023 · advanced · quantitative trading
market making · reinforcement learning
Option market making with hedging-induced market impact
Etienne Chevalier, Paulin Aubert, Vathana Ly Vath · 2025 · advanced · quantitative trading
market making · market microstructure · options hedging · stochastic processes
Option prices and implied volatility dynamics under Bayesian learning
Allan Timmerman, Massimo Guidolin · 2001 · intermediate · options
bayesian statistics · derivatives · mathematical finance · option pricing
Option prices and model-free measurement of implied herd behavior in stock markets
Daniël Linders, Jan Dhaene, Wim Schoutens · 2015 · advanced · options
derivatives · option pricing
Option Prices and the Underlying Asset's Return Distribution (Reprint 012)
Bruce D. Grundy · advanced · options
asset pricing · derivatives · option pricing
Option prices from operational-time reaction-boundary lattices
Chris Angstmann, Tim Gebbie · 2026 · advanced · options
option pricing · partial differential equations · stochastic processes
Option prices under Bayesian learning: implied volatility dynamics and predictive densities
Guidolin, Massimo, Timmermann, Allan · 2001 · advanced · options
asset pricing · bayesian statistics · derivatives · option pricing
Option pricing and hedging with minimum expected shortfall
CFM · 2003 · advanced · options
monte carlo simulation · option pricing · options hedging · risk management
OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS
Jean-Philippe Bouchaud, Lorenzo Cornalba, Marc Potters · 2002 · advanced · options
derivatives · option pricing · options hedging · stochastic processes
Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach
Pengpeng Li, Shi-Dong Liang · 2026 · intermediate · options
mathematical finance · option pricing
Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions
Bingqing Li, Guozhen Li, Michael C. Fu · 2016 · advanced · options
derivatives · jump processes · mathematical finance · option pricing
Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations
Christophe Chorro, Dominique Guegan, Florian Ielpo · 2012 · advanced · options
derivatives · garch · monte carlo simulation · option pricing · stochastic processes
Option Pricing in a Regime Switching Jump Diffusion Model
Anindya Goswami, Anjana R, Omkar Manjarekar · 2018 · advanced · options
derivatives · jump processes · mathematical finance · option pricing · options hedging · partial differential equations
Option Pricing in Markets with Informed Traders
Abootaleb Shirvani, Frank J. Fabozzi, Stoyan Stoyanov · 2020 · advanced · options
asset pricing · derivatives · option pricing · stochastic processes
Option Pricing Kernels and the ICAPM
Brennan, Michael J, LIU, XIAOQUAN, Xia, Yihong · 2005 · advanced · options
asset pricing · derivatives · option pricing
Option pricing model under the G-expectation framework
Xiaotao Zheng, Xingye Yue, Ziting Pei · 2026 · advanced · options
derivatives · mathematical finance · option pricing · partial differential equations
Option Pricing Model with Transaction Costs
F. G. Bellora, G. Mazzei, M. Maurette · 2021 · advanced · options
option pricing · options hedging · transaction costs
Option Pricing on Automated Market Maker Tokens
Philip Z. Maymin · 2026 · advanced · options
derivatives · option pricing · stochastic differential equations
Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model
Bingqing Li, Michael C. Fu, Rongwen Wu · 2020 · advanced · options
derivatives · option pricing · stochastic processes
Option pricing under fast-varying and rough stochastic volatility
Josselin Garnier, Knut Solna · 2018 · advanced · options
option pricing · rough volatility · stochastic processes · volatility surface
Option pricing under fast-varying long-memory stochastic volatility
Josselin Garnier, Knut Solna · 2019 · advanced · options
mathematical finance · option pricing · stochastic calculus · stochastic processes
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology
Christophe Chorro, Dominique Guegan, Florian Ielpo · 2008 · advanced · options
garch · option pricing
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results
Christophe Chorro, Dominique Guegan, Florian Ielpo · 2008 · advanced · options
derivatives · garch · monte carlo simulation · option pricing
Option pricing under jump diffusion model
Li Wang, Qian Li · 2023 · advanced · options
derivatives · jump processes · option pricing · stochastic processes
Option pricing under non-Markovian stochastic volatility models: A deep signature approach
Jingtang Ma, Wenyuan Li, Xianglin Wu · 2025 · advanced · options
deep learning · numerical methods · option pricing · partial differential equations · rough volatility · stochastic differential equations
Option pricing under normal dynamics with stochastic volatility
Matta Uma Maheswara Reddy · 2019 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic processes
Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
Abigail Anokyewaa Mensah, Ayush Jha, Frank J. Fabozzi · 2026 · advanced · options
jump processes · numerical methods · option pricing · partial differential equations · stochastic processes
Option pricing under the normal SABR model with Gaussian quadratures
Byoung Ki Seo, Jaehyuk Choi · 2023 · advanced · options
numerical methods · option pricing
Option Pricing via Multi-path Autoregressive Monte Carlo Approach
Wei-Cheng Chen, Wei-Ho Chung · 2019 · intermediate · options
derivatives · monte carlo simulation · numerical methods · option pricing
Option Pricing with a Compound CARMA(p,q)-Hawkes
Andrea Perchiazzo, Edit Rroji, Lorenzo Mercuri · 2024 · advanced · options
jump processes · option pricing · stochastic processes
Option pricing with a quadratic diffusion term
Rady, Sven · 1995 · advanced · options
option pricing · stochastic calculus · stochastic processes
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
Jeroen V.K. Rombouts, Lars Stentoft · 2010 · advanced · options
option pricing · statistics
Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns
Lasko Basnarkov, Ljupco Kocarev, Viktor Stojkoski · 2018 · advanced · options
asset pricing · derivatives · option pricing
Option Pricing with Orthogonal Polynomial Expansions
Damien Ackerer, Damir Filipovic · 2017 · advanced · options
option pricing · stochastic processes
Option Pricing with State-dependent Pricing Kernel
Chen Tong, Peter Reinhard Hansen, Zhuo Huang · 2021 · advanced · options
garch · option pricing · stochastic processes
Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
Diep Luong-Le, Echo Li, Nicole Hao · 2024 · advanced · options
interest rates · numerical methods · option pricing · partial differential equations · stochastic calculus · stochastic processes
Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model
Jayen Tan, Robert Jarrow · 2026 · advanced · options
brownian motion · option pricing · stochastic processes
Option Pricing with Time-Varying Volatility Risk Aversion
Chen Tong, Peter Reinhard Hansen · 2022 · advanced · options
asset pricing · garch · option pricing
Option Pricing: Channels, Target Zones and Sideways Markets
Zura Kakushadze · 2020 · advanced · options
derivatives · option pricing
Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves
Astha Singh, Darsh Kachhara, John K. E Markin · 2023 · advanced · options
derivatives · option pricing
Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels
Kadir G. Babaoglou, Kris Jacobs, Peter Christoffersen · 2014 · advanced · options
asset pricing · option pricing
Option-Implied Network Measures of Tail Contagion and Stock Return Predictability
Manuela Pedio · 2021 · advanced · time series
financial networks
Option-Implied Signals and Crash Risk: Predictability and Machine-Learning Evidence from U.S. Equity Options
Baichuan Li, Mengxiao Wang · 2026 · advanced · options
financial machine learning · machine learning · regression · volatility surface
Option-Implied Volatility Measures and Stock Return Predictability
Eser Arisoy, Mark Shackleton, Mehmet Umutlu · 2016 · advanced · options
asset pricing
Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets
Abootaleb Shirvani, Svetlozar T. Rachev, Ting-Jung Lee · 2025 · advanced · fixed income
fixed income · interest rates · mathematical finance · option pricing · term structure models
Options on Leveraged Equity with Default Risk
Klaus Bjerre Toft. · 1994 · advanced · options
corporate finance · credit risk · derivatives · option pricing
Options-based systemic risk, financial distress, and macroeconomic downturns
Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide · 2023 · advanced · risk management
systemic risk
Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data
Ariah Klages-Mundt, Lewis Gudgeon, Zhimeng Yang · 2023 · advanced · machine learning
cryptocurrencies · decentralized finance · machine learning
Oracle-Parametrized Constant Function Market Makers: From Price Feeds to Pricing Rules
Hamed Amini, Zachary Feinstein · 2026 · advanced · quantitative trading
decentralized finance · market making
Order Aggressiveness and Order Book Dynamics
Anthony D. Hall, Nikolaus Hautsch · 2004 · advanced · quantitative trading
market microstructure · time series
Order book dynamics in liquid markets: limit theorems and diffusion approximations
Adrien De Larrard, Rama Cont · 2012 · advanced · quantitative trading
jump processes · market microstructure · probability · statistics · stochastic processes
Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective
Boris Gutkin, Johann Lussange · 2023 · advanced · quantitative trading
high frequency trading · reinforcement learning
Order Flows and Limit Order Book Resiliency on the Meso-Scale
Kyle Bechler, Michael Ludkovski · 2017 · advanced · quantitative trading
liquidity · market microstructure
Order routing and market quality: Who benefits from internalisation?
Alaina Danilova, Umut Çetin · 2022 · advanced · quantitative trading
financial economics · liquidity · market making · market microstructure
Order Splitting and Liquidity Replenishment Are Jointly Necessary for the Square-Root Law of Market Impact:
Jianwen Chen, Ruipeng Wei, Yang Zhou · 2026 · advanced · quantitative trading
liquidity · market microstructure
Order-Flow Filtration and Directional Association with Short-Horizon Returns
Aditya Nittur Anantha, Prithwish Maiti, Shashi Jain · 2025 · intermediate · quantitative trading
market microstructure
Orderbook Feature Learning and Asymmetric Generalization in Intraday Electricity Markets
Jochen L. Cremer, Runyao Yu, Ruochen Wu · 2025 · intermediate · time series
machine learning
OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Forecasting
Derek W. Bunn, Fabian Leimgruber, Hongye Guo · 2025 · advanced · time series
deep learning · machine learning · market microstructure
OrderFusion+: Probabilistic Buy--Sell Price Trajectory Forecasting in Intraday Electricity Markets
Derek W. Bunn, Runyao Yu · 2026 · advanced · time series
deep learning · machine learning · market microstructure · neural networks · time series
Orlicz-Lorentz premia and distortion Haezendonck-Goovaerts risk measures
Aline Goulard, Karl Grosse-Erdmann · 2025 · advanced · risk management
mathematical finance
Orthogonal reparametrization of the Nelson-Siegel-Svensson interest rate curve model: conditioning, diagnostics, and identifiability
Daniel Guterding, Emrah Gülay, Robert Flassig · 2026 · advanced · fixed income
fixed income · interest rates · linear algebra · numerical methods · term structure models
Out of the window? Green monetary policy in China: window guidance and the promotion of sustainable lending and investment
Dikau, Simon, Volz, Ulrich · 2023 · intermediate · risk management
banking
Out-of-sample comparison of copula specifications in multivariate density forecasts
Dijk, D. van, Diks, C.G.H., Panchenko, V. · 2008 · advanced · statistics
copulas · hypothesis testing · statistical inference
Out-of-sample forecast tests robust to the choice of window size
Atsushi Inoue, Barbara Rossi · 2012 · advanced · time series
econometrics · hypothesis testing · statistical inference
Outcome Determination and Settlement Finality on Kalshi: Public State Paths, Prospective Measurement, and Empirical Identification
Maksym Nechepurenko · 2026 · intermediate · other
other
Outcome-Classified Precision Auditing of Filter Rules in Algorithmic DEX Trading: Evidence from 2,400 Rejection Events
Arati Uday Kamat · 2026 · intermediate · quantitative trading
algorithmic trading · cryptocurrencies · decentralized finance
Outperforming a Benchmark with $α$-Bregman Wasserstein divergence
Silvana M. Pesenti, Thai Nguyen · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Outsized arbitrage
Makarov, Igor · 2020 · advanced · quantitative trading
asset pricing · financial economics · liquidity
Outsourced Cryptocurrency Wash Trading
Hunter Ng · 2024 · intermediate · quantitative trading
cryptocurrencies
Over-the-Counter Market Making via Reinforcement Learning
Haiqing Xu, Zhou Fang · 2023 · advanced · quantitative trading
liquidity · machine learning · market making · reinforcement learning
Overconfidence and investment : An experimental approach
Pikulina, E.S., Renneboog, Luc, Tobler, P.N. · 2017 · intermediate · other
behavioral economics · behavioral finance
Overparametrized models with posterior drift
Guillaume Coqueret, Martial Laguerre · 2025 · advanced · machine learning
financial machine learning · machine learning
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
Paweł Sakowski, Robert Ślepaczuk, Szymon Lis · 2026 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · momentum · natural language processing · neural networks
Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes
Useong Shin · 2026 · advanced · statistics
asset pricing · factor investing
Ownership Characteristics and Access to Finance: Evidence from a Survey of Large Privatised Companies in Hungary and Poland
Natalia Isachenkova, Tomasz Marek Mickiewicz · 2003 · intermediate · statistics
bayesian statistics · corporate finance · statistical inference · statistics
Ownership Concentration, 'Private Benefits of Control' and Debt Financing
Igor Filatotchev, Tomasz Mickiewicz · 2001 · intermediate · other
corporate finance · corporate governance
Ownership of ESG characteristics
Lisa R. Goldberg, Mark Bateman · 2023 · intermediate · portfolio management
esg
P vs NP Problem in Portfolio Optimization: Integrating the Markowitz-CAPM Framework with Cardinality Constraints and Black-Scholes Derivative Pricing
Davit Gondauri · 2026 · advanced · portfolio management
algorithms · capm · monte carlo simulation · optimization · portfolio optimization
P-Bubbles, Q-Bubbles, and Risk Premia
Robert A. Jarrow, Simon S. Kwok · 2026 · advanced · stochastic calculus
asset pricing · financial economics · martingales · stochastic processes
P-Sensitive Functions and Localizations
Gregor Svindland, Johannes Langner · 2026 · advanced · risk management
mathematical finance · measure theory
Packets, Transactions and Queues: Design Principles for HFT Systems from a Measurement Study of CME Market Data
Vincent Maciejewski · 2026 · advanced · quantitative trading
high frequency trading
Painting the market: generative diffusion models for financial limit order book simulation and forecasting
Alfred Backhouse, Anisoara Calinescu, Jakob Foerster · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure · neural networks
Pairs Trading Using a Novel Graphical Matching Approach
Khizar Qureshi, Tauhid Zaman · 2024 · advanced · quantitative trading
pairs trading · time series
Pairs Trading: Performance of a Relative Value Arbitrage Rule
Evan Gatev, K. Rouwenhorst, William Goetzmann · 2000 · intermediate · quantitative trading
backtesting · pairs trading
Pairwise and high-order dependencies in the cryptocurrency trading network
Alessandro Pluchino, Alessio Emanuele Biondo, Andrea Rapisarda · 2022 · advanced · statistics
cryptocurrencies · financial networks · statistics · time series
PALM: Point-in-Time Adaptation for Financial Language Models
Dongwan Kang, Hwanil Choi, Jaehoon Lee · 2026 · advanced · machine learning
financial machine learning · large language models · natural language processing
PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance
Bingjun Liu, Siyuan Liu, Yuqi Li · 2026 · advanced · machine learning
financial machine learning · large language models · machine learning · time series
Panel Forecasting with Asymmetric Grouping
Nibbering, D., Paap, R. · 2019 · advanced · statistics
econometrics · panel data
Panoptic: the perpetual, oracle-free options protocol
Guillaume Lambert, Jesper Kristensen · 2022 · advanced · options
decentralized finance · derivatives · liquidity
Parameter Estimation Methods of Required Rate of Return on Stock
Battulga Gankhuu · 2022 · advanced · statistics
bayesian statistics · equity valuation · statistical inference
Parametric inference and forecasting in continuously invertible volatility models
Olivier Wintenberger, Sixiang Cai · 2011 · advanced · time series
econometrics · garch · statistical inference · stochastic processes · time series
Parametric properties of semi-nonparametric distributions, with applications to option valuation
Leon, Angel, Mencia, Javier, Sentana, Enrique · 2007 · advanced · options
derivatives · option pricing · statistics
Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance
Kenneth Tsz Hin Ng, Tak Wa Ng, Thai Nguyen · 2026 · advanced · risk management
insurance · optimization · risk management
Pareto Efficient Insurance with Multiple Policyholders, Multiple Insurers, and Multiple Indemnity Environments
Zijun Meng · 2026 · advanced · risk management
insurance · optimization
Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market
Jing He, Shuzhen Yang · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Pareto Optimal Centralized Risk Sharing with Multiple Agents: Inclusivity and Fairness
Debora Daniela Escobar, Wing Fung Chong · 2026 · advanced · risk management
insurance · optimization
Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
Mario Ghossoub, Michael B. Zhu, Wing Fung Chong · 2024 · advanced · risk management
financial economics · risk management · tail risk
Pareto-optimal reinsurance under dependence uncertainty
Jiacong Wang, Peng Liu, Tim J. Boonen · 2025 · advanced · risk management
insurance · optimization · risk management
Parisian option pricing: a recursive solution for the density of the Parisian stopping time
Dassios, Angelos, Lim, Jia Wei · 2013 · advanced · options
option pricing · stochastic processes
Parisian time of reflected Brownian motion with drift on rays and its application in banking
Dassios, Angelos, Zhang, Junyi · 2020 · advanced · stochastic calculus
brownian motion · stochastic processes
Partial comonotonicity and distortion riskmetrics
Muqiao Huang · 2025 · advanced · risk management
risk management
Partial Law Invariance and Risk Measures
Ruodu Wang, Yi Shen, Zachary Van Oosten · 2024 · advanced · risk management
risk management
Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
Dijk, D. van, Diks, C.G.H., Panchenko, V. · 2008 · advanced · statistics
monte carlo simulation · statistics
Partial multivariate transformer as a tool for cryptocurrencies time series prediction
Andrzej Tokajuk, Jarosław A. Chudziak · 2025 · advanced · time series
cryptocurrencies · deep learning · machine learning · time series
Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions
Harry Bensusan, Nicole El Karoui, Stéphane Loisel · 2016 · advanced · risk management
derivatives · insurance · interest rates
Partial Uncertainty and Applications to Risk-Averse Valuation
Anastasis Kratsios · 2019 · advanced · risk management
numerical methods · optimization · option pricing
Partially Active Automated Market Makers
Sunghun Ko · 2026 · advanced · quantitative trading
liquidity · market making · optimization
Participation Constraints in the Stock Market Evidence from Unexpected Inheritance due to Sudden Death
Andersen, Steffen, Meisner Nielsen, Kasper · 2010 · intermediate · statistics
causal inference · equity markets · financial economics
Particle Systems with Local Interactions via Hitting Times and Cascades on Graphs
Qinxin Yan, Yucheng Guo · 2025 · advanced · risk management
contagion · financial networks · stochastic processes · systemic risk
Partnership Allocations and Their Effects on Tax-Aware Fund Investors
Philip Balzafiore, Zhenduo Du · 2018 · intermediate · other
other
Pass-Through, Exposure, and the Currency Composition of Debt
Michaux, Michael · 2010 · intermediate · other
foreign exchange
Passive Investors, Active Traders and Strategic Delegation of Price Discovery
Jezek, M. · 2009 · intermediate · portfolio management
market efficiency
Passive Market Impact: A Point Process Approach
Grégoire Szymanski, Mathieu Rosenbaum, Youssef Ouazzani Chahdi · 2024 · advanced · quantitative trading
market microstructure
Patent collateral investor commitment and the market for venture lending
Carlos J. Serrano, Rosemarie H. Ziedonis, Yael V. Hochberg · 2014 · intermediate · other
financial economics
Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation
Agliari, A., Hommes, C.H., Pecora, N. · 2015 · intermediate · time series
asset pricing · behavioral economics
Path Dependent Option Pricing: The Path Integral Partial Averaging Method
Andrew Matacz · 2000 · advanced · options
derivatives · option pricing
Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters
Chao Guo, Qi Chen · 2023 · advanced · options
option pricing
Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing
Chao Guo, Qi Chen · 2021 · advanced · options
option pricing
Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity
Miquel Noguer i Alonso · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic processes
Path Shadowing Monte-Carlo
Jean-Philippe Bouchaud, Rudy Morel, Stéphane Mallat · 2023 · advanced · time series
monte carlo simulation · option pricing · volatility forecasting
Path weighting sensitivities
Gauthier Michel, Liu Xuan · 2024 · advanced · options
derivatives · monte carlo simulation · numerical methods
Path-dependent Affine Processes
Boris Günther, Ludger Overbeck, Thomas Kruse · 2026 · advanced · stochastic calculus
mathematical finance · stochastic differential equations · stochastic processes
Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
Rouyi Zhang, Ulrich Horst, Wei Xu · 2024 · advanced · stochastic calculus
market microstructure · rough volatility · stochastic processes
Path-dependent option pricing with two-dimensional PDE using MPDATA
Paweł Magnuszewski, Sylwester Arabas · 2025 · advanced · options
derivatives · mathematical finance · numerical methods · option pricing · partial differential equations
Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model
Bhathiya Divelgama, Blessing Omotade, Nancy Asare Nyarko · 2025 · advanced · options
derivatives · esg · mathematical finance · option pricing · stochastic processes
Path-Space Model Risk via Signature-Induced Optimal Transport
Qijin Shi, Tomoyuki Ichiba · 2026 · advanced · risk management
model risk
Path-Space Robust Bayesian Portfolio Selection
Andy Au · 2026 · advanced · portfolio management
bayesian statistics · model risk · portfolio management · portfolio optimization · stochastic processes
Pathetic Protection: The Elusive Benefits of Protective Puts
Roni Israelov · 2018 · intermediate · options
derivatives · options hedging · tail risk
Pathways towards instability in financial networks
Bardoscia, Marco, Battiston, Stefano, Caccioli, Fabio · 2017 · advanced · risk management
contagion · financial networks · financial stability · systemic risk
Pathwise analysis of log-optimal portfolios
Andrew L. Allan, Anna P. Kwossek, Chong Liu · 2025 · advanced · stochastic calculus
portfolio management · portfolio optimization · stochastic processes
Pathwise large deviations for the Rough Bergomi model
Antoine Jacquier, Henry Stone, Mikko S. Pakkanen · 2017 · advanced · options
rough volatility · stochastic processes
Pathwise moderate deviations for option pricing
Antoine Jacquier, Konstantinos Spiliopoulos · 2018 · advanced · stochastic calculus
option pricing · stochastic calculus · stochastic differential equations · stochastic processes
Pathwise Portfolio Theory and Market Viability
Donghan Kim, Ioannis Karatzas · 2026 · advanced · stochastic calculus
stochastic calculus
Pathwise Roughness of Bitcoin Realized Volatility: Stability Across Time, Sampling, and Volatility Measures
Milan Pontiggia · 2025 · advanced · time series
cryptocurrencies · rough volatility · statistics · time series
Payment Instruments, Finance and Development
Beck, T.H.L., Pamuk, H., Ramrattan, R. · 2018 · intermediate · other
financial economics
Payment Technology Adoption and Finance : A Randomized-Controlled-Trial with SMEs
Dalton, Patricio, Pamuk, Haki, Ramrattan, R. · 2018 · intermediate · other
causal inference
PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
C. Vázquez, J. G. López-Salas, S. Pérez-Rodríguez · 2024 · advanced · fixed income
interest rates · numerical methods · partial differential equations
PDSim: A Shiny App for Simulating and Estimating Polynomial Diffusion Models in Commodity Futures
Gareth W. Peters, Nino Kordzakhia, Pavel V. Shevchenko · 2024 · advanced · derivatives
commodities · model calibration · stochastic differential equations · stochastic processes
PEARL: Private Equity Accessibility Reimagined with Liquidity
B. Guez, E. Benhamou, E. Setrouk · 2025 · intermediate · portfolio management
liquidity · machine learning
Peer Effects in Financial Decisions: Evidence from Dutch Administrative Data
Katja M. Kaufmann, Michaela Paffenholz, Yasemin Özdemir · 2024 · advanced · statistics
causal inference · financial economics
PELVE from a regulatory perspective
Christian Laudagé, Jörn Sass · 2025 · advanced · risk management
risk management
Penalties for industrial accidents: the impact of the Deepwater Horizon accident on BP’s reputation and stock market returns
Guire, William M.C., Holtmaat, Ellen Alexandra, Prakash, Aseem · 2022 · intermediate · statistics
causal identification · causal inference · equity markets · statistical inference
PENGARUH DIVIDEND PAYOUT RATIO, FIRM SIZE, DAN LEVERAGE TERHADAP VOLATILITAS HARGA SAHAM (Studi pada Perusahaan Indeks LQ-45 yang Terdaftar di Bursa Efek Indonesia Periode 2016-2018)
Rika Oktavianti, Saryadi Saryadi · 2020 · intermediate · statistics
regression · statistics
Pension Fund Board Composition and Investment Performance: Evidence from Private Equity
Joshua D. Rauh, Xavier Aleksander Andonov, Xavier Yael V. Hochberg · 2016 · intermediate · portfolio management
pensions
Pension plan funding and stock market efficiency
Francesco Franzoni, José M. Marín · 2005 · advanced · statistics
asset pricing · equity markets · market efficiency
Pensionmetrics 2: stochastic pension plan design during the distribution phase
Blake, David, Cairns, Andrew J. G., Dowd, Kevin · 2003 · intermediate · portfolio management
optimization · pensions
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
Maksym Nechepurenko · 2026 · advanced · statistics
statistical inference
Perfect hedging in rough Heston models
Mathieu Rosenbaum, Omar El Euch · 2017 · advanced · options
options hedging · rough volatility
Perfectly Fitting CDO Prices Across Tranches: A Theoretical Framework with Efficient Algorithms
Chenxi Xia, Jingping Yang, Lan Bu · 2026 · advanced · derivatives
copulas · credit derivatives
Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study
Andrés Sosa, Grzegorz Krzyżanowski · 2020 · advanced · fixed income
derivatives · fixed income · interest rates · option pricing · term structure models
Performance evaluation of balanced pension plans
Laura Andreu, Laurens A. P. Swinkels · 2010 · intermediate · portfolio management
equity markets · fixed income · pensions · portfolio management
Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks
Abhiraj Sen, Jaydip Sen · 2023 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management
Performance evaluation of Polish mutual fund managers
Laurens A. P. Swinkels, Pawel Rzezniczak · 2009 · intermediate · portfolio management
mutual funds
Performance of foreign banks in developing countries: evidence from sub-Saharan African banking markets
Pelletier, Adeline · 2018 · intermediate · risk management
banking
Performance of Microfinance Institutions: A Macroeconomic and Institutional Perspective
Aditi Gupta, Ganesh Thapa, Katsushi Imai · 2011 · intermediate · risk management
econometrics · regression
Performance of tail hedged portfolio with third moment variation swap
Byoung Ki Seo, Kyungsub Lee · 2019 · advanced · derivatives
derivatives · numerical methods · partial differential equations · stochastic processes · tail risk
Performance-based variable premium scheme and reinsurance design
David Landriault, Fangda Liu, Ziyue Shi · 2024 · advanced · risk management
insurance · optimization
Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity
Lucas A. Souza · 2026 · intermediate · quantitative trading
time series
Performative Market Making
Carmine Ventre, Charalampos Kleitsikas, Stefanos Leonardos · 2025 · advanced · quantitative trading
market making
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
Christos S. Savva, Denise R. Osborn, Len Gill · 2006 · advanced · time series
econometrics · equity markets · time series
Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach
Wanting He, Wenyuan Li, Yunran Wei · 2025 · advanced · risk management
pensions · portfolio management · reinforcement learning · risk management · tail risk
Periodic portfolio selection with quasi-hyperbolic discounting
Alex S. L. Tse, Yushi Hamaguchi · 2024 · advanced · portfolio management
behavioral economics · mathematical finance · optimization · portfolio management · portfolio optimization
Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
Lan Wu, Renyuan Xu, Ruixun Zhang · 2024 · advanced · quantitative trading
quantitative trading
Periodicity in Cryptocurrency Volatility and Liquidity
Chan Kim, Peter Reinhard Hansen, Wade Kimbrough · 2021 · intermediate · time series
cryptocurrencies · liquidity · time series
PermuteAttack: Counterfactual Explanation of Machine Learning Credit Scorecards
Ali Fathi, Masoud Hashemi · 2020 · advanced · machine learning
algorithms · credit risk · financial machine learning · machine learning · optimization
Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations
Libo Li, Pavel V. Gapeev · 2025 · advanced · options
brownian motion · derivatives · option pricing · stochastic calculus · stochastic processes
Perpetual callable American volatility options in a mean-reverting volatility model
Hsuan-Ku Liu · 2021 · advanced · options
derivatives · option pricing
Perpetual Demand Lending Pools
Kamil Yusubov, Luke Sterle, Nathan Sheng · 2025 · advanced · derivatives
decentralized finance · derivatives
Perpetual Futures for Stocks: The SpaceX Pre-IPO Market
Aditya Gupta, Nick Polson · 2026 · advanced · derivatives
derivatives · martingales · mathematical finance · stochastic processes
Perpetual Futures Pricing
Damien Ackerer, Julien Hugonnier, Urban Jermann · 2023 · advanced · derivatives
asset pricing · derivatives
Persistence of insurance activities and financial stability
Kubitza, Christian, Regele, Fabian · 2017 · intermediate · risk management
credit risk · financial stability · insurance
Personality differences and investment decision-making
Jiang, Zhengyang, Peng, Cameron, Yan, Hongjun · 2024 · intermediate · portfolio management
equity markets
Personalized Robo-Advising: Enhancing Investment Through Client Interaction
Agostino Capponi, Sveinn Olafsson, Thaleia Zariphopoulou · 2021 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Persuading large investors
Alonso, Ricardo, Zachariadis, Konstantinos E. · 2024 · advanced · risk management
banking · financial economics
Pessimistic Foreign Investors and Turmoil in Emerging Markets: The Case of Brazil in 2002
Andrade, Sandro C., Kohlscheen, Emanuel · intermediate · statistics
equity markets · financial economics · foreign exchange
Phase transition in a long-memory log-Gaussian Cox process
Masato Hisakado, Shintaro Mori · 2025 · advanced · stochastic calculus
stochastic processes
Phase transitions in debt recycling
Fabio Caccioli, Pierpaolo Vivo, Preben Forer · 2024 · advanced · risk management
financial economics
Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective
Bruno Giorgio · 2025 · advanced · time series
statistics · time series
Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions
Igor Halperin · 2022 · advanced · stochastic calculus
stochastic differential equations · stochastic processes
Phenomenology of the interest rate curve
J. -P. Bouchaud, M. Potters, N. El-Karoui · 1997 · advanced · fixed income
interest rates
Phonebanking
Bouckaert, J., Degryse, H. · 1994 · intermediate · other
banking
Photonic Quantum Computing vs. Classical Solvers in Constrained Factor Portfolio Optimization
Chyng Wen Tee, Nirvik Sahoo, Paul Robert Griffin · 2026 · advanced · portfolio management
factor investing · machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning
Physical Climate Risk in Asset Management
Davide Stocco, Lorenzo Viola, Matteo Ghesini · 2025 · advanced · risk management
jump processes · risk management
Physical Extinction and Long-Run Pricing under Time-Varying Beliefs
Sourav Majumdar · 2026 · advanced · fixed income
asset pricing · fixed income · mathematical finance
Physical Momentum in the Indian Stock Market
Naresh Kumar Devulapally, Tulasi Narendra Das Tripurana · 2023 · intermediate · quantitative trading
momentum
Physics Informed Neural Network for Option Pricing
Ashish Dhiman, Yibei Hu · 2023 · advanced · options
deep learning · derivatives · neural networks · option pricing · partial differential equations
Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna · 2026 · advanced · statistics
financial machine learning · machine learning · neural networks
Piercing the Veil of TVL: DeFi Reappraised
Jiahua Xu, Paolo Tasca, Yebo Feng · 2024 · advanced · risk management
decentralized finance
PIVOT: Bridging Black-Scholes Implied-Volatility and Price Objectives via Differentiable Jäckel Operator
Anastasis Kratsios, Blanka Horvath, Hans Buehler · 2026 · advanced · options
machine learning · numerical methods · option pricing · volatility surface
PIXIU: A Large Language Model, Instruction Data and Evaluation Benchmark for Finance
Alejandro Lopez-Lira, Jimin Huang, Min Peng · 2023 · advanced · machine learning
large language models · machine learning · natural language processing
PixSim: a calibrated open-source simulator of instant-payment fraud, recovery and interdiction under analyst capacity constraints
Alireza Khatib, Bashir Zeimarani, Carlos Maurício Serodio Figueiredo · 2026 · advanced · risk management
banking
Planning for the Efficient Updating of Mutual Fund Portfolios
Tomás de la Rosa · 2023 · intermediate · portfolio management
algorithms · mutual funds · optimization · portfolio management · transaction costs
Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints
Rüdiger Frey, Theresa Traxler · 2024 · advanced · risk management
contagion · financial stability · optimization · partial differential equations · systemic risk
Ploutos: Towards interpretable stock movement prediction with financial large language model
Dongmei Zhang, Hanshuang Tong, Jun Li · 2024 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing
PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms
Alberto Marchisio, Kamila Zaman, Muhammad Kashif · 2024 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Poisoning Agentic Alpha: Adversarial Vulnerabilities Across Roles and Architectures in Multi-Agent Trading Systems
Alejandro Lopez-Lira, Chanyeol Choi, CheolWon Na · 2026 · advanced · machine learning
algorithmic trading · large language models
Policy Portfolios and Portfolio Characteristics
Joseph Simonian · 2019 · intermediate · portfolio management
portfolio management
Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels
Huasheng Song, Meredith A. Crowley, Ning Meng · 2015 · intermediate · statistics
economic policy · equity markets · regression · statistical inference
Policy Transition Risk, Carbon Premiums, and Asset Prices
Christoph Hambel, Frederick Van Der Ploeg · 2025 · advanced · risk management
asset pricing · economic policy · financial economics
Political accountability during crises: evidence from 40 years of financial policies
Ji, Yuemei, Minaudier, Clement, Saka, Orkun · 2026 · intermediate · risk management
banking · economic policy · financial economics
Political Booms, Financial Crises
Herrera, Helios, Ordoñez, Guillermo, Trebesch, Christoph · 2014 · intermediate · risk management
risk management
Political Conditions and Currency Crises: Empirical Regularities in Emerging Markets
Steven A. Block · 2002 · intermediate · risk management
econometrics
Political Cycles and the Stock Market
Santa-Clara, Pedro, Valkanov, Rossen · 2000 · intermediate · statistics
equity markets
Political markets as equity price factors
Auld, T. · 2022 · intermediate · statistics
asset pricing · equity markets · financial economics
Political Orientation of Government and Stock Market Returns
Bialkowski, Jedrzej, Gottschalk, Katrin, Wisniewski, Tomasz Piotr · 2006 · intermediate · statistics
equity markets · statistical inference
Political Origins of Financial Structure
Sambit Bhattacharyya · 2011 · advanced · statistics
causal inference · econometrics · financial economics · panel data
Political Quid Pro Quo In Financial Markets
Adrien Matray, Anne-Laure Delatte, Noémie Pinardon-Touati · 2023 · intermediate · risk management
banking · credit markets · financial economics
PolyBench: Benchmarking LLM Forecasting and Trading Capabilities on Live Prediction Market Data
Juncheng Liu, Pu Cheng, Yunshen Long · 2026 · advanced · machine learning
financial machine learning · large language models
Polymarket-v1 Database
Boka Qin, Rui Yang · 2026 · intermediate · quantitative trading
market microstructure
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
Dan Wang, Raphael Douady, Siqiao Zhao · 2024 · advanced · portfolio management
hedge funds · machine learning · portfolio management
Polynomial Approximation of Discounted Moments
Chenyu Zhao, Makhtar Ba, Misha van Beek · 2021 · advanced · stochastic calculus
stochastic processes
Polynomial Jump-Diffusion Models
Damir Filipović, Martin Larsson · 2017 · advanced · stochastic calculus
jump processes · mathematical finance · stochastic processes
Polyspectral Mean based Time Series Clustering of Indian Stock Market
Dhrubajyoti Ghosh · 2025 · intermediate · time series
algorithms · statistics · time series
PolySwarm: A Multi-Agent Large Language Model Framework for Prediction Market Trading and Latency Arbitrage
Arjun S. Borkhatariya, Rajat M. Barot · 2026 · advanced · quantitative trading
algorithmic trading · bayesian statistics · large language models
Pontryagin-Guided Policy Optimization for Merton's Portfolio Problem
Jaegi Jeon, Jeonggyu Huh · 2024 · advanced · portfolio management
neural networks · optimization · portfolio management · portfolio optimization · stochastic calculus · stochastic differential equations
Ponzi Funds
Dario Villamaina, Jean-Philippe Bouchaud, Philippe van der Beck · 2024 · advanced · quantitative trading
liquidity · market microstructure
Pool Value Replication (CPM) and Impermanent Loss Hedging
Agustin Muñoz Gonzalez, Ariel Dembling, Juan Ignacio Sequeira · 2025 · advanced · quantitative trading
derivatives · option pricing · options hedging
Pools as Portfolios: Observed arbitrage efficiency & LVR analysis of dynamic weight AMMs
Christian Harrington, Matthew Willetts · 2026 · intermediate · quantitative trading
market making · portfolio management
Population Diversity and Financial Risk-Taking
Evangelos V Dioikitopoulos, Manthos D Delis, Steven Ongena · 2023 · intermediate · portfolio management
financial economics
PortBench: A Correlation-Aware, Full-Pipeline Benchmark for LLM-Driven Portfolio Management
Ningxin Su, Sijia Chen, Yuxuan Zhao · 2026 · advanced · portfolio management
large language models · portfolio management
Portfolio Allocation and International Risk Sharing
Gianluca Benigno, Hande Küçük-Tuger · 2011 · advanced · portfolio management
financial economics
Portfolio Allocation under Heterogeneous Scales and Multifractality
Ken Umeno, Shinji Kakinaka · 2026 · advanced · portfolio management
portfolio management · portfolio optimization · risk management · time series
Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
Peng Xu · 2025 · advanced · portfolio management
behavioral finance · optimization · portfolio management · portfolio optimization
Portfolio Analysis in High Dimensions with TE and Weight Constraints
Mehmet Caner, Qingliang Fan · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · regression · statistics
Portfolio and reinsurance optimization under unknown market price of risk
Claudia Ceci, Katia Colaneri · 2024 · advanced · risk management
insurance · optimization · portfolio management · stochastic calculus · stochastic processes
Portfolio balance effects of the SNB's bond purchase program
Andreas Kettemann, Signe Krogstrup · 2013 · intermediate · fixed income
economic policy · fixed income
Portfolio Benchmarking under Drawdown Constraint and Stochastic Sharpe Ratio
Ankush Agarwal, Ronnie Sircar · 2017 · advanced · portfolio management
numerical methods · optimization · portfolio optimization · stochastic processes
Portfolio Capital Flows: Hot or Cold
Classens, S., Dooley, M.P., Warner, A. · 1995 · intermediate · time series
econometrics · time series
Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers
Guerdjikova, Ani · 2006 · intermediate · portfolio management
asset pricing · financial economics
Portfolio Choice and Knowledge
Eymann, Angelika · intermediate · portfolio management
financial economics
Portfolio choice and the effects of liquidity
Ana González, Gonzalo Rubio · 2007 · intermediate · portfolio management
liquidity · portfolio optimization
Portfolio choice beyond the traditional approach
Francisco Peñaranda · 2007 · intermediate · portfolio management
portfolio optimization
Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot
Puru Gupta, Saul D. Jacka · 2023 · advanced · portfolio management
financial economics · optimization · stochastic differential equations
Portfolio Choice under General Utility with Transaction Costs and Search Frictions
Donghan Kim, Tae Ung Gang · 2026 · advanced · portfolio management
optimization · partial differential equations · portfolio optimization · stochastic processes · transaction costs
Portfolio Choice with Competing Precautionary and Accumulation Goals
Agostino Capponi, Ananya Parashar, Steven Campbell · 2026 · advanced · portfolio management
mathematical finance · optimization · partial differential equations · portfolio management · stochastic processes
Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk
Gomes, Francisco J., Michaelides, Alexander · 2003 · advanced · portfolio management
portfolio optimization
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Alexis Bismuth, Jiang Pu, Olivier Guéant · 2019 · advanced · portfolio management
bayesian statistics · liquidity · optimal execution · partial differential equations · portfolio optimization
Portfolio choices and asset prices: the comparative statics of ambiguity aversion
Christian Gollier · 2011 · advanced · portfolio management
asset pricing · financial economics
Portfolio Construction Matters
Stanislao Gualdi, Stefano Ciliberti · 2020 · intermediate · portfolio management
factor investing · momentum · portfolio optimization
Portfolio construction using a sampling-based variational quantum scheme
Bimal Mehta, Dimitris Alevras, Gabriele Agliardi · 2025 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Portfolio Construction using Black-Litterman Model and Factors
Fanyu Zhao · 2023 · intermediate · portfolio management
deep learning · factor investing · optimization · portfolio management · portfolio optimization
Portfolio credit risk of default and spread widening
Zhao, Hongbiao · 2011 · advanced · risk management
copulas · credit risk · model calibration · risk management · stochastic processes
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
Fan Yang, Hengxin Cui, Ken Seng Tan · 2024 · advanced · risk management
copulas · credit risk · monte carlo simulation · numerical methods · tail risk
Portfolio delegation under short-selling constraints
Juan-Pedro Gómez, Tridib Sharma · 2003 · advanced · portfolio management
financial economics · portfolio management
Portfolio Diversification and Complementarity in Asset Demand Systems
Akbas, Ozan E., Wang, Ao · 2024 · advanced · statistics
asset pricing · econometrics
Portfolio Diversification and Concentration under Dependence Uncertainty: A Majorization Approach
Peng Liu, Yang Liu · 2026 · advanced · risk management
optimization · portfolio optimization · risk management
Portfolio Diversification and Value at Risk Under Thick-Tailedness
Rustam Ibragimov · 2005 · advanced · risk management
risk management · statistics · tail risk
Portfolio Diversification in the Sovereign Credit Swap Markets
Consiglio, Andrea, Lotfi, Somayyeh, Zenios, Stavros A. · 2016 · advanced · portfolio management
credit derivatives · credit risk · portfolio management
Portfolio Diversification Revisited
Charles Shaw · 2022 · advanced · portfolio management
portfolio management · statistics · stochastic processes
Portfolio diversification with varying investor abilities
Max Menzies, Nick James · 2023 · intermediate · portfolio management
portfolio management · portfolio optimization · regression · statistics
Portfolio implementation risk management using evolutionary multiobjective optimization
Antonio Gaspar-Cunha, David Quintana, Roman Denysiuk · 2017 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks
Hoang Hai Tran, Ulrich Horst, Ying Chen · 2019 · advanced · quantitative trading
liquidity risk · optimal execution · optimization
Portfolio Management using Deep Reinforcement Learning
Ashish Anil Pawar, Ritesh Tiku, Vishnureddy Prashant Muskawar · 2024 · advanced · portfolio management
deep learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Portfolio management using graph centralities: Review and comparison
Bahar Arslan, Spyridon Vrontos, Vanni Noferini · 2024 · advanced · portfolio management
financial networks · optimization · portfolio management · portfolio optimization
Portfolio Management without Probabilities or Statistics
S D Flåm · 2005 · intermediate · portfolio management
portfolio management · portfolio optimization
Portfolio optimisation beyond semimartingales: shadowprices and fractional Brownian motion
Czichowsky, Christoph, Schachermayer, Walter · 2017 · advanced · stochastic calculus
brownian motion · mathematical finance · portfolio optimization · stochastic processes · transaction costs
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Jan K. Obloj, Vladimir Cherny · 2013 · advanced · portfolio management
optimization · portfolio optimization · stochastic processes
Portfolio optimisation via strategy-specific eigenvector shrinkage
Alec N. Kercheval, Hubeyb Gurdogan, Lisa R. Goldberg · 2025 · advanced · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization · statistics
Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data
Janusz Szwabiński, Jarosław Gruszka · 2023 · advanced · portfolio management
portfolio management · portfolio optimization · stochastic processes
Portfolio optimisation: bridging the gap between theory and practice
Cristiano Arbex Valle · 2024 · advanced · portfolio management
optimization · portfolio optimization · transaction costs
Portfolio Optimization and Tail-Risk Analytics of Actively Managed ETFs
Abootaleb Shirvani, Frank J. Fabozzi, Nicholas Appiah · 2026 · advanced · portfolio management
exchange traded funds · optimization · portfolio management · portfolio optimization · risk management · tail risk
Portfolio optimization for cointelated pairs: SDEs vs Machine learning
Babak Mahdavi-Damghani, Cristin Buescu, Konul Mustafayeva · 2020 · advanced · portfolio management
deep learning · machine learning · numerical methods · portfolio optimization · stochastic differential equations
Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns
Ali Jaffri, Dilmi C. W. Hettiachchi-Halpe-Kankanamalage, Nicholas Appiah · 2026 · advanced · portfolio management
commodities · copulas · exchange traded funds · extreme value theory · garch · portfolio management
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
Rituparna Sen, Suparna Biswas · 2025 · advanced · portfolio management
portfolio optimization · risk management
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results
Abdelali Gabih, Ralf Wunderlich · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic processes
Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
Argimiro Arratia, Henryk Gzyl · 2025 · advanced · portfolio management
asset pricing · mathematical finance · optimization · portfolio optimization
Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms
Alex Khan, Clark Alexander, Jeffrey Cohen · 2020 · intermediate · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
Sena Safarina, Visca Tri Winarty · 2025 · intermediate · portfolio management
optimization · portfolio optimization · risk management
Portfolio Optimization Proxies under Label Scarcity and Regime Shifts via Bayesian and Deterministic Students under Semi-Supervised Sandwich Training
Adhiraj Chattopadhyay · 2026 · advanced · portfolio management
bayesian statistics · deep learning · machine learning · portfolio optimization · risk management
Portfolio Optimization Rules beyond the Mean-Variance Approach
Maxime Markov, Vladimir Markov · 2023 · advanced · portfolio management
optimization · portfolio optimization · statistics
Portfolio Optimization under Dynamic Rebalancing via Topological Data Analysis and News Sentiments
Divyanee Garg · 2026 · intermediate · portfolio management
natural language processing · portfolio management · portfolio optimization
Portfolio optimization under expected shortfall: contour maps of estimation error
Caccioli, Fabio, Kondor, Imre, Papp, Gábor · 2015 · advanced · risk management
portfolio optimization · risk management · statistics
Portfolio Optimization under Fast and Slow Latent Mean-Reverting and Momentum Drift
Dannin J. Eccles, Roger Lee · 2026 · advanced · portfolio management
momentum · portfolio management · portfolio optimization · stochastic processes
Portfolio Optimization under Heavy Tails and Asymmetric Volatility: Evidence from Taiwan-Exposed ETFs
Abootaleb Shirvani, Farzana Afroz, Frank J. Fabozzi · 2026 · advanced · portfolio management
exchange traded funds · portfolio optimization · risk management · tail risk
Portfolio Optimization under Recursive Utility via Reinforcement Learning
Minkey Chang · 2026 · advanced · machine learning
machine learning · monte carlo simulation · portfolio management · portfolio optimization · reinforcement learning
Portfolio Optimization under Transaction Costs with Recursive Preferences
Alex S. L. Tse, David Hobson, Martin Herdegen · 2024 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization · transaction costs
Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty
Jiwook Kim, Minhyeok Lee · 2023 · advanced · machine learning
deep learning · machine learning · neural networks · portfolio optimization · risk management
Portfolio Optimization via Transfer Learning
Kexin Wang, Xiaomeng Zhang, Xinyu Zhang · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio management · portfolio optimization
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics
Marcos Escobar-Anel, Michel Kschonnek, Rudi Zagst · 2023 · advanced · portfolio management
mathematical finance · optimization · partial differential equations · portfolio optimization · stochastic processes
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
Eric Luxenberg, Philipp Schiele, Stephen Boyd · 2022 · advanced · portfolio management
convex optimization · numerical methods · optimization · portfolio management · portfolio optimization
Portfolio optimization with discrete simulated annealing
Diego Porras, Juan José García-Ripoll, Álvaro Rubio-García · 2022 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
Michael Pokojovy, Yaacov Kopeliovich · 2024 · advanced · portfolio management
deep learning · machine learning · neural networks · portfolio optimization
Portfolio Optimization with Many Assets: The Importance of Short-Selling
Levy, Moshe, Ritov, Yaacov · 2001 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Portfolio Optimization with Relative Tail Risk
Young Shin Kim · 2023 · advanced · risk management
optimization · portfolio management · portfolio optimization · risk management · tail risk
Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints
Qiqin Zhou · 2024 · advanced · portfolio management
portfolio management · portfolio optimization · risk management
Portfolio Optimization within Mixture of Distributions
Jean-Luc Prigent, Rania Hentati-Kaffel · 2014 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · probability · statistics
Portfolio Optimization: A Comparative Study
Jaydip Sen, Subhasis Dasgupta · 2023 · intermediate · portfolio management
deep learning · machine learning · optimization · portfolio optimization
Portfolio Performance Attribution via Shapley Value
Andrew Ang, Nicholas Moehle, Stephen Boyd · 2021 · intermediate · portfolio management
performance attribution · portfolio management
Portfolio Performance Manipulation and Manipulation-Proof Performance Measures
Ivo Welch, Jonathan Ingersoll, Matthew Spiegel · 2006 · advanced · portfolio management
portfolio management
Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment
Erwin Hansen, Martín Lozano-Banda, Massimo Guidolin · 2018 · intermediate · portfolio management
asset pricing · capm · portfolio management · portfolio optimization
Portfolio Preference Elicitation in Institutional Crossing Markets
Yoontae Hwang · 2026 · advanced · quantitative trading
liquidity
Portfolio Protection? It’s a Long (Term) Story…
Ashwin Thapar · 2021 · intermediate · portfolio management
options hedging · portfolio management · risk management · tail risk
Portfolio Rebalancing, Part 1: Strategic Asset Allocation
Antti Ilmanen, Thomas Maloney · 2015 · beginner · portfolio management
portfolio management
Portfolio Rebalancing: Common Misconceptions
John J. Huss, Thomas Maloney · 2017 · intermediate · portfolio management
risk management
Portfolio Return Characteristics of Different Industries
Pouchkarev, I., Spronk, J., van Vliet, P. · 2003 · intermediate · portfolio management
statistics
Portfolio Risk Bounds without Cross-Asset Return Covariances: Distributional Fields from Language-Model Representations
Chun-Sung Huang, Marcus Gawronsky · 2026 · advanced · portfolio management
machine learning · portfolio optimization · risk management
Portfolio Selection
Harry Markowitz
mathematical finance · optimization · portfolio management · portfolio optimization
Portfolio Selection in a Multi-Input Multi-Output Setting: a Simple Monte-Carlo-FDH Algorithm
Nalpas, Nicolas, Simar, Léopold, Vanhems, Anne · 2016 · intermediate · portfolio management
algorithms · portfolio management
Portfolio selection revisited
Alec N. Kercheval, Alex Shkolnik, Haim Bar · 2024 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · statistics
Portfolio Selection via Topological Data Analysis
Alexey Zaytsev, Elizaveta Makhneva, Kristian Kuznetsov · 2023 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · time series
Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model
Dong Yan, Ke Zhou, Xin-Jiang He · 2025 · advanced · portfolio management
deep learning · liquidity risk · optimization · partial differential equations · portfolio optimization · transaction costs
Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
Krishan Mohan Nagpal · 2024 · advanced · risk management
machine learning · market risk · risk management · stress testing
Portfolio Symmetry and Momentum
Dominique Guegan, Ludovic Calès, Monica Billio · 2011 · advanced · portfolio management
momentum · probability · stochastic processes
Portfolio Time Consistency and Utility Weighted Discount Rates
Oumar Mbodji, Traian A. Pirvu · 2023 · advanced · portfolio management
optimization · partial differential equations · portfolio management · portfolio optimization
Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
Ricardo T. Fernholz, Robert Fernholz · 2023 · advanced · options
derivatives · option pricing
Position building in competition is a game with incomplete information
Neil A. Chriss · 2025 · advanced · quantitative trading
quantitative trading
Position-building in competition with real-world constraints
Neil A. Chriss · 2024 · advanced · quantitative trading
optimization · transaction costs
Positive expectations feedback experiments and number guessing games as models of financial markets
Sonnemans, J., Tuinstra, J. · 2010 · intermediate · other
other
Positive Portfolio Factors
Mark Grinblatt, Stephen Brown, William Goetzmann · 2008 · advanced · portfolio management
asset pricing · factor investing
Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity
Asger Lunde, Kris Boudt, Rogier Quaedvlieg · 2014 · advanced · statistics
linear algebra · market microstructure · statistics
Positive Stochastic Collocation for the Collocated Local Volatility Model
Cornelis W. Oosterlee, Fabien Le Floc'h · 2021 · advanced · options
numerical methods · option pricing
Post Selection Estimation of Sharpe Ratios
Steven E. Pav · 2026 · advanced · statistics
statistical inference · statistics
Post trade allocation: how much are bunched orders costing your performance?
Ali Hirsa, Massoud Heidari · 2022 · intermediate · portfolio management
portfolio management
Post-Quantum Secure Federated DeFi for Inclusive Banking
Dale Fickett, Richard Buchinger, Swati Sachan · 2026 · advanced · risk management
banking · decentralized finance
Post-Rejection Follow-up Sampling: Measuring Outcomes of Rejected Decisions in Algorithmic DEX Trading
Arati Uday Kamat · 2026 · intermediate · quantitative trading
algorithmic trading
Post-Screening Portfolio Selection
Shinya Tanaka, Yoshimasa Uematsu · 2026 · advanced · portfolio management
factor investing · portfolio management · portfolio optimization · regression
Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting
Kumar Yashaswi · 2021 · advanced · options
bayesian statistics · garch · option pricing
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
Arkadiusz Lipiecki, Bartosz Uniejewski, Rafał Weron · 2024 · advanced · time series
regression · statistics
Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
Cleo S. Silveira, Fernando B. Luce, Filipe J. Zabala · 2025 · intermediate · machine learning
banking · machine learning
Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis
Summaya Mumtaz, Ummara Mumtaz · 2023 · beginner · machine learning
equity markets · large language models · natural language processing
Power and bipower variation with stochastic volatility and jumps
Neil Shephard, Ole E. Barndorff-Nielsen · 2003 · advanced · time series
stochastic processes
Power Laws and Symmetries in a Minimal Model of Financial Market Economy
Katsuya Ito, Kentaro Imajo, Kentaro Minami · 2022 · advanced · other
other
Power laws in market microstructure
Waelbroeck, Henri, Çetin, Umut · 2023 · advanced · quantitative trading
financial economics · market microstructure
Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
Abdelali Gabih, Hakam Kondakji, Ralf Wunderlich · 2023 · advanced · portfolio management
mathematical finance · portfolio management · stochastic processes
Power variation & stochastic volatility: a review and some new results
Neil Shephard, Ole E. Barndorff-Nielsen, Svend Erik Graversen · 2003 · advanced · stochastic calculus
stochastic processes
Power-laws in economics and finance: some ideas from physics
CFM · 2000 · intermediate · time series
statistics · time series
Power-Laws in Economy and Finance: Some Ideas from Physics
Jean‐Philippe Bouchaud · 2000 · advanced · time series
statistics · time series
Power-type derivatives for rough volatility with jumps
Liang Wang, Weixuan Xia · 2020 · advanced · options
derivatives · jump processes · rough volatility · stochastic processes
PPO-HRAP: Proximal Policy Optimization with a Hybrid Regime-Aware Policy for Risk-Controlled Trading
Duong Hien Chi Kien, Thanh Trung Huynh · 2026 · advanced · machine learning
algorithmic trading · financial machine learning · portfolio management · reinforcement learning · risk management
Practical Deep Reinforcement Learning Approach for Stock Trading
Anwar Walid, Hongyang Yang, Shan Zhong · 2018 · intermediate · quantitative trading
deep learning · optimization · reinforcement learning
Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading
Hang Kin Poon · 2025 · intermediate · portfolio management
algorithms · optimization · portfolio optimization
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Francis X. Diebold, Peter F. Christoffersen, Tim Bollerslev · 2005 · advanced · risk management
econometrics · market risk · risk management · time series · volatility forecasting
Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises
Apostolos Chalkis, Ioannis Z. Emiris, Ludovic Calès · 2018 · advanced · risk management
risk management
PRAGMA: Revolut Foundation Model
Andrei Akshonov, Andrey Goncharov, Anton Repushko · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Kim Christensen, Mark Podolskij, Silja Kinnebrock · 2010 · advanced · statistics
market microstructure · statistics
PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin
Dorien Herremans, Yanzhao Zou · 2022 · advanced · machine learning
backtesting · cryptocurrencies · deep learning · machine learning · natural language processing · neural networks
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles
George J. Bratsiotis, Konstantinos Theodoridis · 2020 · advanced · risk management
banking · econometrics · liquidity risk
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, S.M., McAleer, M.J., Thompson, M.A. · 2009 · intermediate · time series
foreign exchange · garch
Precise asymptotics: robust stochastic volatility models
Paolo Pigato, Paul Gassiat, Peter K. Friz · 2018 · advanced · options
mathematical finance · option pricing · rough volatility · stochastic processes
Precision measurement of the return distribution property of the Chinese stock market index
Peng Liu, Yanyan Zheng · 2022 · intermediate · statistics
statistics
Predicting and Explaining Customer Data Sharing in the Open Banking
Cleo S. Silveira, Fernando B. Luce, Filipe J. Zabala · 2025 · intermediate · machine learning
banking · data science · machine learning
Predicting Bond Returns: 70 Years of International Evidence
Guido Baltussen, Martin P.E. Martens, Olaf Penninga · 2021 · intermediate · fixed income
econometrics · fixed income · statistical inference · time series
Predicting Day-Ahead Stock Returns using Search Engine Query Volumes: An Application of Gradient Boosted Decision Trees to the S&P 100
Christopher Bockel-Rickermann · 2022 · intermediate · machine learning
equity markets · machine learning
Predicting Equity Returns for 37 Countries: Tweaking the Gordon Formula
Reinker, Kenneth S., Tower, Edward · 2002 · intermediate · statistics
asset pricing · equity markets · equity valuation
Predicting Exchange Rate Crises: Mexico Revisited
Goldberg, Linda S. · 1990 · intermediate · time series
econometrics · foreign exchange
Predicting Failure of P2P Lending Platforms through Machine Learning: The Case in China
Hsin-Yu Chiu, Jen-Yin Yeh, Jhih-Huei Huang · 2023 · intermediate · risk management
machine learning
Predicting Financial Distress and the Performance of Distressed Stocks
Campbell, John Y., Hilscher, Jens Dietrich, Szilagyi, Jan · 2011 · intermediate · risk management
risk management
Predicting Foreign Exchange EUR/USD direction using machine learning
Kevin Cedric Guyard, Michel Deriaz · 2024 · intermediate · machine learning
financial machine learning · foreign exchange · machine learning · time series
Predicting Invoice Dilution in Supply Chain Finance with Leakage Free Two Stage XGBoost, KAN (Kolmogorov Arnold Networks), and Ensemble Models
George Shapiro, Konstantin Malkov, Pavel Koptev · 2026 · advanced · risk management
data science · financial machine learning · machine learning · regression
Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation
Aarush Sinha, Jaskaran Singh Walia, Naman Saraswat · 2025 · advanced · machine learning
deep learning · large language models · machine learning · reinforcement learning
Predicting Market Troughs: A Machine Learning Approach with Causal Interpretation
Peilin Rao, Randall R. Rojas · 2025 · advanced · statistics
causal identification · causal inference · financial machine learning · liquidity · machine learning
Predicting Nature of Default using Machine Learning Techniques
Longden, Elaine · 2021 · intermediate · risk management
credit risk · machine learning
Predicting Price Movements in High-Frequency Financial Data with Spiking Neural Networks
Brian Ezinwoke, Oliver Rhodes · 2025 · advanced · machine learning
financial machine learning · high frequency trading · machine learning · neural networks · optimization
Predicting public market behavior from private equity deals
Flaviano Morone, Paolo Barucca · 2024 · intermediate · machine learning
equity markets · financial machine learning · machine learning
Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?
Austin Pollok · 2025 · advanced · time series
machine learning · time series · volatility forecasting
Predicting Returns with Text Data
Dacheng Xiu, Zheng Ke · 2019 · advanced · machine learning
natural language processing
Predicting risk/reward ratio in financial markets for asset management using machine learning
Hamidreza Karimaghaie, Mahdieh Soleymani Baghshah, Reza Yarbakhsh · 2023 · intermediate · quantitative trading
algorithmic trading · financial machine learning · machine learning
Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques
Ali Hirsa, Tugce Karatas · 2021 · intermediate · machine learning
deep learning · financial machine learning · machine learning · mergers and acquisitions · neural networks
Predicting Stock Market Crash with Bayesian Generalised Pareto Regression
Sourish Das · 2025 · advanced · risk management
bayesian statistics · equity markets · extreme value theory · market risk · regression · tail risk
Predicting Stock Price Direction on Earnings Announcement Days using Multi-modal Deep Learning
Manuel Noseda, Marco Paina, Nathan Soldati · 2026 · intermediate · machine learning
deep learning · financial machine learning · natural language processing · neural networks
Predicting Stock Price Movement as an Image Classification Problem
Matej Steinbacher · 2023 · intermediate · machine learning
deep learning · machine learning · neural networks
Predicting the Equity Premium with Dividend Ratios
Amit Goyal, Ivo Welch · 2002 · advanced · time series
asset pricing · regression · time series
Predicting the success of new crypto-tokens: the Pump.fun case
Fabrizio Lillo, Francesco Tarantelli, Giulio Marino · 2026 · intermediate · machine learning
cryptocurrencies
Predicting the volatility of major energy commodity prices: the dynamic persistence model
Jozef Barunik, Lukas Vacha · 2024 · advanced · time series
commodities · econometrics · time series · volatility forecasting
Prediction accuracy and sloppiness of log-periodic functions
Damien Challet, David S. Brée, Pier Paolo Peirano · 2011 · advanced · time series
statistical inference · time series
Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation
Amit N. Kumar, Anshu K. Jha, Ayush Singh · 2024 · intermediate · time series
cryptocurrencies · jump processes · machine learning · monte carlo simulation · volatility forecasting
Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression
Feri Sulianta, Novan Fauzi Al Giffary · 2024 · beginner · time series
cryptocurrencies · deep learning · machine learning · neural networks · regression · time series
Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market
Xin Wang, Yifan Zhang, Ying Peng · 2025 · advanced · machine learning
high frequency trading · machine learning
Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
Karl Sawaya, Matthieu Garcin, Thomas Valade · 2025 · advanced · time series
statistics · stochastic processes
Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate
Agostino Capponi, Arkin Gupta, Fengpei Li · 2024 · advanced · options
machine learning · monte carlo simulation · option pricing
PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets
Avi Arora, Ritesh Malpani · 2026 · intermediate · quantitative trading
algorithmic trading · backtesting
Predictive Accuracy versus Interpretability in Energy Markets: A Copula-Enhanced TVP-SVAR Analysis
Fredy Pokou, Jules Sadefo Kamdem, Kpante Emmanuel Gnandi · 2026 · advanced · time series
copulas · econometrics · garch · machine learning · time series
Predictive AI for SME and Large Enterprise Financial Performance Management
Ricardo Cuervo · 2023 · intermediate · machine learning
bayesian statistics · financial machine learning · machine learning · neural networks · regression · risk management
Predictive AI with External Knowledge Infusion: Datasets and Benchmarks for Stock Markets
Ambedkar Dukkipati, Kawin Mayilvaghanan, Naveen Kumar Pallekonda · 2025 · advanced · machine learning
equity markets · financial machine learning · machine learning
Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning
Tristan Lim · 2022 · advanced · quantitative trading
cryptocurrencies · decentralized finance · deep learning · liquidity · market making · reinforcement learning
Predictive Decision Synthesis for Portfolios: Betting on Better Models
Emily Tallman, Mike West · 2024 · advanced · portfolio management
bayesian statistics · foreign exchange · portfolio management · portfolio optimization · time series
Predictive Extrema, Unprofitable Policies: An AI-Assisted Audit of Candle-Based Binance Spot Timing Models
Ayoub Jadouli · 2026 · intermediate · quantitative trading
backtesting · cryptocurrencies · machine learning
Predictive gains from forecast combinations using time-varying model weights
Ravazzolo, F., Verbeek, M.J.C.M., van Dijk, H.K. · 2007 · advanced · time series
bayesian statistics · econometrics · time series
Predictive Performance of LSTM Networks on Sectoral Stocks in an Emerging Market: A Case Study of the Pakistan Stock Exchange
Ahad Yaqoob, Syed M. Abdullah · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Predictive Power of LLMs in Financial Markets
Burton Hollifield, Jerick Shi · 2024 · intermediate · machine learning
large language models · machine learning · natural language processing
Predictive regressions based on managerial decision variables: Is therea small-sample bias?
Jeffrey A. Wurgler, Malcolm P. Baker, Ryan Taliaferro · 2011 · advanced · statistics
regression · statistical inference · time series
PreFER: Interactive Robo-Advisor with Scoring Mechanism
Hoi Ying Wong, Yuwei Wang · 2026 · advanced · machine learning
portfolio management
Preference robust distortion risk measures
Carole Bernard, Silvana M. Pesenti · 2026 · advanced · risk management
optimization
Preference-fitting Framework: Elicited Utility Function and PHARA Approximation
Rui Dai, Yang Liu, Zongxia Liang · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
Preferences, Consumption Smoothing and Risk Premia
Lettau, M., Uhlig, H.F.H.V.S. · 1997 · advanced · statistics
asset pricing · financial economics
Preferential Regulatory Treatment and Banks' Demand for Government Bonds
Bonner, Clemens · 2015 · advanced · risk management
banking
Preferred-habitat investors and the US term structure of real rates
Kaminska, Iryna, Vayanos, Dimitri, Zinna, Gabriele · 2011 · advanced · fixed income
asset pricing · fixed income · interest rates · term structure models
Pregeometric Origins of Liquidity Geometry in Financial Order Books
João P. da Cruz · 2026 · advanced · quantitative trading
liquidity
Preliminary remarks on option pricing and dynamic hedging
Cédric Join, Michel Fliess · 2012 · advanced · options
derivatives · option pricing · options hedging · time series
Preparing for the tax reform: the risky French households' portfolio in 2018
Jérôme Coffinet, Luc Arrondel · 2021 · intermediate · portfolio management
equity markets
Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
Suyeol Yun · 2024 · advanced · machine learning
large language models · reinforcement learning · time series
Pretrained Time-Series Foundation Models for Financial Return Forecasting
Miquel Noguer I Alonso, Rodolfo Pereira Franklin · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series
Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
Jianjun Sun, Peng-Fei Dai, Toan Luu Duc Huynh · 2020 · intermediate · time series
garch
Preventing financial ruin: how the West India trade fostered creativity in crisis lending by the Bank of England
Ishizu, Mina, Sissoko, Carolyn · 2026 · intermediate · risk management
banking
Preventing Household Bankruptcy: The One-Third Rule in Financial Planning with Mathematical Validation and Game-Theoretic Insights
Aditi Godbole, Ranjeet S. Mudholkar, Zubin Shah · 2025 · intermediate · risk management
behavioral finance
Price and Liquidity Spillovers during Fire Sale Episodes
Honkanen, Pekka, Schmidt, Daniel · 2017 · intermediate · statistics
equity markets · liquidity · liquidity risk · mutual funds
Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
Victor Olkhov · 2022 · advanced · time series
asset pricing · financial economics
Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders
Anufriev, M., Bottazzi, G. · 2006 · advanced · quantitative trading
asset pricing · financial economics
Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets
Shin'ichi Hirota, Shyam Sunder · 2007 · intermediate · statistics
asset pricing
Price Discovery at the Boundary of Contractual Decidability: Terminal-Value Gaps, Trading Availability, and Venue Finality on Kalshi
Maksym Nechepurenko · 2026 · intermediate · quantitative trading
quantitative trading
Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders
Alexander Subbotin, Thierry Chauveau · 2010 · intermediate · time series
asset pricing · financial economics
Price dynamics in a Markovian limit order market
Adrien De Larrard, Rama Cont · 2011 · advanced · quantitative trading
market microstructure · probability · stochastic processes
Price dynamics, financial fragility and aggregate volatility
Antoine Mandel, Herbert Gintis, Mauro Gallegati · 2015 · advanced · risk management
financial economics
Price formation and optimal trading in intraday electricity markets
Laura Tinsi, Olivier Féron, Peter Tankov · 2020 · advanced · quantitative trading
optimal execution · optimization · stochastic processes
Price formation and optimal trading in intraday electricity markets with a major player
Laura Tinsi, Olivier Féron, Peter Tankov · 2020 · advanced · quantitative trading
optimization · stochastic processes
Price impact and long-term profitability of energy storage
Peter Tankov, Redouane Silvente, Roxana Dumitrescu · 2024 · advanced · stochastic calculus
optimization · stochastic differential equations · stochastic processes
Price Impact Costs and the Limit of Arbitrage
Masahiro Watanabe, Werner Stanzl, Zhiwu Chen · 2006 · advanced · quantitative trading
market microstructure · momentum · transaction costs
Price impact in equity auctions: zero, then linear
Damien Challet, Ioane Muni Toke, Mohammed Salek · 2023 · intermediate · quantitative trading
equity markets · market microstructure
Price Impact Without Averaging
Claudio Bellani, Damiano Brigo, Leandro Sánchez-Betancourt · 2023 · advanced · quantitative trading
market microstructure
Price Impact Without Order Book: A Study of the OTC Credit Index Market
Jean-Philippe Bouchaud, Zoltan Eisler · 2016 · advanced · quantitative trading
credit markets · market microstructure
Price Interpretability of Prediction Markets: A Convergence Analysis
Dian Yu, Jianjun Gao, Weiping Wu · 2022 · advanced · quantitative trading
market making
Price Jump Prediction in Limit Order Book
Ban Zheng, Eric Moulines, Frédéric Abergel · 2012 · advanced · quantitative trading
market microstructure · regression
Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory
Minhyeok Lee · 2026 · advanced · quantitative trading
mathematical finance
Price manipulation schemes of new crypto-tokens in decentralized exchanges
Fabrizio Lillo, Francesco Tarantelli, Manuel Naviglio · 2025 · advanced · quantitative trading
liquidity
Price predictability at ultra-high frequency: Entropy-based randomness test
Andrey Shternshis, Stefano Marmi · 2023 · advanced · statistics
hypothesis testing · statistical inference · statistics · time series
Price predictability in limit order book with deep learning model
Kyungsub Lee · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks
Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation
Heemeijer, P., Hommes, C.H., Sonnemans, J. · 2006 · intermediate · time series
time series
Price Stability of Cryptocurrencies as a Medium of Exchange
Kenichi Ueda, Tatsuru Kikuchi, Toranosuke Onishi · 2021 · intermediate · time series
cryptocurrencies · statistics · time series
Price uncertainty and the existence of financial equilibrium
Lionel de Boisdeffre · 2011 · advanced · other
financial economics · probability
Price Volatility and Banking in Green Certificate Markets
Eirik S. Amundsen, Fridrik M. Baldursson, Jørgen Birk Mortensen · 2005 · intermediate · time series
time series
Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
Masahiro Watanabe · 2002 · advanced · time series
asset pricing · financial economics
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
David Bouba, Julien Guilbert, Louis Bertucci · 2024 · advanced · quantitative trading
jump processes · market making · market microstructure · optimization · stochastic processes
Price-mediated contagion with endogenous market liquidity
Zachary Feinstein, Zhiyu Cao · 2023 · advanced · risk management
contagion · financial networks · liquidity · liquidity risk · systemic risk
Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
Han N. Ozsoylev, Shino Takayama, The University of Sydney · 2005 · advanced · quantitative trading
market microstructure
Price, Volatility and the Second-Order Economic Theory
Victor Olkhov · 2020 · advanced · time series
volatility forecasting
Priced risk in corporate bonds
Alexander Dickerson, Cesare Robotti, Philippe Mueller · 2026 · advanced · fixed income
asset pricing · capm · fixed income
PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction
Bohan Liang, Guangtao Zhai, Kaiwei Zhang · 2025 · intermediate · machine learning
large language models · time series
Pricing American Options by Exercise Rate Optimization
Christian Bayer, Raúl Tempone, Sören Wolfers · 2018 · advanced · options
derivatives · monte carlo simulation · numerical methods · optimization · option pricing
Pricing American Options Time-Capped by a Drawdown Event
Paweł Stȩpniak, Zbigniew Palmowski · 2025 · advanced · options
mathematical finance · option pricing · stochastic processes
Pricing American options time-capped by a drawdown event in a Lévy market
Paweł Stȩpniak, Zbigniew Palmowski · 2025 · advanced · options
derivatives · jump processes · mathematical finance · option pricing · stochastic processes
Pricing American options under negative rates
Jherek Healy · 2021 · advanced · options
derivatives · interest rates · numerical methods · option pricing
Pricing American options under rough volatility using deep-signatures and signature-kernels
Christian Bayer, Jia-Jie Zhu, Luca Pelizzari · 2025 · advanced · options
deep learning · machine learning · numerical methods · option pricing · rough volatility
Pricing American Options using Machine Learning Algorithms
Callixte Ndizihiwe, Prudence Djagba · 2024 · advanced · options
deep learning · machine learning · monte carlo simulation · neural networks · option pricing
Pricing American options with exogenous and endogenous transaction costs
Dong Yan, Guiyuan Ma, Xin-Jiang He · 2025 · advanced · options
liquidity risk · numerical methods · option pricing · partial differential equations · transaction costs
Pricing American Parisian Options under General Time-Inhomogeneous Markov Models
Gongqiu Zhang, Nian Yang, Yuhao Liu · 2025 · advanced · options
numerical methods · option pricing · stochastic processes
Pricing and calibration in the 4-factor path-dependent volatility model
Guido Gazzani, Julien Guyon · 2024 · advanced · options
deep learning · model calibration · neural networks · numerical methods · option pricing · volatility surface
Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
Riccardo Caruso · 2026 · advanced · options
derivatives · model calibration · option pricing · rough volatility
Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation
Erik Schlögl, Mesias Alfeus, Nelson Kyakutwika · 2025 · advanced · options
derivatives · model calibration · numerical methods · option pricing
Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus
Ayub Ahmadi, Mahdieh Tahmasebi · 2024 · advanced · options
derivatives · jump processes · numerical methods · option greeks · option pricing
Pricing and hedging American-style options with deep learning
Arnulf Jentzen, Patrick Cheridito, Sebastian Becker · 2019 · advanced · options
deep learning · derivatives · machine learning · numerical methods · option pricing · options hedging
Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
Daniele Marazzina, Emilio Barucci, Yuheng Lan · 2026 · advanced · quantitative trading
derivatives · optimal execution
Pricing and hedging for liquidity provision in Constant Function Market Making
Jimmy Risk, Shen-Ning Tung, Tai-Ho Wang · 2026 · advanced · quantitative trading
derivatives · liquidity · option pricing · options hedging · risk management
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Consiglio, A., Zenios, S. A. · 2017 · advanced · derivatives
optimization
Pricing and hedging in carbon emissions markets
Cetin, Umut, Verschuere, Michel · 2009 · advanced · derivatives
derivatives · stochastic processes
Pricing and hedging Margrabe options with stochastic volatilities
Elisa Alòs, Thorsten Rheinländer · 2017 · advanced · options
derivatives · mathematical finance · option pricing · options hedging · stochastic calculus
Pricing and hedging of decentralised lending contracts
Lukasz Szpruch, Marc Sabaté Vidales, Tanut Treetanthiploet · 2024 · advanced · options
decentralized finance · deep learning · option pricing · options hedging
Pricing and Hedging of Discretely Monitored Asian Options in the Volterra-Heston Model
Gijs Custers, Martin Friesen, Sven Karbach · 2026 · advanced · options
derivatives · option pricing · options hedging · stochastic processes
Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps
Huansang Xu, Marek Rutkowski · 2024 · advanced · derivatives
derivatives · foreign exchange · monte carlo simulation · option pricing · risk management
Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
Cornelis W. Oosterlee, Lech A. Grzelak, Leonardo Perotti · 2025 · advanced · options
interest rates · option pricing · options hedging · risk management
Pricing and Semi-static Hedging of Green Pay-as-produced Power Purchase Agreements
Konstantinos Chatziandreou, Sven Karbach · 2026 · advanced · derivatives
derivatives · risk management
Pricing Asian Options with Correlators
Silvia Lavagnini · 2021 · advanced · options
option pricing · stochastic processes
Pricing Barrier Options with DeepBSDEs
Bernhard Hientzsch, Narayan Ganesan, Yajie Yu · 2020 · advanced · options
machine learning · option pricing · stochastic differential equations
Pricing basket options with the first three moments of the basket: log-normal models and beyond
Dongdong Hu, Frederi Viens, Hasanjan Sayit · 2023 · advanced · options
derivatives · numerical methods · option pricing
Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data
Giacomo Bormetti, Simone Serafini · 2025 · advanced · options
jump processes · model calibration · option pricing · stochastic processes
Pricing catastrophe insurance derivatives
Muermann, Alexander · 2002 · advanced · derivatives
derivatives · insurance · jump processes · mathematical finance · stochastic processes
Pricing climate change risks: CAPM with rare disasters and stochastic probabilities
Anastasios Xepapadeas, Christos Karydas · 2019 · advanced · risk management
asset pricing · capm
Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds
Kieran James Walsh, Lint Barrage, Woongchan Jeon · 2026 · intermediate · fixed income
credit markets · fixed income
Pricing commodity index options
Alberto Manzano, Andrea Pallavicini, Carlos Vázquez · 2022 · advanced · options
commodities · derivatives · model calibration · numerical methods · option pricing · stochastic processes
Pricing commodity swing options
Andrea Pallavicini, Emanuele Nastasi, Giulio Sartorelli · 2020 · advanced · options
commodities · derivatives · model calibration · monte carlo simulation · reinforcement learning
Pricing corporate financial distress: Empirical evidence from the French stock market
Amine Lahiani, Muhammad Shahbaz, Nada Mselmi · 2019 · intermediate · statistics
asset pricing · equity markets
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization
Alan White · 2018 · advanced · risk management
credit derivatives · credit risk · derivatives
Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process
Sidharth Mallik · 2021 · intermediate · time series
cryptocurrencies · statistical inference · stochastic differential equations · stochastic processes
Pricing Default Swaps: Empirical Evidence
Patrick Houweling, Ton Vorst · 2001 · advanced · fixed income
credit derivatives · credit risk · interest rates
Pricing Derivatives under Self-Exciting Dynamics: A Finite-Difference and Transform Approach
Aqib Ahmed, Heiðar Eyjólfsson · 2026 · advanced · derivatives
derivatives · jump processes · numerical methods · option pricing · partial differential equations · stochastic processes
Pricing Energy Contracts under Regime Switching Time-Changed models
Konrad Gajewski, Pablo Olivares, Sebastian Ferrando · 2020 · advanced · options
jump processes · model calibration · numerical methods · option pricing · stochastic processes
Pricing energy spread options with variance gamma-driven Ornstein-Uhlenbeck dynamics
Kevin W. Lu, Tim Leung · 2025 · advanced · options
derivatives · jump processes · option pricing · stochastic processes
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
Karim Barigou, Lukasz Delong · 2020 · advanced · risk management
insurance · neural networks · partial differential equations · stochastic differential equations · stochastic processes
Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime
Foad Shokrollahi · 2018 · advanced · options
interest rates · option pricing · stochastic processes
Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Variance-Gamma Process
A. H. Nzokem · 2022 · advanced · options
mathematical finance · numerical methods · option pricing · stochastic processes
Pricing European Options with Google AutoML, TensorFlow, and XGBoost
Juan Esteban Berger · 2023 · intermediate · options
machine learning · neural networks · option pricing
Pricing Excess-of-Loss Reinsurance and CAT Bonds under Climate Uncertainty: A Cox Process Framework with Temperature-Dependent Stochastic Intensity
Foad Shokrollahi, Nader Karimi · 2026 · advanced · risk management
insurance
Pricing Exchange Options under Stochastic Correlation
Enrique Villamor, Pablo Olivares · 2020 · advanced · options
derivatives · option pricing
Pricing Exchange Rate Options and Quanto Caps in the Cross-Currency Random Field LIBOR Market Model
Rajinda Wickrama · 2021 · advanced · derivatives
derivatives · foreign exchange · interest rates · option pricing · stochastic processes · term structure models
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
David Lee · 2018 · advanced · risk management
credit risk · derivatives
Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method
Andrey Itkin, Fazlollah Soleymani · 2019 · advanced · options
foreign exchange · interest rates · numerical methods · option pricing · stochastic differential equations
Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications
Dae-Sung Choe, Hyong-Chol O · 2019 · advanced · options
derivatives · mathematical finance · option pricing
Pricing Fractal Derivatives under Sub-Mixed Fractional Brownian Motion with Jumps
Nader Karimi · 2025 · advanced · options
derivatives · jump processes · option pricing · partial differential equations · stochastic processes
Pricing FX Options under Intermediate Currency
M. V. Tretyakov, S. Maurer, T. E. Sharp · 2019 · advanced · options
foreign exchange · model calibration · option pricing · stochastic processes
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
Marcelo G. Figueroa, Álvaro Cartea · 2005 · advanced · derivatives
jump processes · mathematical finance · model calibration · stochastic processes · term structure models
Pricing index options by static hedging under finite liquidity
John Armstrong, Teemu Pennanen, Udomsak Rakwongwan · 2018 · advanced · options
convex optimization · liquidity · numerical methods · option pricing · options hedging
Pricing Interest Rate Derivatives under Volatility Uncertainty
Julian Hölzermann · 2020 · advanced · fixed income
derivatives · fixed income · interest rates · option pricing · stochastic processes
Pricing Lookback Options on a Quantum Computer
Anne MacKay, Emmanuel Hamel, Florence Paquette · 2026 · advanced · options
derivatives · option pricing · partial differential equations
Pricing Microfinance Loans and Loan Guarantees using Biased Loan Write-off Data
Cassell, David, Chowdhry, Bhagwan, Gamett, James B · 2005 · advanced · risk management
credit risk
Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity
Chen Yang, Xiaoshan Chen, Zhou Yang · 2025 · advanced · portfolio management
asset pricing · optimization
Pricing multi-asset contingent claims in a multi-dimensional binomial market
Assaf Libman, Jarek Kędra, Victoria Steblovskaya · 2021 · advanced · derivatives
asset pricing · derivatives · martingales · mathematical finance · option pricing · stochastic processes
Pricing multi-asset derivatives by finite difference method on a quantum computer
Kenji Kubo, Koichi Miyamoto · 2021 · advanced · options
derivatives · mathematical finance · numerical methods · option pricing · partial differential equations
Pricing multi-asset derivatives by variational quantum algorithms
Keisuke Fujii, Kenji Kubo, Koichi Miyamoto · 2022 · advanced · options
derivatives · financial engineering · mathematical finance · numerical methods · option pricing · partial differential equations
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
Boris Ter-Avanesov, Gunter A. Meissner · 2024 · advanced · options
foreign exchange · monte carlo simulation · numerical methods · option pricing · stochastic differential equations · stochastic processes
Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas
Bisso Saley, Diakarya Barro, Hassane Abba Mallam · 2021 · advanced · options
copulas · derivatives · extreme value theory · monte carlo simulation · option pricing
Pricing of Asian options on interest rates in the CIR model
Dassios, Angelos, Nagaradjasarma, Jayalaxshmi · 2011 · advanced · options
interest rates · stochastic processes
Pricing of commodity derivatives on processes with memory
Asma Khedher, Fred Espen Benth, Michèle Vanmaele · 2017 · advanced · options
commodities · derivatives · mathematical finance · option pricing · stochastic calculus · stochastic processes
Pricing of European Calls with the Quantum Fourier Transform
Tom Ewen · 2024 · advanced · options
derivatives · numerical methods · option pricing
Pricing of geometric Asian options in the Volterra-Heston model
Florian Aichinger, Sascha Desmettre · 2024 · advanced · options
option pricing · rough volatility · stochastic differential equations · stochastic processes
Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model
Gifty Malhotra, H. C. Taneja, R. Srivastava · 2019 · advanced · options
option pricing · stochastic processes
Pricing of wrapped Bitcoin and Ethereum on-chain options
Anastasiia Zbandut · 2025 · advanced · options
cryptocurrencies · garch · option pricing · regression · volatility forecasting
Pricing options and computing implied volatilities using neural networks
Cornelis W. Oosterlee, Sander M. Bohte, Shuaiqiang Liu · 2019 · advanced · options
machine learning · neural networks · numerical methods · option pricing
Pricing options on flow forwards by neural networks in Hilbert space
Fred Espen Benth, Luca Galimberti, Nils Detering · 2022 · advanced · options
derivatives · machine learning · neural networks · optimization · option pricing
Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
Asma Khedher, Jian He, Sven Karbach · 2025 · advanced · options
derivatives · option pricing · partial differential equations · stochastic processes
Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets
Edoardo Scrima, Federico Aluigi, Lucia Caramellino · 2026 · advanced · options
commodities · derivatives · model calibration · monte carlo simulation · option pricing · volatility surface
Pricing options on the cryptocurrency futures contracts
Julia Kończal · 2025 · advanced · options
cryptocurrencies · derivatives · jump processes · model calibration · option pricing
Pricing Options Using Monte Carlo Simulation
Ryan Dutton · 2019
Monte Carlo simulation · bachelor thesis · computational finance · derivatives · financial engineering · numerical methods
Pricing Options with Exponential Levy Neural Network
Jeonggyu Huh · 2018 · advanced · options
machine learning · model calibration · neural networks · option pricing
Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation
Yuri F. Saporito · 2020 · advanced · options
derivatives · monte carlo simulation · option pricing · stochastic calculus · stochastic processes
Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform
Jeong-Hoon Kim, Jiling Cao, Wenjun Zhang · 2022 · advanced · options
option pricing
Pricing Quanto and Composite Contracts with Local-Correlation Models
Andrea Pallavicini · 2025 · advanced · options
derivatives · foreign exchange · model calibration · numerical methods · option pricing
Pricing Reliability Options under different electricity prices' regimes
Fulvio Fontini, Luisa Andreis, Maria Flora · 2019 · advanced · options
derivatives · option pricing
Pricing sovereign contingent convertible debt
Andrea Consiglio, Michele Tumminello, Stavros A. Zenios · 2018 · advanced · fixed income
convertible bonds · credit derivatives · credit risk · fixed income · monte carlo simulation · stochastic processes
Pricing Temperature Derivatives under a Time-Changed Levy Model
Pablo Olivares · 2020 · advanced · derivatives
brownian motion · derivatives · stochastic calculus · stochastic processes
Pricing Temperature-Index Insurance under Long Memory and Stochastic Time Change
Foad Shokrollahi, Nader Karimi · 2026 · advanced · risk management
insurance · stochastic processes
Pricing the DeFi Tail: Do Protocols or Depositors Price Operational Risk?
Nils Bundi · 2026 · advanced · risk management
decentralized finance · extreme value theory · risk management · tail risk
Pricing time-capped American options using Least Squares Monte Carlo method
Paweł Stȩpniak, Zbigniew Palmowski · 2025 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic processes
Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
Davide Radi, Elia Smaniotto, Giulia Livieri · 2023 · advanced · risk management
credit derivatives · credit risk · jump processes · model calibration
Pricing under the Benchmark Approach
Eckhard Platen · 2025 · advanced · options
derivatives · option pricing · stochastic processes
Pricing Variance Swap for Multi-Asset Stochastic Volatility Models
Minglian Lin, Mulue Gebreslasie, Semere Gebresilassie · 2025 · advanced · derivatives
stochastic processes
Pricing VIX options under the Heston-Hawkes stochastic volatility model
Oriol Zamora Font · 2024 · advanced · options
derivatives · option pricing · stochastic processes
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Gechun Liang, Xingchun Wang · 2020 · advanced · options
credit risk · derivatives · garch · option pricing
Pricing with Passion: The Local Occupied Volatility (LOV) Model
Valentin Tissot-Daguette · 2026 · advanced · options
derivatives · model calibration · option pricing
Pricing Without Mispricing
Jianan Liu, Robert F. Stambaugh · 2021 · advanced · statistics
asset pricing · capm · market efficiency
Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework
Djibril Gueye, Zied Chaieb · 2022 · advanced · derivatives
stochastic processes
Prime Match: A Privacy-Preserving Inventory Matching System
Antigoni Polychroniadou, Benjamin Diamond, Gilad Asharov · 2023 · advanced · quantitative trading
quantitative trading
PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange
Christopher J. Cho, Manuel Nunes, Timothy J. Norman · 2023 · intermediate · quantitative trading
cryptocurrencies · market microstructure
Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns
Eugene W. Park · 2023 · intermediate · time series
time series
Principal Component Copulas for Capital Modelling and Systemic Risk
C. W. Oosterlee, J. Y. Ypma, K. B. Gubbels · 2023 · advanced · risk management
copulas · statistics · systemic risk · tail risk
Principal component error in high-dimensional factor models
Alec N. Kercheval, Alex Bernstein, Dayi Yao · 2026 · advanced · statistics
statistics
Principal Regression Analysis and the index leverage effect
Jean‐Philippe Bouchaud, Pierre-Alain Reigneron, Romain Allez · 2010 · advanced · statistics
linear algebra · regression · statistics
Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs
Alain Mermoud, Daniel Celeny, Evgueni Rousselot · 2024 · intermediate · statistics
equity markets · hypothesis testing · statistical inference
Priority Gas Auction Cadence and Searcher Competition: Evidence from Flashblocks on Base
Akaki Mamageishvili, Edward W. Felten, Pranay Anchuri · 2026 · advanced · quantitative trading
causal identification · market microstructure · statistical inference
Private borrowing during the financial revolution: Hoare’s Bank and its customers, 1702-1724
Joachim Voth, Peter Temin · 2005 · intermediate · risk management
banking · credit markets
Private Credit Markets Theory, Evidence, and Emerging Frontiers
Jiacheng Zou · 2026 · intermediate · risk management
credit markets
Private Credit, SRTs and the Banking System: Mind the Protection Gap
Riccardo Russo · 2026 · advanced · risk management
banking · liquidity risk · systemic risk
Private equity entities and conglomerates: what are the differences?
Achleitner, Ann-Kristin, Müller, Kay · 2008 · beginner · other
other
Private Equity's Other Illiquidity Premium
Erik Stafford · intermediate · portfolio management
asset pricing
Private information and client connections in government bond markets
Kondor, Peter, Pinter, Gabor · 2019 · advanced · fixed income
fixed income
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
Bhaskar Krishnamachari, Giovanni Zaarour, Hardhik Mohanty · 2025 · advanced · quantitative trading
decentralized finance · derivatives · liquidity · market making · transaction costs
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts
Grzegorz Dudek, Piotr Fiszeder, Witold Orzeszko · 2025 · advanced · time series
cryptocurrencies · machine learning · statistics · time series · volatility forecasting
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
Florian Ziel, Simon Hirsch · 2026 · advanced · time series
optimization · statistics
Probabilistic models and statistics for electronic financial markets in the digital age
Markus Bibinger · 2024 · advanced · statistics
extreme value theory · jump processes · market microstructure · rough volatility · statistical inference · statistics
Probabilistic numerical approximation schemes in finance : learning methods for high-dimensional BSDEs and unbiased Monte Carlo algorithms for stochastic volatility models
Junchao Chen · 2022 · advanced · stochastic calculus
deep learning · machine learning · monte carlo simulation · numerical methods · partial differential equations · stochastic differential equations
Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
David T. Frazier, Gael M. Martin, Worapree Maneesoonthorn · 2024 · advanced · options
bayesian statistics · option pricing · statistical inference
Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift
Houzhi Li, Junchao Chen, Noufel Frikha · 2022 · advanced · stochastic calculus
probability · stochastic processes
Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance
Dmitry Lesnik, Tobias Schaefer · 2025 · advanced · machine learning
credit risk · financial machine learning · machine learning
Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
Alfonso Suárez-Llorens, Daniela I. Flores-Silva, Miguel A. Sordo · 2025 · advanced · risk management
copulas · risk management · tail risk
Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing
Akash Deep, Frank J. Fabozzi, Svetlozar T. Rachev · 2025 · advanced · statistics
asset pricing · behavioral finance · econometrics
Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility
Damiano Brigo · 2019 · advanced · options
mathematical finance · option pricing
ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition
Arundeep Chinta, Jay Katukuri, Lucas Vinh Tran · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Problems and Solutions in Stochastic Caluclus with Applications
Fima C. Klebaner, Kais Hamza, Patrik Albin · 2025
Procyclical leverage and value-at-risk
Adrian, Tobias, Shin, Hyun Song · 2013 · advanced · risk management
banking
Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers
Huremovic, Kenan, Jiménez, Gabriel, Moral Benito, Enrique · 2024 · advanced · risk management
causal identification · financial economics · financial networks
Productivity Booms, Bank Fragility, and Financial Crises
Artur Doshchyn · 2022 · advanced · risk management
banking · financial economics
Productivity of Short Term Assets as a Signal of Future Stock Performance
Arman Ozcan, Devyani Vij, Jehil Mehta · 2024 · intermediate · quantitative trading
asset pricing
Profit and loss attribution: An empirical study
Gero Junike, Solveig Flaig · 2023 · intermediate · risk management
risk management
Profit equitably: An investigation of market maker's impact on equitable outcomes
Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch · 2021 · advanced · quantitative trading
market making · market microstructure · reinforcement learning
Profit Maximization In Arbitrage Loops
Claudio Tessone, Nicolo Vallarano, Qianyu Liu · 2024 · intermediate · quantitative trading
convex optimization · optimization
Profit warnings and stock returns: Evidence from moroccan stock exchange
Abdelbari El Khamlichi, Ilyas El Ghordaf · 2021 · intermediate · statistics
statistics
Profit-Generating Entities or Cash-Management Vehicles? Unpacking the Financial Performance of Savings Groups Worldwide
Bert D’espallier, Emma Bossuyt, Roy Mersland · 2023 · intermediate · risk management
risk management
Project Finance as a Risk-Management Tool in International Syndicated Lending
Hainz, Christa, Kleimeier, Stefanie · 2006 · advanced · risk management
financial economics · risk management
Project finance with Asian wind swaps: are 'average price' derivatives bankable in Australia's NEM?
Paul Simshauser · 2026 · advanced · derivatives
derivatives · optimization · risk management
Project Samara Research Paper
Alex Caridia, André Usche, Anne Boulanger · 2026 · intermediate · fixed income
fixed income
Projection of Functionals and Fast Pricing of Exotic Options
Valentin Tissot-Daguette · 2021 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing
Projective system approach to the martingale characterization of the absence of arbitrage
Balbás, Alejandro, Mirás, Miguel Ángel, Muñoz-Bouzo, María José · 2001 · advanced · stochastic calculus
martingales · measure theory · probability
Proof of Efficient Liquidity: A Staking Mechanism for Capital Efficient Liquidity
Arman Abgaryan, Joshua Tobkin, Utkarsh Sharma · 2024 · intermediate · risk management
decentralized finance · liquidity
Proof of Stake economy under centralized exchanges--a mean field model
Wenpin Tang · 2026 · advanced · quantitative trading
financial economics · market microstructure
Proof-Carrying No-Arbitrage Surfaces: Constructive PCA-Smolyak Meets Chain-Consistent Diffusion with c-EMOT Certificates
Jian'an Zhang · 2025 · advanced · options
derivatives · model calibration · numerical methods · optimization · option pricing · stochastic processes
Proof-of-Stake Dynamics: The Elusive Price Anchor and Endogenous Volatility Harvesting
Mikhail Perepelitsa · 2026 · advanced · other
cryptocurrencies
Proofs for the New Definitions in Financial Markets
Atilla Aras · 2023 · advanced · risk management
risk management
Proofs that the Gerber Statistic is Positive Semidefinite
B. Javid, H. Markowitz, P. Ernst · 2023 · intermediate · statistics
statistics
Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models
Caroline Hillairet, Olivier Lopez · 2021 · advanced · risk management
insurance · stochastic processes
Proper-score observation-driven filters: local geometry, estimation, and continuous-time limits
Gianluca Palmari, Giulia Livieri · 2026 · advanced · time series
statistical inference · statistics · stochastic processes · time series
Properties of the entropic risk measure EVaR in relation to selected distributions
Kostiantyn Ralchenko, Petro Zelenko, Volodymyr Zubchenko · 2024 · advanced · risk management
risk management
Property Derivatives for Managing European Real-Estate Risk
Frank Fabozzi, Radu Tunaru, Robert Shiller · 2009 · intermediate · derivatives
derivatives · real estate · risk management
Proportional clearing mechanisms in financial systems: an axiomatic approach
Francesc Llerena, Pedro Calleja · 2023 · advanced · risk management
financial networks
Propose, Don't Judge: An Anytime-Valid Referee for LLM Agents That Mine Investment Factors
Bo Qu, Licheng Wang, Mingguang Chen · 2026 · advanced · statistics
factor investing · hypothesis testing · statistical inference
Prospect Theory and Asset Prices
Ming Huang, Nicholas Barberis, Tano Santos · advanced · other
asset pricing · behavioral finance · financial economics
Prospects of Imitating Trading Agents in the Stock Market
Juho Kanniainen, Mateusz Wilinski · 2025 · intermediate · machine learning
financial machine learning · machine learning
ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets
Alejandro Cervantes, Andrés L. Suárez-Cetrulo, David Quintana · 2025 · advanced · time series
garch · time series
Proud to Not Own Stocks: How Identity Shapes Financial Decisions
Christian Zimpelmann, Luca Henkel · 2023 · intermediate · other
causal inference
Provisions and Economic Capital for Credit Losses
Dorinel Bastide, Stéphane Crépey · 2024 · advanced · risk management
credit risk
Proxies for daily volatility
Marcel P. Visser, Robin de Vilder · 2007 · advanced · time series
statistics
Proxy-Reliance Control in Conformal Recalibration of One-Sided Value-at-Risk
Tenghan Zhong · 2026 · advanced · risk management
model calibration · risk management · statistical inference
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets
Bo An, Molei Qin, Shuo Sun · 2023 · advanced · machine learning
portfolio management · reinforcement learning · risk management
PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets
Yang Liu, Zhenyu Shen · 2024 · advanced · portfolio management
financial economics · optimization · portfolio management · portfolio optimization
Pseudo linear pricing rule for utility indifference valuation
Gechun Liang, Vicky Henderson · 2014 · advanced · derivatives
mathematical finance
Public Credit Guarantees and Access to Finance
Gozzi, Juan Carlos, Schmukler, Sergio · intermediate · risk management
risk management
Public debt and financial stability, a matter of sustainability? The case of the UK pension funds turmoil of September 2022
Colin Vuilletet · 2025 · intermediate · risk management
financial economics · financial stability · liquidity risk · pensions
Public Debt as Private Liquidity: Optimal Policy
Angeletos, George-Marios, Collard, Fabrice, Dellas, Harris · 2020 · advanced · fixed income
economic policy · financial economics · liquidity
Public Opinion as an Option: Leveraging Prediction Markets to Hedge Exposure to Spot Crypto Volatility
Aadit Jerfy, Prashanth Bhaskara · 2026 · intermediate · options
cryptocurrencies · derivatives · options hedging · risk management
Public policies for private finance
De Haas, Ralph, González-Uribe, Juanita · 2025 · intermediate · risk management
economic policy · financial economics
Public Trader Identity: Adverse Selection and Return Predictability
Daojing Zhai · 2026 · advanced · quantitative trading
market microstructure
Publication Bias in Asset Pricing Research
Andrew Y. Chen, Tom Zimmermann · 2022 · advanced · statistics
asset pricing · statistical inference
Push-response anomalies in high-frequency S&P 500 price series
Dmitrii Vlasiuk, Mikhail Smirnov · 2025 · intermediate · quantitative trading
equity markets · hypothesis testing · market microstructure · statistics · time series
Putting the price in asset pricing
Cho, Thummim, Polk, Christopher · 2024 · advanced · statistics
asset pricing · equity valuation · financial economics
QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols
Bhaskar Krishnamachari, Dev Churiwala · 2022 · advanced · quantitative trading
decentralized finance · machine learning · market making · optimization · reinforcement learning
Qlib: An AI-oriented Quantitative Investment Platform
Dong Zhou, Jiang Bian, Tie-Yan Liu · 2020 · intermediate · programming
financial machine learning · machine learning
QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES
Christian Francq, Le Quyen Thieu · 2018 · advanced · time series
garch · statistical inference · time series
QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance
Kumar Muthuraman, Michael Sury, Terence Lim · 2026 · advanced · machine learning
factor investing · large language models · panel data
QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning
Jiahao Chen, Jingfeng Pan · 2025 · advanced · quantitative trading
algorithmic trading · financial machine learning · machine learning · portfolio management · reinforcement learning
Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback
Hyungbin Park, Jaehyun Kim · 2026 · advanced · fixed income
fixed income · interest rates · stochastic calculus · stochastic differential equations · stochastic processes
Quadratic Hawkes processes for financial prices
Jean‐Philippe Bouchaud, Jonathan Donier, Pierre Blanc · 2016 · advanced · time series
jump processes · stochastic processes · time series
Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time
Bin Zou, Jun Deng · 2020 · advanced · options
mathematical finance · optimization
Quadratic Portfolio Credit Risk models with Shot-noise Effects
Gaspar, Raquel M., Schmidt, Thorsten · 2005 · advanced · risk management
credit risk · fixed income · jump processes · stochastic processes
Quadratic Volatility from the Pöschl-Teller Potential and Hyperbolic Geometry
Joel Saucedo · 2025 · advanced · options
mathematical finance · option pricing · partial differential equations
Quality Minus Junk
Andrea Frazzini · 2018 · intermediate · portfolio management
asset pricing · equity markets · factor investing
Quality-Adjusted Hit-Ratio Targeting in Corporate Bond Market Making
Bouna Niang · 2026 · advanced · quantitative trading
fixed income · market making · market microstructure · optimization
Quant GANs: Deep Generation of Financial Time Series
Magnus Wiese, Peter Kretschmer, Ralf Korn · 2019 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · stochastic processes · time series
QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining
Biao Wu, Fangqi Lou, Jialuo Yuan · 2026 · advanced · machine learning
financial machine learning · large language models
QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading
Aosong Feng, Chenyu You, Fei Xiong · 2025 · advanced · machine learning
algorithmic trading · high frequency trading · large language models
QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model
Hang Yuan, Jian Guo, Lionel M. Ni · 2024 · intermediate · machine learning
large language models
QuantBench: Benchmarking AI Methods for Quantitative Investment
Fengrui Hua, Hao Kong, Jiadong Guo · 2025 · intermediate · machine learning
financial machine learning · machine learning
QuantCode Model: Specializing Language Models for Executable Algorithmic Trading Code
Alexey Chernysh, Dmitry Zmitrovich, Orkhan Ekhtibarov · 2026 · advanced · machine learning
algorithmic trading · backtesting · large language models · machine learning · programming
QuantCode-Bench: A Benchmark for Evaluating the Ability of Large Language Models to Generate Executable Algorithmic Trading Strategies
Alexey Chernysh, Alexey Khoroshilov, Dmitry Zmitrovich · 2026 · advanced · machine learning
algorithmic trading · backtesting · large language models · programming
QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
Chengxi Zhang, Junjie Zhao, Min Qin · 2024 · advanced · machine learning
optimization · reinforcement learning
Quantification of systemic risk from overlapping portfolios in the financial system
Caccioli, Fabio, Martínez-Jaramillo, Serafín, Poledna, Sebastian · 2021 · advanced · risk management
contagion · financial networks · financial stability · systemic risk
Quantify the quantitative easing: impact on bonds and corporate debt issuance
Todorov, Karamfil · 2020 · intermediate · fixed income
economic policy · fixed income · liquidity
Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings
Aman Saggu, Lennart Ante · 2025 · intermediate · machine learning
natural language processing
Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
Kiarash Firouzi · 2025 · advanced · risk management
contagion · cryptocurrencies · monte carlo simulation · risk management · stress testing
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
Fabrizio Pittorino, Francesco Puoti, Manuel Roveri · 2025 · intermediate · time series
cryptocurrencies · deep learning · machine learning · statistics · time series
Quantifying firm-level risks from nature deterioration
Ricardo Crisostomo · 2025 · advanced · risk management
equity markets
Quantifying MEV On Layer 2 Networks
Arthur Bagourd, Luca Georges Francois · 2023 · intermediate · quantitative trading
quantitative trading
Quantifying neural network uncertainty under volatility clustering
Jennifer S. K. Chan, Lamiae Azizi, Steven Y. K. Wong · 2024 · advanced · machine learning
machine learning · neural networks · time series
Quantifying Outlierness of Funds from their Categories using Supervised Similarity
Ashmita Dhiman, Deepika Sharma, Dhagash Mehta · 2023 · intermediate · machine learning
data science · machine learning · mutual funds
Quantifying Political Risk on Financial Markets—Italian Case Study
Two Sigma · 2017 · intermediate · statistics
statistics
Quantifying Price Improvement in Order Flow Auctions
Brad Bachu, Ciamac C. Moallemi, Xin Wan · 2024 · intermediate · quantitative trading
quantitative trading
Quantifying Qualitative Insights: Leveraging LLMs to Market Predict
Hoyoung Lee, Youngsoo Choi, Yuhee Kwon · 2024 · advanced · machine learning
large language models · natural language processing
Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
Kunal Bansal, Shubham Sharma, Soumil Hooda · 2024 · advanced · derivatives
derivatives · jump processes · risk management · stochastic processes
Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability
Anoushka Harit, Chenghao Xiao, Jongmin Yu · 2025 · advanced · machine learning
causal inference · financial machine learning · machine learning · natural language processing
Quantifying socio-temporal effects of loan delinquency drivers in microfinance
Cedric H. A. Koffi, Olivier Menoukeu Pamen, Viani Biatat Djeundje · 2024 · intermediate · risk management
credit risk · econometrics · statistical inference · statistics
Quantifying Sub-Optimality in Routing for Automated Market Makers
Ciamac C. Moallemi, Weiye Xi · 2026 · intermediate · quantitative trading
cryptocurrencies · decentralized finance
Quantifying the 2027 Solvency II Risk Margin Reform
Fatima Zahrae Chaayra, Said Khalil · 2026 · intermediate · risk management
insurance
Quantifying the degree of risk aversion of spectral risk measures
E. Ruben van Beesten · 2024 · advanced · risk management
mathematical finance
Quantifying the High-Frequency Trading "Arms Race": A Simple New Methodology and Estimates
Aquilina, Matteo, Budish, Eric B., O'Neill, Peter · 2020 · advanced · quantitative trading
high frequency trading · market microstructure
Quantile Consumption-Capital Asset Pricing
Ramos, Sofía B., Taamouti, Abderrahim, Veiga, Helena · 2020 · advanced · statistics
asset pricing · financial economics
Quantile deep learning models for multi-step ahead time series prediction
Amelia Maddocks, Jimmy Cheung, Rohitash Chandra · 2024 · advanced · time series
deep learning · machine learning · time series
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
Clements, Michael P., Galvao, Ana Beatriz, Kim, Jae H. · advanced · time series
econometrics · foreign exchange · time series · volatility forecasting
Quantile Graphical Models : Prediction and Conditional Independence with Applications to Financial Risk Management
Belloni, Alexandre, Chen, Mingli, Chernozhukov, Victor · advanced · statistics
regression · risk management · statistical inference · systemic risk
Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles
Ben Sherwood, Shaobo Li · 2025 · advanced · statistics
regression · statistics
Quantile Regression using Random Forest Proximities
Bhaskarjit Sarmah, Dhagash Mehta, Dhruv Desai · 2024 · advanced · machine learning
machine learning · regression
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
Jozef Baruník, Matěj Nevrla · 2018 · advanced · statistics
asset pricing · financial economics · tail risk
Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting
Richard Luger, Xiaochun Liu · 2026 · intermediate · risk management
regression · risk management · statistics
Quantiles of Lévy processes and applications in finance
Dassios, Angelos · 2006 · advanced · options
brownian motion · option pricing · stochastic processes
Quantiles under ambiguity and risk sharing
Peng Liu, Ruodu Wang, Tiantian Mao · 2024 · advanced · risk management
optimization · risk management
Quantitative Easing in an Open Economy: Prices, Exchange Rates and Risk Premia
Polemarchakis, Herakles, Udara Peiris, M · advanced · fixed income
economic policy · financial economics · foreign exchange
Quantitative easing, investment, and safe assets: the corporate-bond lending channel
Erasmo Giambona, José-Luis Peydró, Rafael Matta · 2020 · intermediate · fixed income
corporate finance · financial economics
Quantitative Financial Modeling for Sri Lankan Markets: Approach Combining NLP, Clustering and Time-Series Forecasting
Linuk Perera · 2025 · advanced · machine learning
deep learning · esg · machine learning · natural language processing · time series
Quantitative Investment Diversification Strategies via Various Risk Models
Maysam Khodayari Gharanchaei, Prabhu Prasad Panda, Xilin Chen · 2024 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Quantitative Resources
BBM · 2022
algorithmic trading · financial mathematics · hedge funds · learning roadmap · machine learning in finance · portfolio management
Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index
Abiodun Finbarrs Oketunji · 2025 · advanced · risk management
market risk · regression · risk management
Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years
Kiyoshi Kanazawa, Yuki Sato · 2023 · advanced · quantitative trading
market microstructure
Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach
Bo An, Rundong Wang, Shuo Sun · 2022 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Quantitative technologies and reflexivity: The role of tools and their layouts in the case of credit risk management
Céline Baud, Nathalie Lallemand-Stempak · 2024 · intermediate · risk management
credit risk · risk management
Quantitative Trading using Deep Q Learning
Soumyadip Sarkar · 2023 · intermediate · machine learning
algorithmic trading · reinforcement learning
Quantitative Universal Approximation for Noisy Quantum Neural Networks
Antoine Jacquier, Lukas Gonon, Marcel Mordarski · 2026 · advanced · machine learning
mathematical finance · neural networks · option pricing
Quantity, Risk, and Return
Chen Wang, Yinan Su, Yu An · 2026 · advanced · statistics
asset pricing · factor investing · financial economics
Quantization-based Bermudan option pricing in the foreign exchange world
Gilles Pagès, Jean-Michel Fayolle, Thibaut Montes · 2021 · advanced · options
derivatives · foreign exchange · numerical methods · option pricing
QuantMind: A Context-Engineering Based Knowledge Framework for Quantitative Finance
Bi'an Du, Chenyang Chang, Chuhan Xie · 2025 · advanced · machine learning
large language models · natural language processing
Quantum Adaptive Self-Attention for Financial Rebalancing: An Empirical Study on Automated Market Makers in Decentralized Finance
Aidan Hung-Wen Tsai, Chi-Sheng Chen · 2025 · advanced · quantitative trading
financial machine learning · machine learning
Quantum algorithms for numerical differentiation of expected values with respect to parameters
Koichi Miyamoto · 2021 · advanced · options
algorithms · derivatives · monte carlo simulation · numerical methods
Quantum Amplitude Loading for Rainbow Options Pricing
Amir Naveh, Bartolomeo Montrucchio, Christian Mattia · 2024 · advanced · options
algorithms · derivatives · option pricing
Quantum analog-encoding for correlated Gaussian vectors and their exponentiation with application to rough volatility
Koichi Miyamoto, Tassa Thaksakronwong · 2026 · advanced · programming
algorithms · linear algebra
Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers
Aidan Hung-Wen Tsai, Chi-Sheng Chen · 2025 · advanced · quantitative trading
algorithmic trading · backtesting · decentralized finance · financial machine learning · machine learning
Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance
Ivica Turkalj, Mark-Oliver Wolf, Tom Ewen · 2023 · advanced · options
derivatives · machine learning · monte carlo simulation · optimization · option pricing
Quantum Circuit Learning for Volatility Modeling: Multifractal Analysis of Realized Volatility Time Series
Tetsuya Takaishi · 2026 · advanced · time series
machine learning · statistics · time series · volatility forecasting
Quantum Computation for Pricing Caps using the LIBOR Market Model
Hao Tang, Wenxun Wu, Xian-Min Jin · 2022 · advanced · derivatives
derivatives · interest rates · monte carlo simulation · numerical methods
Quantum computing approach to realistic ESG-friendly stock portfolios
Daniel Guterding, Francesco Catalano, Laura Nasello · 2024 · advanced · portfolio management
esg · optimization · portfolio management · portfolio optimization
Quantum Computing for Financial Transformation: A Review of Optimisation, Pricing, Risk, Machine Learning, and Post-Quantum Security
Akash Sedai, Francesca Medda, Hui Gong · 2026 · intermediate · other
algorithms · machine learning · optimization · option pricing · risk management
Quantum Computing for Multi Period Asset Allocation
Huaizhang Deng, Nicholas Grablevsky, Pooya Azadi · 2024 · advanced · portfolio management
portfolio management · portfolio optimization
Quantum computing for multidimensional option pricing: End-to-end pipeline
Julien Hok, Álvaro Leitao · 2026 · advanced · options
derivatives · model calibration · numerical methods · option pricing · probability
Quantum credit loans
Juan Sebastian Ardenghi · 2020 · advanced · fixed income
linear algebra
Quantum crypto-economics: Blockchain prediction markets for the evolution of quantum technology
Chris Berg, Darcy Allen, Gavin K. Brennen · 2021 · advanced · risk management
cryptocurrencies · financial economics
Quantum effects in an expanded Black-Scholes model
Anantya Bhatnagar, Dimitri D. Vvedensky · 2022 · advanced · options
option pricing · stochastic processes
Quantum Encoding and Analysis on Continuous Time Stochastic Process with Financial Applications
Cheng Xue, Guo-Ping Guo, Xi-Ning Zhuang · 2022 · advanced · stochastic calculus
monte carlo simulation · option pricing · stochastic processes
Quantum Finance: a tutorial on quantum computing applied to the financial market
Anton S. Albino, Askery Canabarro, George Moreno · 2022 · intermediate · portfolio management
algorithms · optimization · portfolio optimization
Quantum generative modeling for financial time series with temporal correlations
Charles Moussa, David Dechant, Diego Garlaschelli · 2025 · advanced · machine learning
financial machine learning · machine learning · time series
Quantum Kernels and the Cross-Section of Stock Returns: Anatomy of a Vanishing Advantage
Junchi Shen · 2026 · intermediate · machine learning
equity markets · financial machine learning · machine learning
Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing
Carlos Vázquez, Fernando Alonso, Álvaro Leitao · 2025 · advanced · options
derivatives · machine learning · monte carlo simulation · numerical methods · option pricing
Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
Akash Sedai, Francesca Medda, Hui Gong · 2025 · advanced · risk management
financial networks · linear algebra · time series
Quantum option pricing using Wick rotated imaginary time evolution
Santosh Kumar Radha · 2021 · advanced · options
algorithms · derivatives · option pricing
Quantum option pricing via the Karhunen-Lo\`{e}ve expansion
Aditi Dandapani, Anupam Prakash, Ben Wood · 2024 · advanced · options
algorithms · derivatives · option pricing · stochastic processes
Quantum Powered Credit Risk Assessment: A Novel Approach using hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis
Date Hema, Rath Minati · 2025 · advanced · risk management
credit risk · deep learning · machine learning · neural networks
Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer
Kazuya Kaneko, Kazuyoshi Yoshino, Koichi Miyamoto · 2020 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing
Quantum Reinforcement Learning Trading Agent for Sector Rotation in the Taiwan Stock Market
Chi-Sheng Chen, Xinyu Zhang, Ya-Chuan Chen · 2025 · advanced · quantitative trading
algorithmic trading · deep learning · machine learning · neural networks · reinforcement learning
Quantum Reservoir Computing for Realized Volatility Forecasting
Abolfazl Bayat, Ali Habibnia, Chiranjib Mukhopadhyay · 2025 · advanced · time series
machine learning · time series · volatility forecasting
Quantum Reservoir Computing for Statistical Classification in a Superconducting Quantum Circuit
A. G. del Pozo-Martín, J. J. Prieto-Garcia, M. Pino · 2026 · advanced · machine learning
machine learning · statistics
Quantum Speedups for Derivative Pricing Beyond Black-Scholes
Aram Harrow, Charlie Che, Dylan Herman · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing · stochastic differential equations
Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
Chen-Yu Liu, Ching-Ray Chang, Kuan-Cheng Chen · 2025 · advanced · portfolio management
financial networks · optimization · portfolio management · portfolio optimization · stochastic processes
Quantum-Assisted Optimal Rebalancing with Uncorrelated Asset Selection for Algorithmic Trading Walk-Forward QUBO Scheduling via QAOA
Abraham Itzhak Weinberg · 2026 · advanced · portfolio management
algorithmic trading · backtesting · optimization · portfolio optimization · transaction costs
Quantum-Inspired Portfolio Optimization In The QUBO Framework
Chao-Ming Fu, Ching-Ray Chang, Lien-Po Yu · 2024 · intermediate · portfolio management
optimization · portfolio optimization
Quantum-Inspired Tensor Neural Networks for Option Pricing
Chia-Wei Hsing, Christophe Michel, Kris Tziritas · 2022 · advanced · options
machine learning · neural networks · option pricing · partial differential equations
Quantum-Theoretical Re-interpretation of Pricing Theory
Tian Xin · 2025 · advanced · stochastic calculus
jump processes · mathematical finance · option pricing · partial differential equations
Quasi-Centralized Limit Order Books
Martin D. Gould, Mason A. Porter, Sam D. Howison · 2015 · advanced · quantitative trading
market microstructure
QubitSwap: The Informational Edge in Decentralised Exchanges
Chris Colman, FrostByte, Oliver Tronn Scott-Simons · 2025 · intermediate · quantitative trading
decentralized finance · liquidity · mathematical finance
Quis custodiet quem? Sovereign Debt and Bondholders` Protection Before 1914
Rui Pedro Esteves · 2007 · intermediate · fixed income
fixed income
R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
Jiang Bian, Minrui Xu, Weiqing Liu · 2025 · advanced · machine learning
backtesting · factor investing · financial machine learning · large language models · machine learning · optimization
Radner equilibrium with population growth
Jin Hyuk Choi, Kim Weston · 2025 · advanced · stochastic calculus
asset pricing · financial economics · mathematical finance
RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction
Guiling Wang, Jingyi Gu, Wenlu Du · 2024 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · risk management
RAmmStein: Regime Adaptation in Mean-reverting Markets with Stein Thresholds -- Optimal Impulse Control in Concentrated AMMs
Pranay Anchuri · 2026 · advanced · quantitative trading
decentralized finance · machine learning · optimization · reinforcement learning · stochastic processes
Random cascade model in the limit of infinite integral scale as the exponential of a nonstationary 1/f noise: Application to volatility fluctuations in stock markets
Emmanuel Bacry, Jean-François Muzy, Rachel Baile · 2013 · advanced · time series
statistics · stochastic processes · time series
Random matrices and financial portfolio risk management in high dimension
Lamia Lamrani · 2025 · advanced · statistics
portfolio management · risk management · statistics
Random matrix theory and financial correlations
CFM · 1999 · advanced · statistics
linear algebra · risk management · statistics
Random matrix theory and nested clustered portfolios on Mexican markets
Andrés García-Medina, Benito Rodriguéz-Camejo · 2023 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · statistics
Random neural networks for rough volatility
Antoine Jacquier, Zan Zuric · 2023 · advanced · machine learning
deep learning · machine learning · neural networks · numerical methods · partial differential equations · rough volatility
Random processes for long-term market simulations
Gilles Zumbach · 2025 · advanced · time series
monte carlo simulation · time series
Random walks and market efficiency in Chinese and Indian equity markets
Achal Awasthi, Kaustubh S. Kambekar, Oleg Malafeyev · 2017 · intermediate · statistics
econometrics · equity markets · hypothesis testing · market efficiency · statistics · time series
Random walks, liquidity molasses and critical response in financial markets
Jean‐Philippe Bouchaud, Julien Kockelkoren, Marc Potters · 2006 · advanced · quantitative trading
liquidity · market microstructure · time series
Randomization in Optimal Execution Games
Marcel Nutz, Steven Campbell · 2025 · advanced · quantitative trading
mathematical finance · optimal execution · transaction costs
Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities
Lech A. Grzelak · 2022 · advanced · fixed income
interest rates · term structure models
Randomized Control in Performance Analysis and Empirical Asset Pricing
Apostolos Chalkis, Cyril Bachelard, Elias Tsigaridas · 2024 · advanced · portfolio management
factor investing · monte carlo simulation
Randomized Kolmogorov-Smirnov Analysis of Volatility Roughness
Daniele Angelini, Sergio Bianchi · 2025 · advanced · time series
statistical inference · statistics · time series
Randomized Neural Networks for estimation of exposure profiles and Credit Valuation Adjustment (CVA) for American Equity Options
Isidro Moroso Varona, Jakub Michańków, Paweł Sakowski · 2026 · advanced · risk management
credit risk · derivatives · machine learning · monte carlo simulation · neural networks · numerical methods
Randomized Signature Methods in Optimal Portfolio Selection
Erdinc Akyildirim, Josef Teichmann, Matteo Gambara · 2023 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization
Range-based covariance estimation using high-frequency data: The realized co-range
Bannouh, K., Martens, M.P.E., van Dijk, D.J.C. · 2008 · intermediate · statistics
statistics
Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think
Francis X. Diebold, Michael W. Brandt, Sassan Alizadeh · 1999 · advanced · time series
statistics
Rank-Dependent Predictable Forward Performance Processes
Bahman Angoshtari, Shida Duan · 2024 · advanced · stochastic calculus
mathematical finance
Ranking Metrics: Extending Acceptability and Performance Indexes
Asmerilda Hitaj, Elisa Mastrogiacomo, Ilaria Peri · 2026 · intermediate · risk management
risk management
Ranking Quantilized Mean-Field Games with an Application to Early-Stage Venture Investments
Dena Firoozi, Michèle Breton, Rinel Foguen Tchuendom · 2025 · advanced · other
other
Rare Disasters and the Term Structure of Interest Rates
Jerry Tsai · 2013 · advanced · fixed income
asset pricing · interest rates · term structure models
Rare event simulation related to financial risks: efficient estimation and sensitivity analysis
Ankush Agarwal, Emmanuel Gobet, Gang Liu · 2017 · advanced · risk management
monte carlo simulation · stochastic processes
Rational Bubbles Attached to Real Assets
Alexis Akira Toda, Tomohiro Hirano · 2024 · advanced · other
asset pricing · financial economics
Rational Decisions, Random Matrices and Spin Glasses
Jean-Philippe Bouchaud, Marc Potters, Stefano Galluccio · 1998 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Rational Finance Approach to Behavioral Option Pricing
Abootaleb Shirvani, Frank J. Fabozzi, Jiexin Dai · 2020 · advanced · options
asset pricing · behavioral finance · derivatives · option pricing · transaction costs
Rational Herd Behavior and the Globalization of Securities Markets
Calvo, Guillermo A., Mendoza, Enrique · 1997 · intermediate · portfolio management
financial economics · portfolio optimization
Rational Models for Inflation-Linked Derivatives
Andrea Macrina, David Skovmand, David Sloth · 2018 · advanced · derivatives
derivatives · inflation derivatives · model calibration · term structure models
Rational Pessimism: Predicting Equity Returns using Tobin's q and Price/Earnings Ratios
Harney, Matthew, Tower, Edward · 2002 · intermediate · statistics
asset pricing · equity markets · equity valuation
Re-Default Risk of Modified Mortgages
Chen Jian, Jin Xiang, Tyler T. Yang · 2014 · intermediate · risk management
credit risk
Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach
Alban Etienne, Béatrice Guez, Eric Benhamou · 2025 · advanced · quantitative trading
bayesian statistics · trend following
Re(Visiting) Time Series Foundation Models in Finance
Eghbal Rahimikia, Hao Ni, Weiguan Wang · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
Reaction-boundary variance and adjoint-consistent local-volatility projection
Chris Angstmann, Tim Gebbie · 2026 · advanced · options
liquidity · market microstructure · mathematical finance · stochastic processes
Real Effects of Financial Market Integration: Evidence from an ECB Collateral Framework Change
Matthias Kaldorf, Pia Hüttl · 2022 · advanced · risk management
banking · credit markets
Real Effects of Securitization
Daniel Streitz, Michael Wedow, Tobias Berg · 2015 · advanced · risk management
banking · causal identification · credit markets · financial economics · securitization
Real exchange rate persistence: the case of the Swiss franc-US dollar rate
Katarina Juselius, Katrin Assenmacher · 2014 · advanced · time series
econometrics · foreign exchange · time series
Real Interest Rates and Index Linked Gilts
Donald Robertson, James Symons · 1993 · intermediate · fixed income
fixed income · interest rates
Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis
Aharon R. Ofer, Oded Sarig, Shmuel Kandel · intermediate · fixed income
fixed income · hypothesis testing · interest rates
Real Interest Rates, Saving and Investment
Smith, Jennifer C. · advanced · fixed income
financial economics · interest rates
Real Options and American Derivatives: the Double Continuation Region
Alessandro Sbuelz, Anna Battauz, Marzia De Donno · 2013 · advanced · options
derivatives · option pricing · real options
Real-Time Diffusion of Information on Twitter and the Financial Markets
Ali Tafti, Ryan Zotti, Wolfgang Jank · 2016 · intermediate · quantitative trading
equity markets
Real-time identification of the onset of financial rogue waves
Fabio Biancalana, Orla Lennon, Rosie Hayward · 2026 · advanced · time series
time series
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
Clara Vega, Francis X. Diebold, Tim Bollerslev · 2004 · advanced · statistics
asset pricing · econometrics · equity markets · foreign exchange
Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)
Adrian Cachinero Vasiljević, Marcel Bluhm, Sébastien Derivaux · 2024 · intermediate · risk management
liquidity · liquidity risk · risk management
Real-world models for multiple term structures: a unifying HJM semimartingale framework
Claudio Fontana, Eckhard Platen, Stefan Tappe · 2024 · advanced · fixed income
fixed income · interest rates · stochastic calculus · stochastic processes · term structure models
Real-world options: smile and residual risk
Didier Sornette, Giulia Iori, Jean-Philippe Bouchaud · 1994 · advanced · options
option pricing · options hedging
RealFin: How Well Do LLMs Reason About Finance When Users Leave Things Unsaid?
Yan Lin, Yuxia Wang, Yuyang Dai · 2026 · intermediate · machine learning
large language models
Realised power variation and stochastic volatility models
Neil Shephard, Ole E. Barndorff-Nielsen · 2001 · advanced · stochastic calculus
stochastic calculus · stochastic processes
Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
Eghbal Rahimikia, Ser-Huang Poon, Stefan Zohren · 2021 · intermediate · time series
financial machine learning · machine learning · natural language processing · time series · volatility forecasting
Realistic Market Impact Modeling for Reinforcement Learning Trading Environments
Anna Helena Reali Costa, Lucas Riera Abbade · 2026 · advanced · quantitative trading
financial machine learning · machine learning · market microstructure · optimal execution · reinforcement learning · transaction costs
Realized candlestick wicks
Ingmar Nolte, Sandra Nolte, Shifan Yu · 2025 · advanced · time series
statistics
Realized GARCH, CBOE VIX, and the Volatility Risk Premium
Chen Tong, Peter Reinhard Hansen, Tianyi Wang · 2021 · advanced · time series
asset pricing · econometrics · garch
Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
George Tauchen, Iaryna Grynkiv, Viktor Todorov · 2010 · advanced · time series
jump processes · statistical inference
Realized Local Volatility Surface
Kazuhide Nakata, Shintaro Sengoku, Yuming Ma · 2025 · advanced · options
volatility surface
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
Asai, M., Chang, C-L., McAleer, M.J. · 2016 · advanced · time series
statistics · stochastic processes · time series
Realized mixed-frequency factor models for vast dimensional covariance estimation
Dick van Dijk, Karim Bannouh, Martin P.E. Martens · 2012 · advanced · statistics
statistics
Realized Regularized Regressions
Aleksey Kolokolov, Shifan Yu · 2026 · advanced · statistics
regression · statistical inference · stochastic processes
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
Asai, M., McAleer, M.J., Peiris, S. · 2017 · advanced · time series
statistical inference · stochastic processes · time series
Realized Stochastic Volatility with General Asymmetry and Long Memory
Asai, M., Chang, C-L., McAleer, M.J. · 2017 · advanced · time series
econometrics · statistical inference · time series · volatility forecasting
Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning
Andreas Teller, Christian Pigorsch, Uta Pigorsch · 2025 · advanced · time series
financial machine learning · machine learning · time series · volatility forecasting
Reallocation, competition, and productivity: evidence from a financial liberalization episode
Varela, Liliana · 2018 · advanced · other
financial economics
Realtime price impact detection
Ilija I Zovko · 2026 · advanced · quantitative trading
market microstructure · statistical inference · stochastic processes
Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols
Jiahua Xu, Yebo Feng · 2022 · intermediate · portfolio management
decentralized finance
Reasoning on Time-Series for Financial Technical Analysis
Huanhuan Zheng, Jan Chen, Kelvin J. L. Koa · 2025 · advanced · machine learning
large language models · machine learning · natural language processing · time series
Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing
Christian Harrington, Matthew Willetts · 2024 · advanced · quantitative trading
decentralized finance · portfolio management · transaction costs
Rebuffed: An Empirical Review of Buffer Funds
Antti Ilmanen, Cliff Asness, Daniel Villalon · 2025 · intermediate · portfolio management
options hedging
Recalibrating binary probabilistic classifiers
Dirk Tasche · 2025 · advanced · machine learning
machine learning
Recent Advances in Reinforcement Learning in Finance
Ben Hambly, Huining Yang, Renyuan Xu · 2021 · advanced · machine learning
market making · neural networks · optimal execution · option pricing · portfolio optimization · reinforcement learning
Reciprocity in Interbank Markets
Lutz Honvehlmann · 2024 · advanced · risk management
banking · financial networks · statistics
Reconciling Open Interest with Traded Volume in Perpetual Swaps
Emilio Said, Ioannis Giagkiozis · 2023 · intermediate · derivatives
cryptocurrencies · derivatives
Reconciling rough volatility with jumps
Eduardo Abi Jaber, Nathan de Carvalho · 2024 · advanced · stochastic calculus
jump processes · rough volatility
Reconnecting investment to stock markets: the role of corporate net worth evaluation
Gerba, Eddie · 2013 · advanced · other
equity markets · financial economics
Reconnecting Money to Inflation: The Role of the External Finance Premium
Chadha, J.S., Corrado, L., Holly, S. · 2008 · advanced · risk management
banking · credit markets · financial economics
Reconstructing Volatility: Pricing of Index Options under Rough Volatility
Peter K. Friz, Thomas Wagenhofer · 2022 · advanced · options
option pricing · rough volatility · stochastic processes
Recovering Posterior Beliefs in Credit Risk: A Latent-State EM Extension of the Information-Geometric Framework
Lorenzo Quirini · 2026 · advanced · risk management
credit risk · statistical inference
Recovering Risk-Neutral Moments from Options
Tjeerd De Vries · 2026 · advanced · options
foreign exchange · mathematical finance · option pricing · tail risk
Recovering Structural Organization in Noisy Correlation Networks Using Financial Systems as a Testbed
Imran Ansari, Shashi Jain, Srikanth K. Iyer · 2026 · advanced · statistics
financial networks · linear algebra · statistics
Recovery from fast crashes: Role of mutual funds
Darya Yuferova, Ernst Schaumburg, Loriana Pelizzon · 2021 · intermediate · quantitative trading
liquidity · mutual funds
Recreating the South Sea bubble: Lessons from an experiment in financial history
Charles Noussair, Giovanni Giusti, Joachim Voth · 2013 · intermediate · other
financial economics
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Kyungsub Lee · 2023 · advanced · machine learning
neural networks · stochastic processes
Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks
Remi Genet · 2025 · advanced · quantitative trading
deep learning · neural networks · optimal execution · time series
Recurrent Neural Networks with more flexible memory: better predictions than rough volatility
Damien Challet, Vincent Ragel · 2023 · advanced · machine learning
deep learning · machine learning · neural networks · time series · volatility forecasting
Recursive Copula Aggregation for Market and Credit Portfolios
Eric Dal Moro, Luisa Tibiletti, Simone Farinelli · 2026 · advanced · risk management
copulas · credit risk · market risk · model calibration · risk management
Recursive Optimal Stopping with Poisson Stopping Constraints
Gechun Liang, Wei Wei, Zhen Wu · 2024 · advanced · stochastic calculus
jump processes · stochastic calculus · stochastic differential equations · stochastic processes
Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence
Jing Guo, Xue Dong He · 2021 · advanced · portfolio management
financial economics
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
Arati U. Kamat · 2026 · intermediate · quantitative trading
algorithmic trading · cryptocurrencies
Reddit's self-organised bull runs: Social contagion and asset prices
Semenova, Valentina, Winkler, Julian · 2021 · intermediate · statistics
behavioral economics · behavioral finance · causal identification · contagion · econometrics · equity markets
Redemption or Abstinence? Original Sin, Currency Mismatches and Counter-Cyclical Policies in the New Millenium
Ricardo Hausmann, Ugo Panizza · 2010 · intermediate · risk management
financial economics
Reduced cross-border lending and financing costs of SMEs
Bremus, Franziska, Neugebauer, Katja · 2018 · intermediate · risk management
banking · credit markets
Reduced Form Capital Optimization
Dimitri Offengenden, Jan Burgy, Yadong Li · 2019 · advanced · risk management
banking · optimization
Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems
Julia Ackermann, Mikhail Urusov, Thomas Kruse · 2022 · advanced · quantitative trading
optimal execution · optimization · stochastic processes
Reducing the Volatility of Cryptocurrencies -- A Survey of Stablecoins
Ayten Kahya, Bhaskar Krishnamachari, Seokgu Yun · 2021 · beginner · risk management
cryptocurrencies
Reference-dependent asset pricing with a stochastic consumption-dividend ratio
Luca De Gennaro Aquino, Moris Simon Strub, Xuedong He · 2024 · advanced · other
asset pricing · behavioral economics · behavioral finance · mathematical finance
Refinancing cross-subsidies in the mortgage market
Fisher, Jack, Gavazza, Alessandro, Liu, Lu · 2024 · intermediate · fixed income
mortgage markets
Refined expansions of the skew-stickiness ratio in stochastic volatility models
Florian Bourgey, Jules Delemotte, Stefano De Marco · 2026 · advanced · options
options
Refining and Robust Backtesting of A Century of Profitable Industry Trends
Alessandro Massaad, Oumaima Nijad Fares, Rene Moawad · 2024 · intermediate · quantitative trading
backtesting · momentum · trend following
Reflexivity as Prompt: Does Awareness of Self-Reinforcing Market Dynamics Improve LLMs as Financial Market Forecasters?
Eugene Park · 2026 · intermediate · machine learning
large language models
Reforming securities and derivatives trading in the EU: from EMIR to MiFIR
Ferrarini, Guido, Saguato, Paolo · 2013 · advanced · risk management
derivatives · systemic risk
Refundable income annuities: Feasibility of money-back guarantees
Moshe A. Milevsky, Thomas S. Salisbury · 2021 · advanced · risk management
insurance · mathematical finance
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
Anish Rai, Buddha Nath Sharma, Filippo Petroni · 2026 · advanced · time series
statistics · time series
Regime Shifts and Bond Returns
Jacob Boudoukh, Matthew Richardson, Robert Whitelaw · 1999 · advanced · fixed income
fixed income · time series
Regime Shifts and Volatility Spillovers on International Stock Markets
Hassler., John · 1997 · advanced · time series
asset pricing · econometrics · time series
Regime switching in volatilities and correlation between stock and bond markets
Chen, Runquan · 2009 · advanced · time series
econometrics · garch · statistics · time series
Regime-Adaptive Continual Learning for Portfolio Management
Chaofan Pan, Linbo Xiong, Lingfei Ren · 2026 · advanced · machine learning
financial machine learning · machine learning · portfolio management · reinforcement learning
Regime-Based Portfolio Allocation Using Hidden Markov Models and Reinforcement Learning
Ajay Kumar Verma, Neo Paul Lesupi, Nunik Srikandi Putri · 2026 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization · reinforcement learning · time series
Regime-Conditional Distributional Comparison of Trading Strategies: A GAMLSS/ZAGA Framework Applied to the S&P 500
Krzysztof Ozimek · 2026 · advanced · statistics
algorithmic trading · backtesting · regression · statistical inference
Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting
Gargi Vijay Borde, Junyi Ye · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series · volatility forecasting
Regime-switching Stochastic Volatility Model : Estimation and Calibration to VIX options
Amine Ismail, Huyên Pham, Stéphane Goutte · 2017 · advanced · options
model calibration · statistical inference · stochastic differential equations · stochastic processes
RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets
Claudia Szabo, Diksha Goel, Hussain Ahmad · 2025 · advanced · portfolio management
machine learning · optimization · portfolio management · portfolio optimization
Regimes
Amara Mulliner, Campbell R. Harvey, Chao Xia · 2025 · intermediate · time series
time series
Regimes in the Order Flow
Ramzi Jebali · 2026 · advanced · quantitative trading
bayesian statistics · statistical inference · time series
Regional Inflation and Financial Dollarization
Brown, M., Sokolov, V., de Haas, R. · 2013 · intermediate · risk management
financial economics
Regional Spillovers in Financial Dollarization
Christos S. Savva, Kyriakos C. Neanidis · 2018 · intermediate · statistics
econometrics · financial economics
Regionality revisited: an examination of the direction of spread of currency crises
Dasgupta, Amil, Leon-Gonzalez, Roberto, Shortland, Anja · 2006 · advanced · risk management
bayesian statistics · contagion · statistical inference
Regression and Forecasting of U.S. Stock Returns Based on LSTM
Chia Hong Chang, Qinyan Shen, Rong Zhang · 2025 · intermediate · statistics
asset pricing · deep learning · factor investing · machine learning · neural networks · regression
Regret-Driven Portfolios: LLM-Guided Smart Clustering for Optimal Allocation
Hassan Jaleel, Muhammad Abro · 2026 · advanced · portfolio management
large language models · machine learning · portfolio management · portfolio optimization · risk management
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
Caglar Gulcehre, Daniil Karzanov, Marcin Detyniecki · 2025 · advanced · portfolio management
deep learning · portfolio optimization · reinforcement learning · transaction costs
Regulating Financial Conglomerates
Alan Morrison, Judge Institute of Management, Universitat Pomeu Fabra and CEPRGyongyi Loranth · 2005 · advanced · risk management
banking
Regulation of Systemic Liquidity Risk
Cao, Jin, Illing, Gerhard · 2010 · advanced · risk management
banking · economic policy · financial stability · liquidity · liquidity risk · systemic risk
Regulatory arbitrage and the efficiency of banking regulation
Hubert Kempf, Pierre C. Boyer · 2016 · advanced · risk management
banking · financial economics
Regulatory interventions in consumer financial markets: the case of credit cards
Galenianos, Manolis, Gavazza, Alessandro · 2022 · intermediate · risk management
credit markets · economic policy · financial economics · model calibration
Regulatory Migration to Europe: ICO Reallocation Following U.S. Securities Enforcement
Indra Giri, Khemraj Bhatt, Krishna Sharma · 2026 · intermediate · statistics
panel data
Rehypothecation and liquidity
Andolfatto, David, Martin, Fernando M., Zhang, Shengxing · 2017 · advanced · risk management
liquidity
Reinforcement Learning and Savings Behavior
Choi, James J., Laibson, David I., Madrian, Brigitte · 2009 · intermediate · portfolio management
behavioral economics · behavioral finance
Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective
Ali Fathi, Sammy Assefa, Samuel Atkins · 2024 · advanced · quantitative trading
fixed income · machine learning · market making · reinforcement learning
Reinforcement Learning for Credit Index Option Hedging
Edoardo Vittori, Francesco Mandelli, Marco Pinciroli · 2023 · advanced · options
credit derivatives · derivatives · financial machine learning · options hedging · reinforcement learning
Reinforcement Learning for Deep Portfolio Optimization
Jiafei Jin, Kun Han, Ruyu Yan
DPO · Sharpe ratio · asset correlation · deep learning · deep portfolio optimization · feature extraction
Reinforcement Learning for Execution under Dynamic Fees in a Closed-Loop DEX Simulator
Wen-Ting Wang · 2026 · advanced · quantitative trading
financial machine learning · optimal execution · reinforcement learning
Reinforcement Learning for Financial Index Tracking
Chenyin Gong, Xianhua Peng, Xue Dong He · 2023 · advanced · portfolio management
machine learning · reinforcement learning · transaction costs
Reinforcement Learning for Jump-Diffusions, with Financial Applications
Lingfei Li, Xuefeng Gao, Xun Yu Zhou · 2024 · advanced · machine learning
jump processes · reinforcement learning · stochastic processes
Reinforcement Learning for Market Making in a Multi-agent Dealer Market
Hua Zheng, Manuela Veloso, Mengda Xu · 2019 · advanced · quantitative trading
liquidity · market making · reinforcement learning · risk management
Reinforcement Learning for Micro-Level Claims Reserving
Benjamin Avanzi, Bernard Wong, Mario Wüthrich · 2026 · advanced · risk management
insurance · reinforcement learning
Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
Andrea Macrì, Fabrizio Lillo · 2024 · advanced · quantitative trading
deep learning · liquidity · machine learning · neural networks · optimal execution · reinforcement learning
Reinforcement Learning for Option Hedging: Static Implied-Volatility Fit versus Shortfall-Aware Performance
Jiayu Yi, Minxuan Hu, Wenxi Sun · 2026 · advanced · options
derivatives · option pricing · options hedging · reinforcement learning · risk management · transaction costs
Reinforcement learning for options on target volatility funds
Andrea Pallavicini, Emanuele Nastasi, Roberto Daluiso · 2021 · advanced · options
optimization · option pricing · options hedging · reinforcement learning
Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons
Fermat Leukam, Prudence Djagba, Rock Stephane Koffi · 2025 · intermediate · machine learning
machine learning · portfolio management · portfolio optimization · reinforcement learning
Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach
Sebastien Lleo, Wolfgang Runggaldier · 2026 · advanced · portfolio management
portfolio management · reinforcement learning · stochastic differential equations · stochastic processes
Reinforcement Learning for Speculative Trading under Exploratory Framework
Alex S. L. Tse, Harry Zheng, Yun Zhao · 2026 · advanced · machine learning
algorithmic trading · optimization · reinforcement learning · stochastic processes
Reinforcement Learning for Trade Execution with Market and Limit Orders
Moritz Weiss, Patrick Cheridito · 2025 · advanced · quantitative trading
financial machine learning · market microstructure · optimal execution · reinforcement learning
Reinforcement Learning for Trading
John Moody, Matthew Saffell · 2001
Algorithmic Trading · Financial AI · Q-Learning · Reinforcement Learning · Sequential Decision Making · Sharpe Ratio Optimization
Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
Ionut Florescu, Matthew Thomas, Zheng Li · 2024 · intermediate · machine learning
financial machine learning · machine learning · reinforcement learning
Reinforcement Learning in Financial Decision Making: A Systematic Review of Performance, Challenges, and Implementation Strategies
M. Kabir Hassan, Md Meftahul Ferdaus, Mohammad Rezoanul Hoque · 2025 · intermediate · machine learning
algorithmic trading · machine learning · market making · portfolio optimization · reinforcement learning
Reinforcement Learning in High-frequency Market Making
Yuheng Zheng, Zihan Ding · 2024 · advanced · quantitative trading
high frequency trading · market making · reinforcement learning
Reinforcement Learning in Non-Markov Market-Making
Anatoliy Swishchuk, Luca Lalor · 2024 · advanced · quantitative trading
algorithmic trading · high frequency trading · jump processes · machine learning · market making · market microstructure
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution
Edoardo Vittori, Fabrizio Lillo, Tomas Espana · 2025 · advanced · quantitative trading
algorithmic trading · financial machine learning · optimal execution · reinforcement learning
Reinforcement Learning Pair Trading: A Dynamic Scaling approach
Avinash Malik, Hongshen Yang · 2024 · intermediate · quantitative trading
algorithmic trading · cryptocurrencies · pairs trading · reinforcement learning · statistical arbitrage
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
Bo An, Jie Ying, Shuo Sun · 2023 · advanced · portfolio management
financial machine learning · machine learning · portfolio management · reinforcement learning
Reinforcement Learning-Based Market Making as a Stochastic Control on Non-Stationary Limit Order Book Dynamics
Oswaldo Luiz do Valle Costa, Rafael Zimmer · 2025 · advanced · quantitative trading
market making · market microstructure · optimization · reinforcement learning · stochastic processes
Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information
Cheng Hua, Chunyang Zhou, Jinghai He · 2025 · advanced · portfolio management
deep learning · financial machine learning · machine learning · portfolio management · portfolio optimization · reinforcement learning
Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints
Barrieu, Pauline, Louberge, Henri · 2013 · advanced · risk management
insurance · risk management · securitization
REIT Momentum and the Performance of Real Estate Mutual Funds
Dirk Brounen, Jeroen Derwall, Joop Huij · 2009 · intermediate · portfolio management
asset pricing · momentum · mutual funds · performance attribution · real estate
ReLaMix: Residual Latency-Aware Mixing for Delay-Robust Financial Time-Series Forecasting
Chaoyuan Hao, Jiayi Zhou, Lingke Chang · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · time series
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets
CFM · 2006 · intermediate · quantitative trading
liquidity · market microstructure
Relation between financial market structure and the real economy: comparison between clustering methods
Aste, Tomaso, Di Matteo, T., Musmeci, Nicoló · 2015 · intermediate · statistics
algorithms · statistics
Relative arbitrage problem under eigenvalue lower bounds
H. Mete Soner, Jou-Hua Lai, Mykhaylo Shkolnikov · 2025 · advanced · stochastic calculus
stochastic processes
Relative arbitrage: sharp time horizons and motion by curvature
Larsson, Martin, Ruf, Johannes · 2021 · advanced · stochastic calculus
stochastic processes
Relative entropy-regularized robust optimal order execution
Meng Wang, Tai-Ho Wang · 2023 · advanced · quantitative trading
liquidity · optimal execution · optimization · stochastic differential equations
Relative Factor Endowments and International Portfolio Choice
Alejandro Cuñat, Christian Fons-Rosen · 2008 · intermediate · portfolio management
portfolio management
Relative growth rate optimization under behavioral criterion
Jing Peng, Pengyu Wei, Zuo Quan Xu · 2022 · advanced · portfolio management
behavioral finance · mathematical finance · optimization · portfolio management · portfolio optimization
Relative liquidity and future volatility
Fryzlewicz, Piotr, Rheinlander, Thorsten, Valenzuela, Marcela · 2015 · advanced · quantitative trading
liquidity · market microstructure · volatility forecasting
Relative portfolio optimization via a value at risk based constraint
Nicole Bäuerle, Tamara Göll · 2025 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · probability
Relative Robust Portfolio Optimization with benchmark regret
Daniel Fenn, Gonçalo Simões, Mark McDonald · 2018 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization
Relaxation Times for Nonextensive Systems Using Gradient Flow for the Maximization of Tsallis Entropy: An Application to Financial Market Dynamics
Sandhya Devi · 2026 · advanced · time series
optimization · statistics
Reliability-Aware ETF Tail-Risk Monitoring
Keyuan Wu, Tenghan Zhong · 2026 · advanced · risk management
exchange traded funds · market risk · risk management · tail risk
Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration
Du-Yi Wang, Guo Liang, Kun Zhang · 2026 · advanced · risk management
machine learning · statistics
Relief-Gated Relative Rotation for QQQ-DIA Allocation: Globally Screened Relative States, Fixed Position Mapping, Incremental Interaction Admission, and Walk-Forward Validation
Zheli Xiong · 2026 · advanced · portfolio management
portfolio management · regression · statistical inference
Remittances, Banking Status and the Usage of Insurance Schemes
Christa Hainz, Christiane Ströh de Martinez, Dorothee Crayen · 2012 · intermediate · risk management
banking · insurance · risk management
Renewable entry costs, project finance and the role of revenue quality in Australia’s National Electricity Market
Nicholas Gohdes, Paul Simshauser · 2022 · intermediate · other
capital structure · corporate finance · credit risk · financial economics
Renewable investments in hybridised energy markets: optimising the CfD-merchant revenue mix
Clevo Wilson, Nicholas Gohdes, Paul Simshauser · 2023 · intermediate · risk management
risk management
Renewing Reliability: Valuation and Credit Risk Adjustments for Renewable Power Purchase Agreements
Amia Santini, Nicola Bartolini, Silvia Romagnoli · 2026 · advanced · risk management
credit risk · stochastic processes
Rent extraction with securities plus cash
Bernhardt, Dan, Liu, Tingjun · 2019 · advanced · other
corporate finance · financial economics · mergers and acquisitions
Rents, learning and risk in the financial sector and other innovative industries
Biais, Bruno, Rochet, Jean-Charles, Woolley, Paul · 2009 · advanced · risk management
financial economics
Repeated games with asymmetric information and random price fluctuations at finance markets: the case of countable state space
Victor C. Domansky, Victoria L. Kreps · 2009 · advanced · quantitative trading
financial economics · probability · stochastic processes
Repenser le financement des entreprises vertueuses et les politiques prudentielles en int{é}grant la solvabilit{é} socio-environnementale
Camille Souffron, Laura Chémali · 2022 · intermediate · risk management
banking · climate finance · economic policy · financial stability
Replica approach to mean-variance portfolio optimization
Caccioli, Fabio, Kondor, Imre, Varga-Haszonits, Istvan · 2016 · advanced · portfolio management
optimization · portfolio optimization
Replica del valor de un pool (CPM) y hedging de perdidas impermanentes
Agustín Muñoz González, Juan I. Sequeira y Ariel Dembling · 2024 · advanced · options
derivatives · mathematical finance · option pricing · options hedging
Replicating Portfolios: Constructing Permissionless Derivatives
Estelle Sterrett, Evan Kim, Waylon Jepsen · 2022 · advanced · derivatives
decentralized finance · derivatives · market making · option pricing
Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market
Penggan Xu · 2025 · advanced · statistics
behavioral economics · behavioral finance · econometrics · regression
Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags
Christian P. Fries · 2026 · advanced · risk management
derivatives · liquidity · liquidity risk · risk management
Repo convexity
Paul McCloud · 2019 · advanced · fixed income
derivatives · fixed income · interest rates
Reporting Big News, Missing the Big Picture? Stock Market Performance in the Media
Antonio Ciccone, Felix Rusche · 2025 · intermediate · statistics
equity markets · financial economics
Representation Homogeneity and Systemic Instability in AI-Dominated Financial Markets: A Structural Approach
Qiwei Han, Yimeng Qiu · 2026 · advanced · risk management
algorithmic trading · financial stability · machine learning · systemic risk
Representation Learning for Regime detection in Block Hierarchical Financial Markets
Alexa Orton, Tim Gebbie · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics
Gerald H. L. Cheang, Len Patrick Dominic M. Garces · 2020 · advanced · options
jump processes · option pricing · partial differential equations
Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent
Gechun Liang, Thaleia Zariphopoulou, Yifan Sun · 2023 · advanced · stochastic calculus
optimization · stochastic calculus · stochastic differential equations · stochastic processes
Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE
Gechun Liang, Thaleia Zariphopoulou · 2015 · advanced · stochastic calculus
optimization · stochastic calculus · stochastic differential equations · stochastic processes
Representation Signatures and Risk-Feedback Alignment in LLM Trading Agents
Weicheng Xue · 2026 · advanced · machine learning
large language models · risk management
Representativeness of News and Exchange Rate Dynamics
Manzan, S., Westerhoff, F. · 2002 · intermediate · time series
behavioral finance · foreign exchange
Reproducing kernel Hilbert space methods for modelling the discount curve
Andreas Celary, Paul Krühner, Zehra Eksi · 2025 · advanced · fixed income
fixed income · regression · stochastic processes · term structure models
Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions
Gallant, A. Ronald, Tauchen, George · 1997 · advanced · fixed income
statistical inference · stochastic processes
Reputation and Credit without Collateral in Africa’s Formal Banking
Janvier D. Nkurunziza · 2005 · intermediate · risk management
banking · credit markets · financial economics
Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning
Shuochen Bi, Yufan Lian, Ziyue Wang · 2024 · intermediate · risk management
machine learning · risk management
Research of an optimization model for servicing a network of ATMs and information payment terminals
G. A. Nigmatulin, O. B. Chaganova · 2022 · intermediate · time series
machine learning · neural networks · optimization · time series
Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
Ao Xiang, Jingyu Zhang, Liyang Wang · 2024 · intermediate · risk management
banking · credit risk · machine learning · neural networks · risk management
Research on Optimal Portfolio Based on Multifractal Features
Yong Li · 2024 · intermediate · portfolio management
optimization · portfolio optimization · time series
Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
Lei Fu, Liyang Wang, Yu Cheng · 2024 · intermediate · machine learning
algorithms · high frequency trading · machine learning · neural networks
Reserve Accumulation, Growth and Financial Crises
Gianluca Benigno, Luca Fornaro · 2012 · advanced · risk management
economic policy · financial economics · foreign exchange
ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall
Ke Zhu, Yichi Zhang, Zhoufan Zhu · 2026 · advanced · risk management
backtesting · deep learning · machine learning · neural networks · risk management · tail risk
Residual Learning in Empirical Asset Pricing
Dexin Peng, Xiaoyu Wang · 2026 · advanced · machine learning
asset pricing · deep learning · financial machine learning · machine learning · neural networks
Residual Supply and the Price of Risk Absorption
Ziyao Wang · 2026 · advanced · quantitative trading
asset pricing · financial economics · mutual funds
Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
Andrew Na, Justin Wan · 2023 · advanced · quantitative trading
deep learning · neural networks · optimal execution · optimization
Resilience to Contagion in Financial Networks
Andreea Minca, Hamed Amini, Rama Cont · 2016 · advanced · risk management
contagion · financial networks
Resisting Manipulative Bots in Meme Coin Copy Trading: A Multi-Agent Approach with Chain-of-Thought Reasoning
Jiahua Xu, Yang Liu, Yebo Feng · 2026 · advanced · quantitative trading
cryptocurrencies · large language models
Resolution Is Not Settlement, Part I: Oracle Adjudication and Semantic Governance on Polymarket
Maksym Nechepurenko · 2026 · advanced · derivatives
derivatives
Resolution Is Not Settlement, Part II: Protocol Finality and Observed Redemption on Polymarket
Maksym Nechepurenko · 2026 · intermediate · derivatives
derivatives
Resolution of a Financial Puzzle
Brennan, Michael J., Xia, Yihong · 1998 · advanced · portfolio management
financial economics · portfolio management
Resolution-Aware Perpetual Futures on Binary Prediction Markets: Failure Modes and Mechanical Stress Tests Using Polymarket Data
Maksym Nechepurenko · 2026 · advanced · derivatives
derivatives · risk management · stress testing
Responding to the housing and financial crises: mortgage lending, mortgage products and government policies
Lunde, Jens, Scanlon, Kathleen, Whitehead, Christine M. E. · 2011 · intermediate · risk management
economic policy · housing markets · mortgage markets
Responsible Investment and Responsible Consumption
Eva Schliephake, Hendrik Hakenes · 2022 · intermediate · portfolio management
financial economics · sustainable investing
Responsible investments in life insurers' optimal portfolios under solvency constraints
Fianu, Emmanuel Senyo, Gründl, Helmut, Schlütter, Sebastian · 2022 · advanced · risk management
insurance · optimization · portfolio management
Restructuring Risk in Credit Default Swaps: An Empirical Analysis
Antje Berndt, ChoongOh Kang, Robert Jarrow · 2006 · advanced · fixed income
credit derivatives · credit risk · derivatives
Retail Investments in Europe Wealth Allocation and ISA, ISK, PEA, PIR Role and Usage
Stefano Caselli, Marta Zava · 2026 · beginner · portfolio management
equity markets · financial economics
Retail Investor Horizon and Earnings Announcements
Domonkos F. Vamossy · 2025 · intermediate · statistics
statistics
Retail Trader's Ruin: An Anatomy of Popular Signal Failure
Adam Darmanin · 2026 · intermediate · quantitative trading
backtesting · hypothesis testing · transaction costs · trend following
RetailAgent: Structured Adverse Timing in Self-Conditioned Multimodal LLM Trading Agents
Bingheng Li, Hongyi Huang, Lisha Chen · 2026 · advanced · machine learning
large language models
Retained hidden excess generates memory in price-limited markets
Debraj Das · 2026 · advanced · time series
stochastic processes
Rethinking Beta: A Causal Take on CAPM
Naftali Cohen · 2025 · advanced · statistics
asset pricing · capm · causal identification · causal inference · regression
Rethinking Financial Regulation: How Confusions Have Prevented Progress
Admati, Anat R. · 2015 · intermediate · risk management
financial stability · systemic risk
Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics
Gabriele Casto · 2025 · advanced · time series
econometrics · time series · volatility forecasting
Rethinking Synthetic Scenario Realism: Compatibility, Not Fidelity, Drives Hedging Performance
Kentaro Imajo, Masanori Hirano, Ryota Ozaki · 2026 · advanced · machine learning
deep learning · machine learning
Rethinking the effects of financial globalization
Fernando Broner, Jaume Ventura · 2015 · intermediate · risk management
financial economics
Rethinking the stock market participation puzzle: A qualitative approach
Chaliasos, Michael, Duraj, Kamila, Grunow, Daniela · 2024 · intermediate · other
other
Retirement Planning with Minimum Guarantees for Both Beneficiaries and Fund Managers
Sheng Wang, Sheung Chi Phillip Yam, Tak Kwong Wong · 2026 · advanced · portfolio management
optimization · partial differential equations · portfolio management · stochastic processes
Retirement spending problem under Habit Formation Model
H. Huang, S. Kirusheva, T. S. Salisbury · 2022 · advanced · portfolio management
numerical methods · optimization · pensions · stochastic processes
Retrieval-Augmented Diffusion Modeling for Stochastic Discount Factor Portfolios
Ke-Wei Huang, Kelvin J. L. Koa, Xinyang Li · 2026 · advanced · portfolio management
asset pricing · deep learning · financial machine learning · machine learning · portfolio management · portfolio optimization
Retrieval-augmented generation vs. deterministic tax computation in multi-agent financial advisory: A 2x2 factorial experiment
Aryan Brar, Avery Lor, Eric Taylor · 2026 · advanced · machine learning
hypothesis testing · large language models · optimization
RETuning: Upgrading Inference-Time Scaling for Stock Movement Prediction with Large Language Models
Cehao Yang, Chengjin Xu, Hui Xiong · 2025 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing
Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
Thomas Q. Pedersen, Tom Engsted · 2008 · advanced · portfolio management
econometrics · time series
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
Carolin E. Pflueger, Luis M. Viceira · 2013 · advanced · fixed income
asset pricing · econometrics · fixed income · interest rates · liquidity risk
Return Predictability, Expectations, and Investment: Experimental Evidence
Andries, Marianne, Bianchi, Milo, Huynh, Karen · 2024 · intermediate · portfolio management
financial economics
Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
Haeun Jeon, Hyunglip Bae, Junhyeong Lee · 2024 · advanced · portfolio management
financial machine learning · machine learning · optimization · portfolio management · portfolio optimization
Return-Decay Residuals and Tail-Risk Forecasting: Timing Artifacts, Conditional Inference, and Cross-Market Evidence
Chorok Lee · 2025 · advanced · statistics
statistical inference · tail risk
Return-Volume Dependence and Extremes in International Equity Markets
Marsh, Terry A., Wagner, Niklas · 2003 · advanced · statistics
equity markets · extreme value theory
Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects
Makoto Takahashi · 2025 · advanced · quantitative trading
causal identification · econometrics · market microstructure · time series
Returns from active management in international equity markets: evidence from a panel of UK pension funds
Blake, David, Timmermann, Allan · 2002 · intermediate · portfolio management
equity markets · panel data · pensions · performance attribution · portfolio management
Returns to Defaulted Corporate Bonds
Thorsell, Håkan · 2009 · intermediate · fixed income
asset pricing · fixed income · regression
Reverse Stress Testing for Multivariate Scenarios: A Conditional Framework for Stressed Time Series
Lorenzo Viola, Michele Sparviero · 2026 · advanced · risk management
risk management · stress testing
Reversible and Composable Financial Contracts (extended abstract)
Jean Krivine, Julien Prat, Vincent Danos · 2020 · advanced · risk management
liquidity
Review of deep learning models for crypto price prediction: implementation and evaluation
Fangyixuan Huang, Haochen Zhou, Jingyang Wu · 2024 · intermediate · machine learning
cryptocurrencies · deep learning · neural networks · time series
Revising SA-CCR
Chris Kenyon, Mourad Berrahoui, Othmane Islah · 2019 · advanced · risk management
credit risk · interest rates · risk management
Revisions of Investment Plans and the Stock Market Rate of Return
Mark Schankerman · 1991 · advanced · statistics
panel data
Revisited multi-moment approximate option pricing models: a general comparison (Part 1)
Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan · 2002 · advanced · options
derivatives · option pricing
Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
Clément Aymard, David Ardia, Tolga Cenesizoglu · 2024 · advanced · quantitative trading
quantitative trading
Revisiting Cont's Stylized Facts for Modern Stock Markets
Brian F. Tivnan, Colin M. Van Oort, Ethan Ratliff-Crain · 2023 · intermediate · statistics
statistics · time series
Revisiting Elastic String Models of Forward Interest Rates
Jean-Philippe Bouchaud, Victor Le Coz · 2024 · advanced · fixed income
fixed income · interest rates · stochastic processes · term structure models
Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices
Fabien Le Floc'h · 2025 · advanced · options
numerical methods · optimization · option pricing
Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
Adam A. Majewski, Jean-Philippe Bouchaud, Jutta G. Kurth · 2025 · advanced · time series
asset pricing · model calibration · time series · trend following
Revisiting the Implied Remaining Variance framework of Carr and Sun (2014): Locally consistent dynamics and sandwiched martingales
Claude Martini, Iacopo Raffaelli · 2021 · advanced · options
martingales · option pricing · stochastic calculus · stochastic differential equations
Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy
Alban Etienne, Béatrice Guez, Eric Benhamou · 2025 · advanced · portfolio management
bayesian statistics · portfolio optimization · trend following
Revisiting Trade-sign Long-memory and Square-root Law price impact
Chris Angstmann, Tim Gebbie · 2026 · advanced · quantitative trading
market microstructure
Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk
Huisman, R., Mahieu, R.J. · 2007 · intermediate · time series
econometrics · foreign exchange
RIDGE: An Autonomous Framework for Validation and Method Discovery in LLM-Generated Option Pricing
Cornelis W. Oosterlee, Liexin Cheng, Shuaiqiang Liu · 2026 · advanced · options
large language models · numerical methods · option pricing
Riding out of a financial crisis: The joint effect of trust and corporate ownership
Mario Daniele Amore, Mircea Epure · 2020 · intermediate · other
causal identification · corporate finance · financial economics
Riding Wavelets: A Method to Discover New Classes of Price Jumps
Cecilia Aubrun, Jean-Philippe Bouchaud, Michael Benzaquen · 2024 · advanced · time series
contagion · time series
Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market Makers
Matthew Willetts · 2026 · advanced · quantitative trading
market making · optimization
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
Andreea Bacalum, Namid Stillman, Ollie Olby · 2025 · advanced · quantitative trading
algorithmic trading · optimal execution · reinforcement learning
Ring-fencing Digital Corporations: Investor Reaction to the European Commission’s Digital Tax Proposals
Christoph Spengel, Christopher A. Ludwig, Daniel Klein · 2019 · intermediate · statistics
equity markets
Ripples into waves: trade networks, economic activity, and asset prices
Chang, Jeffery (Jinfan), Du, Huancheng, Lou, Dong · 2022 · advanced · statistics
causal identification · causal inference
Rising interest rates, lapse risk, and the stability of life insurers
Berdin, Elia, Gründl, Helmut, Kubitza, Christian · 2017 · advanced · risk management
insurance · interest rates · liquidity risk
Risk & returns around FOMC press conferences: a novel perspective from computer vision
Alexis Marchal · 2020 · advanced · machine learning
asset pricing · deep learning · equity markets
Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws
Andrew Fleck, Edward Furman, Yang Shen · 2024 · advanced · risk management
insurance · risk management · systemic risk
Risk aggregation and capital allocation using a new generalized Archimedean copula
Fouad Marri, Khouzeima Moutanabbir · 2021 · advanced · risk management
copulas · risk management · tail risk
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
Seva Shneer, Yuyu Chen · 2024 · advanced · risk management
probability
Risk Analysis of Passive Portfolios
Sourish Das · 2024 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel
Raphaël Douady, Xingxing Ye · 2019 · advanced · risk management
financial networks · systemic risk
Risk and return in the Spanish stock market
Sentana, Enrique · 1995 · intermediate · statistics
asset pricing · econometrics · equity markets · hypothesis testing
Risk and Return models for Equity Markets and Implied Equity Risk Premium
Enzo Busseti · 2019 · beginner · portfolio management
equity markets
Risk and Return of Equity Index Collar Strategies
Matthew Klein, Roni Israelov · 2016 · intermediate · options
derivatives · options hedging · risk management
Risk and Return of Equity Index Collar Strategies (Supplement)
Matthew Klein, Roni Israelov · 2017 · intermediate · options
options hedging
Risk and return prediction for pricing portfolios of non-performing consumer credit
Bangqi Zheng, Hu Wang, Nanbo Peng · 2021 · advanced · risk management
copulas · credit risk · regression · risk management
Risk aversion and wealth: evidence from person-to-person lending portfolios
Paravisini, Daniel, Rappoport, Veronica, Ravina, Enrichetta · 2017 · advanced · statistics
financial economics · panel data
Risk Aversion in the Small and in the Large: Beyond Arrow-Pratt A Wiener Chaos Hierarchy of Dynamic Risk Premia
Christian Oliver Ewald · 2026 · advanced · stochastic calculus
brownian motion · calculus · stochastic calculus · stochastic processes
Risk aversion of insider and dynamic asymmetric information
Albina Danilova, Valentin Lizhdvoy · 2025 · advanced · quantitative trading
market microstructure
Risk Aversion, Indivisible Timing Options, and Gambling
David G. Hobson, Vicky Henderson · 2013 · advanced · portfolio management
portfolio management
Risk Budgeting Allocation for Dynamic Risk Measures
Rodrigo S. Targino, Sebastian Jaimungal, Silvana M. Pesenti · 2023 · advanced · risk management
portfolio management · risk management
Risk Budgeting Portfolios from Simulations
Bernardo Freitas Paulo da Costa, Rodrigo S. Targino, Silvana M. Pesenti · 2023 · intermediate · portfolio management
monte carlo simulation · numerical methods · portfolio management · portfolio optimization · risk management
Risk Budgeting Portfolios: Existence and Computation
Adil Rengim Cetingoz, Jean-David Fermanian, Olivier Guéant · 2022 · advanced · portfolio management
numerical methods · optimization · portfolio optimization
Risk diversification for infinitely divisible distributions
Peng Liu, Tiantian Mao · 2026 · advanced · risk management
stochastic processes
Risk exchange under infinite-mean Pareto models
Paul Embrechts, Ruodu Wang, Yuyu Chen · 2024 · advanced · risk management
risk management
Risk factors, Copula dependence and risk sensitivity of a large portfolio
Alexis Flageollet, Catherine Bruneau, Zhun Peng · 2015 · advanced · risk management
copulas · risk management
Risk forecasting using Long Short-Term Memory Mixture Density Networks
Nico Herrig · 2025 · advanced · risk management
backtesting · deep learning · machine learning · market risk · neural networks · risk management
Risk in Network Economies
Victor Sellemi · 2022 · advanced · risk management
asset pricing
Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns
Graham L Giller · 2025 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Risk management in multi-objective portfolio optimization under uncertainty
Anita Schöbel, Pascal Halffmann, Yannick Becker · 2024 · advanced · portfolio management
optimization · portfolio optimization · risk management
Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework
Wenlong Hu · 2020 · advanced · risk management
insurance · numerical methods · risk management · stochastic processes
Risk management of precious metals
Hammoudeh, S.M., Malik, F., McAleer, M.J. · 2010 · advanced · risk management
garch · market risk · risk management · volatility forecasting
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
Casarin, R., Chang, C-L., Jiménez-Martín, J.A. · 2011 · advanced · risk management
bayesian statistics · derivatives · risk management
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
Chang, C-L., Jiménez-Martín, J.A., McAleer, M.J. · 2011 · advanced · risk management
risk management
Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
Ling Chen · 2024 · advanced · risk management
deep learning · financial machine learning · machine learning · neural networks · risk management
Risk management with machine-learning-based algorithms
Joseph Mikael, Simon Fécamp, Xavier Warin · 2019 · advanced · options
machine learning · risk management
Risk managing bermudan swaptions in the libor BGM model
Pelsser, A.A.J., Pietersz, R. · 2003 · advanced · options
derivatives · fixed income · interest rates · risk management
Risk Measure Duality Without Structure
Vasily Melnikov · 2024 · advanced · risk management
measure theory
RISK MEASURES AND CREDIT RISK UNDER THE BETA-KOTZ DISTRIBUTION
Francisco J Caro-Lopera, Jean-Michel Loubes, M Andrea Arias-Serna · 2018 · advanced · risk management
credit risk · risk management · statistics
Risk measures based on target risk profiles
Christian Laudagé, Jascha Alexander, Jörn Sass · 2024 · advanced · risk management
mathematical finance · risk management · tail risk
Risk measures based on weak optimal transport
Alessandro Sgarabottolo, Max Nendel, Michael Kupper · 2023 · advanced · risk management
optimization
Risk Measures for DC Pension Plan Decumulation
Peter A. Forsyth, Yuying Li · 2025 · advanced · risk management
optimization · pensions · risk management
Risk Measures in Quantitative Finance
Sovan Mitra · 2009 · beginner · risk management
risk management
Risk Measures on Lipschitz Spaces
Henrik Karlholm, Marcelo Righi, Marlon Moresco · 2026 · advanced · risk management
mathematical finance
Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework
Emanuela Rosazza Gianin, Jan Rems, Nacira Agram · 2026 · advanced · stochastic calculus
stochastic calculus · stochastic differential equations
Risk minimization through portfolio replication
Marc Mezard, Stefano Ciliberti · 2007 · advanced · risk management
portfolio optimization · risk management · time series
Risk mitigating versus risk shifting: evidence from banks security trading in crises
Andrea Polo, Enrico Sette, José-Luis Peydró · 2023 · advanced · risk management
banking · causal identification · risk management
Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios
Denis Biangolino Chaves, Feifei Li, Jason C. Hsu · 2011 · intermediate · portfolio management
portfolio management · portfolio optimization
Risk premia in electricity wholesale spot markets: empirical evidence from Germany
Pietz, Matthäus · 2009 · intermediate · statistics
statistics
Risk premia in the German electricity futures market
Pietz, Matthäus · 2009 · intermediate · derivatives
derivatives
Risk premia: asymmetric tail risks and excess returns
Cyril Deremble, Jean‐Philippe Bouchaud, Marc Potters · 2016 · advanced · statistics
tail risk · time series
Risk premium and rough volatility
Bonesini, Ofelia, Jacquier, Antoine, Muguruza, Aitor · 2025 · advanced · options
rough volatility · stochastic calculus · stochastic processes
Risk sharing with Lambda value at risk under heterogeneous beliefs
Andreas Tsanakas, Peng Liu, Yunran Wei · 2024 · advanced · risk management
optimization · probability · risk management
Risk spillovers between the BRICS and the U.S. staple grain futures markets
Wei-Xing Zhou, Yan-Hong Yang, Ying-Hui Shao · 2024 · advanced · risk management
risk management
Risk valuation of quanto derivatives on temperature and electricity
Aurélien Alfonsi, Nerea Vadillo · 2023 · advanced · derivatives
derivatives · model calibration · option pricing · stochastic processes
Risk Weighted Utility Theory as a Solution to the Equity Premium Puzzle
Chauveau, T., Nalpas, N. · 1999 · advanced · other
asset pricing · financial economics · probability
Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
Abootaleb Shirvani, Akash Deep, Chris Monico · 2024 · intermediate · quantitative trading
high frequency trading · machine learning · regression
Risk-Adjusted Valuation for Real Option Decisions
Carol Alexander, Charles Ward, Xi Chen · 2021 · advanced · options
mathematical finance · option pricing · real options
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
Lean, H.H., McAleer, M.J., Wong, W.-K. · 2013 · intermediate · derivatives
derivatives
Risk-Aware Deep Reinforcement Learning for Dynamic Portfolio Optimization
Emmanuel Lwele, Sabuni Emmanuel, Sitali Gabriel Sitali · 2025 · advanced · portfolio management
deep learning · optimization · portfolio optimization · reinforcement learning · risk management
Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making
Mahmut Baydaş, Orhan Emre Elma, Safiye Turgay · 2025 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · risk management · time series
Risk-aware Trading Portfolio Optimization
Fabio Vitale, Gabriele D'Acunto, Gianmarco De Francisci Morales · 2025 · advanced · portfolio management
algorithms · market risk · numerical methods · optimization · portfolio management · portfolio optimization
Risk-Based Auto-Deleveraging
Ciamac C. Moallemi, Marcel Nutz, Natascha Hey · 2026 · advanced · risk management
optimization · risk management
Risk-Based Dynamic Asset Allocation With Extreme Tails and Correlations
Peng Wang, Rodney N. Sullivan, Yizhi Ge · 2012 · advanced · portfolio management
portfolio management · portfolio optimization · risk management · tail risk
Risk-Constrained Kelly for Mutually Exclusive Outcomes: CRRA Support Invariance and Logarithmic One-Dimensional Calibration
Christopher D. Long · 2026 · advanced · portfolio management
mathematical finance · optimization · risk management
Risk-Control Strategies
Patrice Gaillardetz, Saeb Hachem · 2019 · advanced · risk management
derivatives · optimization · risk management
Risk-indifference Pricing of American-style Contingent Claims
Frederick "Forrest" Miller, Hussein Nasralah, Rohini Kumar · 2024 · advanced · options
derivatives · mathematical finance
Risk-minimizing reinsurance with adverse selection
Fei Lung Yuen, Ka Chun Cheung, Sheung Chi Phillip Yam · 2025 · advanced · risk management
insurance · optimization
Risk-Neutral Generative Networks
Cheuk Hang Leung, Qi Wu, Xing Yan · 2024 · advanced · options
machine learning · model calibration · neural networks · option pricing
Risk-Neutral Market Simulation
Magnus Wiese, Phillip Murray · 2022 · advanced · machine learning
derivatives · machine learning · neural networks · stochastic processes
Risk-neutral option pricing under GARCH intensity model
Kyungsub Lee · 2019 · advanced · options
derivatives · garch · option pricing · stochastic processes
Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach
Guosong Xu, Hao Yu, Liang Hou · 2024 · advanced · options
derivatives · martingales · monte carlo simulation · option greeks · option pricing · stochastic processes
Risk-Neutral Pricing of Random-Expiry Options Using Trinomial Trees
Michael Grabchak, Sebastien Bossu · 2025 · intermediate · options
derivatives · numerical methods · option pricing
Risk-Neutral Skewness: Return Predictability and Its Sources
Grigory Vilkov, Zahid Rehman · 2020 · intermediate · options
asset pricing
Risk-neutral valuation of options under arithmetic Brownian motions
Qiang Liu, Shuxin Guo · 2024 · advanced · options
brownian motion · derivatives · mathematical finance · option pricing
Risk-neutral valuation under differential funding costs, defaults and collateralization
Andrea Pallavicini, Cristin Buescu, Damiano Brigo · 2018 · advanced · derivatives
credit risk · mathematical finance
Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response
Shaojie Xu, Svitlana Vyetrenko · 2019 · advanced · quantitative trading
machine learning · market microstructure · optimal execution · reinforcement learning · risk management · transaction costs
Risk-Sensitive Investment Management via Free Energy-Entropy Duality
Sebastien Lleo, Wolfgang Runggaldier · 2026 · advanced · portfolio management
optimization · portfolio optimization · stochastic differential equations
Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
Dena Firoozi, Xin Yue Ren · 2024 · advanced · risk management
optimization · risk management · stochastic differential equations · stochastic processes · systemic risk
Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge
Jian'an Zhang · 2025 · advanced · quantitative trading
market making · optimization · options hedging · reinforcement learning · risk management · volatility surface
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions
Shanyu Han, Xiang Yu, Yang Liu · 2025 · advanced · machine learning
machine learning · optimization · reinforcement learning · risk management
Risk-Sensitive Specialist Routing for Volatility Forecasting
Tenghan Zhong · 2026 · advanced · time series
time series · volatility forecasting
Risk-Sharing and the Creation of Systemic Risk
Aaditya M. Iyer, Rangarajan K. Sundaram, Viral V. Acharya · 2020 · advanced · risk management
systemic risk
Risk, utility and sensitivity to large losses
Cosimo Munari, Martin Herdegen, Nazem Khan · 2024 · advanced · risk management
tail risk
RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data
Fabrizio Dimino, Haohang Li, K. P. Subbalakshmi · 2024 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing · time series · volatility forecasting
Risks of heterogeneously persistent higher moments
Josef Kurka, Jozef Barunik · 2021 · advanced · statistics
asset pricing
Risks on global financial stability induced by climate change: the case of flood risks
Antoine Mandel, Daniel Lincke, Elco Koks · 2021 · advanced · risk management
financial networks · financial stability · systemic risk
Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements
Florian Wicknig, Matthias Kaldorf · 2021 · advanced · risk management
corporate finance · credit risk · economic policy
RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays
Enzo Duflot, Stanislas Robineau · 2025 · advanced · quantitative trading
liquidity · market microstructure · optimal execution · reinforcement learning · transaction costs
RLOP: RL Methods in Option Pricing from a Mathematical Perspective
Ziheng Chen · 2022 · advanced · options
machine learning · mathematical finance · neural networks · option pricing · options hedging · reinforcement learning
Robo-Advising in Motion: A Model Predictive Control Approach
Igor Cialenco, Tomasz R. Bielecki · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments
Stjepan Begušić, Sven Goluža, Tomislav Kovačević · 2024 · advanced · machine learning
machine learning · reinforcement learning
Robust and Efficient Deep Hedging via Linearized Objective Neural Network
Lei Zhao, Lin Cai · 2025 · advanced · options
deep learning · neural networks · optimization · options hedging
Robust and Fast Bass Local Volatility
Charlie Che, Hao Qin, Liming Feng · 2024 · advanced · options
derivatives · numerical methods · option pricing
Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
J. Chen, N. Zhang, S. D. Ahipaşaoğlu · 2024 · advanced · portfolio management
numerical methods · optimization · portfolio optimization · transaction costs
Robust asset pricing and superhedging duality under model uncertainty with and without short-sale constraints
Shuzhen Yang, Wenqing Zhang · 2024 · advanced · options
asset pricing · martingales
Robust Asset-Liability Management
Alexis Akira Toda, Tjeerd de Vries · 2023 · advanced · fixed income
fixed income · interest rates · optimization · portfolio optimization · risk management
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Eva Lütkebohmert, Jonathan Ansari · 2024 · advanced · risk management
credit risk · risk management
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
Eric Luxenberg, Philipp Schiele, Stephen Boyd · 2022 · advanced · fixed income
convex optimization · fixed income · interest rates · optimization · portfolio optimization
Robust calibration and arbitrage-free interpolation of SSVI slices
Claude Martini, Ismail Laachir, Jacopo Corbetta · 2018 · advanced · options
model calibration · volatility surface
Robust Control for Marked Point Processes under Transition-Rate Uncertainty
Philipp C. Hornung, Sascha Desmettre · 2026 · advanced · risk management
insurance · optimization · stochastic processes
Robust Control under Stationary Ambiguity
Amira Akkari, Ben Wood, Konrad J. Mueller · 2026 · advanced · options
options hedging
Robust Decisions for Heterogeneous Agents via Certainty Equivalents
Anne G. Balter, Nikolaus Schweizer · 2021 · advanced · portfolio management
financial economics · optimization
Robust deep hedging
Eva Lütkebohmert, Julian Sester, Thorsten Schmidt · 2021 · advanced · options
deep learning · model risk · option pricing · options hedging · stochastic processes
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models
Alexander Y. Shestopaloff, Mihai Cucuringu, Stefan Zohren · 2023 · advanced · time series
machine learning · statistics · time series
Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty
Emmanuel Lepinette, Meriam El Mansour · 2023 · advanced · options
derivatives · option pricing · options hedging
Robust distortion risk measures with linear penalty under distribution uncertainty
Dejian Tian, Hui Zhang, Yuxin Du · 2025 · advanced · risk management
optimization
Robust distortion risk metrics with Wasserstein and Unimodal Constraints
Jing Yao, Peng Liu, Steven Vanduffel · 2025 · advanced · risk management
optimization · probability · risk management
Robust distortion riskmetrics under Wasserstein ambiguity
Qiuqi Wang, Yang Liu, Yihan Wang · 2026 · advanced · risk management
optimization · portfolio optimization · risk management
Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences
Hoi Ying Wong, Kexin Chen, Kyunghyun Park · 2024 · advanced · stochastic calculus
mathematical finance · stochastic calculus · stochastic differential equations
Robust Dynamic Asset Allocation With Model Misspecification
Esben Hedegaard · 2014 · advanced · portfolio management
mathematical finance · model risk · optimization · portfolio management
Robust Elicitable Functionals
Kathleen E. Miao, Silvana M. Pesenti · 2024 · advanced · risk management
statistics
Robust enhanced index tracking portfolio selection under distributional uncertainty
Jun Cai, Zhiqiao Song · 2026 · advanced · portfolio management
convex optimization · optimization · portfolio optimization · risk management
Robust Estimation and Forecasting of the Capital Asset Pricing Model
Bian, G., McAleer, M.J., Wong, W.-K. · 2010 · advanced · statistics
asset pricing · capm · regression · statistical inference · statistics
Robust Estimation of Integrated and Spot Volatility
Li, M. Z., Linton, O. · 2021 · advanced · statistics
market microstructure · statistics
Robust Estimation of Realized Correlation: New Insights about Intraday Fluctuations in Market Betas
Peter Reinhard Hansen, Yiyao Luo · 2023 · advanced · statistics
econometrics · statistics
Robust financial calibration: a Bayesian approach for neural SDEs
Christa Cuchiero, Eva Flonner, Kevin Kurt · 2024 · advanced · machine learning
bayesian statistics · model calibration · neural networks · stochastic differential equations
Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
Gechun Liang, Wing Fung Chong · 2024 · advanced · portfolio management
mathematical finance · optimization
Robust Hedging GANs
Blanka Horvath, Yannick Limmer · 2023 · advanced · options
deep learning · financial machine learning · model risk
Robust Hedging of American Options via Aggregated Snell Envelopes
Marco Rodrigues · 2025 · advanced · options
derivatives · options hedging · stochastic processes
Robust Hedging of path-dependent options using a min-max algorithm
Purba Banerjee, Shashi Jain, Srikanth Iyer · 2025 · advanced · options
derivatives · mathematical finance · optimization · options hedging
Robust Hedging Valuation Adjustment for Deep Hedging Policies under Market Frictions
Takayuki Sakuma · 2026 · advanced · options
deep learning · liquidity · machine learning · risk management · transaction costs
Robust Hedging Valuation Adjustment under Liquidity--Demand Stress
Takayuki Sakuma · 2026 · advanced · options
liquidity risk · risk management
Robust Insurance Pricing and Liquidity Management
Shunzhi Pang · 2025 · advanced · risk management
insurance · liquidity · liquidity risk
Robust Investment-Driven Insurance Pricing and Liquidity Management
Bingzheng Chen, Chun Liu, Jan Dhaene · 2026 · advanced · risk management
insurance · liquidity risk
Robust Investment-Driven Insurance Pricing under Correlation Ambiguity
Shunzhi Pang · 2026 · advanced · risk management
insurance · optimization
Robust Lambda-quantiles and extremal distributions
Peng Liu, Xia Han · 2024 · advanced · risk management
optimization · probability
Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs
Heejun Yeo, Hyungbin Park, Tim Leung · 2023 · advanced · portfolio management
mathematical finance · optimization · stochastic calculus · stochastic processes
Robust Market Making: To Quote, or not To Quote
Carmine Ventre, Maria Polukarov, Ziyi Wang · 2025 · advanced · quantitative trading
market making · reinforcement learning
Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *
Amine Ismail, Huyên Pham · 2019 · advanced · portfolio management
model risk · optimization · portfolio management · portfolio optimization · stochastic processes
Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
Aparna Mehra, Rupendra Yadav · 2025 · advanced · portfolio management
optimization · portfolio optimization · risk management
Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
Guohui Guan, Yi Xia, Zongxia Liang · 2024 · advanced · risk management
insurance · stochastic differential equations · stochastic processes
Robust No-Arbitrage under Projective Determinacy
Alexandre Boistard, Laurence Carassus, Safae Issaoui · 2025 · advanced · stochastic calculus
stochastic calculus
Robust optimal consumption, investment and reinsurance for recursive preferences
Elizabeth Dadzie, Marcel Ndengo, Wilfried Kuissi-Kamdem · 2025 · advanced · risk management
insurance · model risk · optimization · risk management · stochastic calculus · stochastic differential equations
Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment
Len Patrick Dominic M. Garces, Yang Shen · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · stochastic calculus
Robust Optimal Strategies for Early Liquidation in Financial Systems
Dohyun Ahn, Hongyi Jiang · 2026 · advanced · risk management
optimization · systemic risk
Robust Optimization of the Equity Momentum Strategy
Arco van Oord, Herman K. van Dijk, Martin P.E. Martens · 2009 · advanced · portfolio management
momentum · optimization · portfolio optimization
Robust option pricing with volatility term structure -- An empirical study for variance options
Alexander M. G. Cox, Annemarie M. Grass · 2023 · advanced · options
option pricing
Robust Portfolio Optimisation with Specified Competitors
Daniel Fenn, Gonçalo Simões, Mark McDonald · 2017 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Robust portfolio selection under Recovery Average Value at Risk
Cosimo Munari, Justin Plückebaum, Stefan Weber · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo, Muhle-Karbe, Johannes, Xing, Hao · 2017 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Robust Pricing and Hedging of American Options in Continuous Time
Ivan Guo, Jan Obłój · 2025 · advanced · options
derivatives · option pricing · options hedging · stochastic processes
Robust Pricing of Equity-Indexed Annuities under Uncertain Volatility and Stochastic Interest Rate
Andrea Molent, Antonino Zanette, Ludovic Goudenège · 2025 · advanced · derivatives
interest rates · numerical methods
Robust pricing-hedging duality for American options in discrete time financial markets
Anna Aksamit, Jan Obloj, Shuoqing Deng · 2017 · advanced · options
martingales · mathematical finance · optimization · option pricing · options hedging · stochastic processes
Robust quasi-convex risk measures and applications
Asmerilda Hitaj, Elisa Mastrogiacomo, Emanuela Rosazza Gianin · 2026 · advanced · risk management
risk management
Robust Reinforcement Learning with Dynamic Distortion Risk Measures
Anthony Coache, Sebastian Jaimungal · 2024 · advanced · machine learning
machine learning · neural networks · optimization · reinforcement learning · risk management
Robust risk evaluation of joint life insurance under dependence uncertainty
Takaaki Koike · 2025 · advanced · risk management
copulas · insurance · model risk
Robust risk measures: an averaging approach
Marcelo Righi, Rodrigo Targino · 2026 · advanced · risk management
risk management
Robust Risk-Aware Reinforcement Learning
Hariom Tatsat, Sebastian Jaimungal, Silvana Pesenti · 2021 · advanced · machine learning
model risk · optimization · portfolio optimization · reinforcement learning · risk management
Robust Risk-Sensitive Reinforcement Learning Agents for Trading Markets
Kry Yik Chau Lui, Pablo Hernandez-Leal, Yue Gao · 2021 · advanced · machine learning
algorithmic trading · reinforcement learning · risk management
Robust Trading in a Generalized Lattice Market
Chung-Han Hsieh, Xin-Yu Wang · 2023 · advanced · quantitative trading
quantitative trading
Robust Transformer-Based One-Step Stock Index Forecasting via Shifted Data Augmentation
Tien Thanh Thach · 2026 · intermediate · time series
deep learning · financial machine learning · machine learning · neural networks · time series
Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model
Anis Matoussi, Chao Zhou, Dylan Possamaï · 2015 · advanced · stochastic calculus
optimization · portfolio optimization · stochastic calculus · stochastic differential equations
Robust utility maximization with intractable claims
Xun Yu Zhou, Yunhong Li, Zuo Quan Xu · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization
Robust Utility Optimization via a GAN Approach
Florian Krach, Hanna Wutte, Josef Teichmann · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · optimization
Robust Volatility Index Calculation with OTM Option-implied Probability
Masaaki Fukasawa, Shunta Murayama · 2026 · advanced · options
option pricing
Robust XVA
Agostino Capponi, Maxim Bichuch, Stephan Sturm · 2018 · advanced · risk management
credit derivatives · credit risk · derivatives
Robust Yield Curve Estimation for Mortgage Bonds Using Neural Networks
Alireza M. Javid, Björn Löfdahl, Cassie Ye · 2025 · intermediate · fixed income
fixed income · interest rates · machine learning · neural networks
Robustifying Markowitz
Alla Petukhina, Nikita Zhivotovskiy, Wolfgang Karl Härdle · 2022 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · statistics
Robustness and sensitivity analyses for rough Volterra stochastic volatility models
Jan Matas, Jan Pospíšil · 2021 · advanced · options
model calibration · option pricing · rough volatility · stochastic processes
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Jan Pospíšil, Philipp Ziegler, Tomáš Sobotka · 2019 · advanced · options
model calibration · monte carlo simulation · option pricing · stochastic processes
Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making
Hoa Nguyen, Hoang Hai Tran, Julian Sester · 2026 · advanced · quantitative trading
high frequency trading · market making · optimization · reinforcement learning
Robustness or Crowding: Experimental Design for Trading Strategy Capacity
Alejandro Rodriguez Dominguez, Miquel Noguer i Alonso · 2026 · advanced · quantitative trading
causal identification · causal inference
Role of Variable Renewable Energy Penetration on Electricity Price and its Volatility Across Independent System Operators in the United States
David S. Matteson, Deborah A. Sunter, Georgia E. Smits · 2021 · intermediate · time series
regression · statistics
Rolling Forward: Enhancing LightGCN with Causal Graph Convolution for Credit Bond Recommendation
Ashraf Ghiye, Baptiste Barreau, Laurent Carlier · 2025 · advanced · machine learning
machine learning · neural networks
Rolling intrinsic for battery valuation in day-ahead and intraday markets
Daniel Oeltz, Tobias Pfingsten · 2025 · intermediate · quantitative trading
quantitative trading
Rough Bergomi turns grey
Adriano Oliveri Orioles, Antoine Jacquier, Zan Zuric · 2025 · advanced · options
option pricing · rough volatility · stochastic processes
Rough differential equations for volatility
Antoine Jacquier, Emilio Ferrucci, Ioannis Gasteratos · 2024 · advanced · stochastic calculus
brownian motion · numerical methods · rough volatility · stochastic processes
Rough electricity: a new fractal multi-factor model of electricity spot prices
Mikkel Bennedsen · 2015 · advanced · time series
stochastic processes · time series
Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing
Lingjiong Zhu, Yingli Wang, Zhenyu Cui · 2025 · advanced · stochastic calculus
option pricing · probability · rough volatility · stochastic processes
Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors
Isha, Sri Sairam Gautam B. · 2026 · advanced · risk management
derivatives · mathematical finance · risk management · rough volatility
Rough multifactor volatility for SPX and VIX options
Aitor Muguruza, Alexandre Pannier, Antoine Jacquier · 2021 · advanced · options
derivatives · model calibration · option pricing · rough volatility
Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization
Ali Atiah Alzahrani · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · portfolio optimization · risk management · stochastic differential equations
Rough Path-Dependent Volatility Models
Léo Parent · 2024 · advanced · stochastic calculus
mathematical finance · rough volatility · stochastic processes
Rough SABR Forward Market Model
Masaaki Fukasawa, Mitsumasa Ikeda, Naoki Iida · 2025 · advanced · fixed income
interest rates · option pricing · rough volatility · stochastic calculus
Rough Volatility Across Assets
Saad Mouti · 2026 · advanced · time series
rough volatility · stochastic processes
Rough volatility dynamics in commodity markets
Andrea Pallavicini, Carlos Vázquez, Héctor Folgar-Cameán · 2026 · advanced · options
commodities · derivatives · model calibration · option pricing · rough volatility · stochastic processes
Rough volatility: evidence from option prices
Andrea Pallavicini, Giulia Livieri, Mathieu Rosenbaum · 2017 · advanced · options
option pricing · rough volatility
Rough volatility: evidence from range volatility estimators
Saad Mouti · 2023 · advanced · time series
rough volatility · stochastic processes · time series · volatility forecasting
Rough volatility: fact or artefact?
Purba Das, Rama Cont · 2022 · advanced · time series
rough volatility · statistical inference · statistics
Rough-Heston Local-Volatility Model
Andrea Pallavicini, Enrico Dall'Acqua, Riccardo Longoni · 2022 · advanced · options
derivatives · model calibration · option pricing · rough volatility · stochastic processes
Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
Francis X. Diebold, Tim Bollerslev, Torben G. Andersen · 2007 · advanced · time series
econometrics · jump processes · statistics · volatility forecasting
Routing Frictions and Executable Liquidity in Fragmented Markets
Wen-Ting Wang · 2026 · advanced · quantitative trading
liquidity · transaction costs
Rules of Thumb for Banking Crises in Emerging Markets
Marika Vezzoli, Paolo Manasse, Roberto Savona · 2013 · intermediate · risk management
banking
Rural Financial Markets in Developing Countries
Christopher Udry, Jonathan Conning · 2005 · intermediate · risk management
credit markets · financial economics
Russia-Ukraine conflict and the quantile return connectedness of grain futures in the BRICS and international markets
Wei-Xing Zhou, Yan-Hong Yang, Ying-Hui Shao · 2024 · advanced · time series
commodities · econometrics · time series
Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention
Tomáš Plíhal, Štefan Lyócsa · 2022 · advanced · time series
econometrics · foreign exchange · time series
Russian banking: a comeback of the state
Andrei Vernikov · 2010 · intermediate · risk management
banking
RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction
Shengjie Guo, Yilun Wang · 2024 · advanced · time series
deep learning · machine learning · neural networks · time series
S-shaped Utility Maximization with VaR Constraint and Partial Information
Ashley Davey, Dongmei Zhu, Harry Zheng · 2025 · advanced · portfolio management
mathematical finance · optimization
S&P 500 Stock's Movement Prediction using CNN
Rahul Gupta · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
S&P 500 Trend Prediction
Qinchen Zhang, Shasha Yu, Yuwei Zhao · 2024 · intermediate · machine learning
data science · financial machine learning · machine learning · neural networks · regression
S$^{3}$G: Stock State Space Graph for Enhanced Stock Trend Prediction
Kaiyi Hu, Luyan Zhang, Yao Lu · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
SABR smiles for RFR caplets
Sander Willems · 2020 · advanced · options
fixed income · interest rates · option pricing
SABR Type Libor (Forward) Market Model (SABR/LMM) with time-dependent skew and smile
Osamu Tsuchiya · 2026 · advanced · fixed income
derivatives · interest rates · volatility surface
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE
Raphaël Douady, Zeyu Cao · 2020 · advanced · stochastic calculus
stochastic calculus · stochastic differential equations · stochastic processes
SABR-Informed Multitask Gaussian Process: A Synthetic-to-Real Framework for Implied Volatility Surface Construction
Jirong Zhuang, Xuan Wu · 2025 · advanced · options
financial machine learning · machine learning · volatility surface
SABR/LIBOR market models: pricing and calibration for some interest rate derivatives
A. M. Ferreiro, C. Vázquez, J. A. García · 2024 · advanced · fixed income
derivatives · interest rates · model calibration · numerical methods · optimization · option pricing
SAE-FiRE: Enhancing Earnings Surprise Predictions Through Sparse Autoencoder Feature Selection
Huopu Zhang, Mengnan Du, Miao Zhang · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing
Safeguarding macro-financial stability under carbon pricing and rapid energy transition
Campiglio, Emanuele, Drouet, Laurent, Emmerling, Johannes · 2026 · advanced · risk management
financial stability
Safer Rations, Riskier Portfolios : Banks’ responses to Government Aid
Duchin, R., Sosyura, D. · 2012 · advanced · risk management
banking
Safety First Portfolio Insurance
Mark Broadie, William Goetzmann · 2008 · intermediate · portfolio management
portfolio management · risk management
SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity
Carmine Ventre, Charalampos Kleitsikas, Georgios Chionas · 2026 · advanced · quantitative trading
market making · reinforcement learning
Same Book, Different Fills: Partial Identification of FIFO Execution from Aggregate Order Books
Ioana Boier, Riya Danait, Yuliana Zamora · 2026 · advanced · quantitative trading
backtesting · market microstructure
Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
Federico Vittorio Cortesi, Giulia Crippa, Giuseppe Iannone · 2026 · advanced · machine learning
deep learning · machine learning · neural networks · optimization · volatility forecasting
Same Text, Different Numbers: The Divergence of LLM-Based Measures
Hamid Boustanifar, Sasan Mansouri · 2026 · advanced · machine learning
large language models · natural language processing
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
Jérôme Lelong, Véronique Maume-Deschamps, William Thevenot · 2024 · advanced · risk management
optimization · portfolio management · portfolio optimization · risk management
Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing
Young Shin Kim · 2021 · advanced · options
derivatives · model calibration · monte carlo simulation · option pricing · stochastic processes
Sampler-Robust Optimization under Generative Models
Jonathan Yu-Meng Li, Ziwei Zhang · 2026 · advanced · machine learning
machine learning · monte carlo simulation · optimization
Sanctions and Currencies in Global Credit
Giovanni Rosso, Marco Garofalo, Roger Vicquéry · 2025 · intermediate · risk management
banking · credit markets · financial economics
SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
Anastasis Kratsios, Blanka Horvath, Hans Buehler · 2026 · advanced · options
numerical methods · option pricing
SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest
Dragan Perakovic, Saber Talazadeh · 2024 · intermediate · machine learning
financial machine learning · machine learning · natural language processing
Saving and portfolio allocation before and after job loss
Andreas Fagereng, Christoph Basten, Kjetil Telle · 2012 · intermediate · portfolio management
financial economics · panel data
Savings accounts vs. stocks and bonds in household portfolio allocation
Alessie, R.J.M., Hochgürtel, S., van Soest, A.H.O. · 1997 · intermediate · portfolio management
econometrics
Savings, Credit, and Insurance: Household Demand for Formal Financial Services in Rural Ghana
Lena Giesbert, Mirko Bendig, Susan Steiner · 2009 · intermediate · risk management
econometrics · insurance
Say, Echo, Do: Strategic Narratives and Revealed Positioning in Financial Markets
Ali Atiah Alzahrani · 2026 · advanced · machine learning
financial machine learning · machine learning · natural language processing
SBBTS: A Unified Schrödinger-Bass Framework for Synthetic Financial Time Series
Alexandre Alouadi, Célian Marsala, Grégoire Loeper · 2026 · advanced · machine learning
financial machine learning · machine learning · stochastic processes · time series
SBCA: Cross-Modal BERT-driven Actor-Critic for Multi-Asset Portfolio Optimization
Jiahao Chen, Jinfeng Pan · 2026 · advanced · portfolio management
deep learning · financial machine learning · natural language processing · neural networks · portfolio optimization · reinforcement learning
Scalable Agent-Based Modeling for Complex Financial Market Simulations
Aaron Wheeler, Jeffrey D. Varner · 2023 · advanced · quantitative trading
quantitative trading
Scalable Bi-causal Optimal Transport via KL Relaxation and Policy Gradients
Haoyang Cao, Jesse Hoekstra, Renyuan Xu · 2026 · advanced · other
optimization · stochastic processes
Scalable Pontryagin-Guided Adjoint-to-Control Recovery for Constrained Dynamic Portfolio Choice
Byung Hwa Lim, Hyeng Keun Koo, Jaegi Jeon · 2026 · advanced · portfolio management
machine learning · neural networks · numerical methods · optimization · portfolio management · portfolio optimization
Scaling and shape of financial returns distributions modeled as conditionally independent random variables
Hernán Larralde, Roberto Mota Navarro · 2025 · intermediate · time series
probability · statistics
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
Ioana Boier, Pawel Polak, Ryan Engel · 2025 · advanced · portfolio management
deep learning · factor investing · machine learning · neural networks · portfolio optimization · regression
Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
Didier Sornette, Yu Zhang · 2024 · intermediate · statistics
cryptocurrencies · statistics
Scaling laws of Stablecoin Transactions: Evidence from USDT and USDC on the Ethereum blockchain
Imran Ansari, Kundan Mukhia, Md. Nurujjaman · 2026 · intermediate · statistics
statistical inference · statistics
Scaling Limits for Exponential Hedging in the Brownian Framework
Xin Zhang, Yan Dolinksy · 2025 · advanced · options
derivatives · mathematical finance · option pricing
Scaling Limits for Exponential Hedging in Trinomial Models
Xin Zhang, Yan Dolinsky · 2026 · advanced · options
mathematical finance · option pricing · options hedging · stochastic processes
Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility
Sohaib El Karmi · 2026 · advanced · stochastic calculus
mathematical finance · rough volatility · stochastic processes
Scenario Constraints with Memory: A Finite-State Approach to Quantitative Financial Analysis
Vitaly Nürnberg · 2026 · advanced · derivatives
derivatives · mathematical finance · risk management
Scenario Generation for Time Series and Curves: A Comparison of Nonparametric and Semiparametric Bootstrap
Lorenzo Viola, Michele Sparviero, Nicola Baldoni · 2026 · advanced · time series
fixed income · interest rates · statistics · stochastic processes · term structure models · time series
Scenario-based capital requirements for the interest rate risk of insurance companies
Schlütter, Sebastian · 2017 · advanced · risk management
garch · interest rates · time series
Schrödinger bridges with jumps for time series generation
Davide Zanni, Huyên Pham, Stefano De Marco · 2026 · advanced · machine learning
jump processes · stochastic processes · time series
Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios
Peter Cotton · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
SciPhy Reinforcement Learning for Portfolio Optimization
Andrey Itkin, Igor Halperin · 2026 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization · reinforcement learning · transaction costs
SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management
Igor Halperin · 2023 · advanced · portfolio management
optimization · partial differential equations · stochastic processes
Scope for Credit Risk Diversification
Hanson, S., Pesaran, M.H., Schuermann, T. · 2005 · advanced · risk management
credit risk · risk management
Score driven asymmetric stochastic volatility models
Mao, Xiuping, Ruiz Ortega, Esther, Veiga, Helena · 2014 · advanced · time series
statistics · stochastic processes · time series
Score-Driven Models for Realized Volatility
Harvey, A., Palumbo, D. · 2019 · advanced · time series
econometrics · statistics · time series · volatility forecasting
Screening-Off Information and Conditional Risk in Portfolio Choice
Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management
portfolio optimization
Search and endogenous concentration of liquidity in asset markets
Vayanos, Dimitri, Wang, Tan · 2004 · advanced · quantitative trading
asset pricing · financial economics · liquidity
Search Based Peer Firms: Aggregating Investor Perceptions through Internet Co-searches
Lee, Charles M. C., Ma, Paul, Wang, Charles C. Y. · 2014 · intermediate · statistics
algorithms
Seasonal Stochastic Volatility and the Samuelson Effect in Agricultural Futures Markets
Bertrand Tavin, Lorenz Schneider · 2018 · advanced · time series
commodities · model calibration · stochastic processes · time series
Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals
Ralph Kosch, Robin Forsberg · 2026 · advanced · quantitative trading
backtesting · commodities · regression · statistical inference · time series
Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
Bingzhen Genga, Shijie Wanga, Yang Yang · 2025 · advanced · risk management
insurance · probability
Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
Aleksei Adadurov, Andrei Sebyakin, Antero Eloranta · 2026 · advanced · quantitative trading
market microstructure
Second-Order Esscher Pricing for Lévy Models with Applications: Risk Management and Fear Quantification
Ella Elazkany, Mich`ele Vanmaele, Tahir Choulli · 2024 · advanced · options
derivatives · mathematical finance · option pricing · risk management · stochastic processes
Sector Rotation by Factor Model and Fundamental Analysis
Beining Shi, Runjia Yang · 2023 · intermediate · portfolio management
factor investing · momentum
Sectoral inter-dependencies drive the loss of structural balance in signed financial networks
Abhijit Chakraborty, Kartik Dahake · 2026 · advanced · risk management
financial networks · systemic risk
Securities Auctions under Moral Hazard: An Experimental Study
John Morgan, Shimon Kogan · advanced · quantitative trading
financial economics
Securities Lending Haircuts and Indemnification Pricing
Wujiang Lou · 2021 · intermediate · risk management
credit risk · risk management
Securities trading by banks and credit supply: Micro-evidence from the crisis
Francesc R. Tous, José-Luis Peydró, Puriya Abbassi · 2016 · advanced · risk management
banking · credit markets
Securitizations in the 1920's
Frank Newman, William Goetzmann · 2010 · advanced · fixed income
fixed income · mortgage markets · real estate · securitization
Securitized Banking and the Run on Repo
Andrew Metrick, Gary Gorton · 2009 · intermediate · risk management
banking · liquidity risk · securitization
Securitized banking, asymmetric information, and financial crisis: regulating systemic risk away
Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell · 2012 · advanced · risk management
banking · securitization · systemic risk
Securitized lending, asymmetric information, and financial crisis
Bhattacharya, Sudipto, Chabakauri, Georgy, Nyborg, Kjell G. · 2011 · advanced · risk management
financial stability · securitization
Security design in non-exclusive markets with asymmetric information
Victoria Vanasco, Vladimir Asriyan · 2021 · advanced · other
financial economics · securitization
Security Design in the Real World: Why are Securitization Issues Tranched?
Maciej Firla-Cuchra, Tim Jenkinson · 2005 · intermediate · fixed income
financial economics · securitization
Security Issuance, Institutional Investors and Quid Pro Quo
Chris Yung, Gaurab Aryal, Yuchi Yao · 2022 · advanced · other
corporate finance · financial economics
Security-voting structure and bidder screening
At, Christian, Burkart, Mike, Lee, Samuel · 2007 · advanced · other
corporate governance · financial economics · mergers and acquisitions
Seeing the Goal, Missing the Truth: Human Accountability for AI Bias
Hui Xu, Sean Cao, Wei Jiang · 2026 · advanced · machine learning
large language models · machine learning
Seeking Resilient Growth: Why It’s Time for the LGPS to Consider Liquid Alternatives
Elliott Coleman, Thomas Maloney · 2024 · intermediate · portfolio management
liquidity · pensions
Selection Confidence Sets for Equally Weighted Portfolios
Alessandro Fulci, Davide Ferrari, Sandra Paterlini · 2025 · advanced · portfolio management
portfolio management · statistical inference
Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
Antonello Loddo, Dongchu Sun, Shawn X. Ni · 2010 · advanced · time series
bayesian statistics · regression · statistical inference · time series
Selective Forgetting in Option Calibration: An Operator-Theoretic Gauss-Newton Framework
Ahmet Umur Özsoy · 2025 · advanced · options
model calibration · numerical methods · optimization · option pricing
Self and mutually exciting point process embedding flexible residuals and intensity with discretely Markovian dynamics
Kyungsub Lee · 2024 · advanced · time series
stochastic processes
Self-Consistent Adjoint Policy Iteration for Constrained Dynamic Portfolio Choice
Jeonggyu Huh, Seungwon Jeong, Yeoneung Kim · 2026 · advanced · portfolio management
numerical methods · portfolio optimization
Self-Enforcing Stochastic Monitoring and the Separation of Debt and Equity Claims
Harold L. Cole · 2008 · advanced · other
financial economics
Self-Evolving Multi-Agent Symbolic Discovery for Financial Fundamental Analysis
Filip Orestav, Ke-Wei Huang, Kelvin J. L. Koa · 2026 · advanced · machine learning
equity valuation · machine learning
Self-fulfilling debt crises, fiscal policy and investment
Galli, Carlo · 2019 · advanced · risk management
credit risk · economic policy
Self-Fulfilling Liquidity and the Coordination Premium
Guillaume Plantin · 2004 · advanced · quantitative trading
financial economics · liquidity
Self-protection and insurance demand with convex premium principles
Qiqi Li, Wei Wang, Yiying Zhang · 2024 · advanced · risk management
insurance · optimization · risk management
Self-referential behaviour, overreaction and conventions in financial markets
Jean‐Philippe Bouchaud, Matthieu Wyart · 2006 · advanced · time series
time series
Self-Supervised Auxiliary Task Discovery for Stable Reinforcement Learning in Stock Trading
Arishi Orra, Himanshu Choudhary, Manoj Thakur · 2026 · advanced · machine learning
deep learning · financial machine learning · neural networks · reinforcement learning
Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes
Danielle Xu, Guodong Gao, Rodney N. Sullivan · 2013 · intermediate · statistics
statistics
Semantic Similarity Covariance Matrix Shrinkage
Bloomberg · advanced · statistics
natural language processing
Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps
Andrey Itkin · 2023 · advanced · options
jump processes · option pricing
Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit
Andrey Itkin, Dmitry Muravey · 2020 · advanced · options
option pricing
Semi-Analytical Pricing for General Default Intensity Models
Luca Capriotti, Mark Stedman, Ryan Parker · 2026 · advanced · fixed income
credit risk · stochastic processes
Semi-analytical pricing of American options with hybrid dividends via integral equations and the GIT method
Andrey Itkin · 2025 · advanced · options
derivatives · option pricing
Semi-analytical pricing of barrier options in the time-dependent $λ$-SABR model
Andrey Itkin, Dmitry Muravey · 2021 · advanced · options
numerical methods · option pricing
Semi-analytical pricing of barrier options in the time-dependent Heston model
A. Itkin, D. Muravey, P. Carr · 2022 · advanced · options
option pricing · partial differential equations
Semi-analytical pricing of options written on SOFR futures
Andrey Itkin, Yerkin Kitapbayev · 2024 · advanced · options
interest rates · option pricing
Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary
Alexander Lipton, Christoph Reisinger, Vadim Kaushansky · 2019 · advanced · risk management
contagion · credit risk · numerical methods · partial differential equations · stochastic processes · systemic risk
Semi-closed form prices of barrier options in the Hull-White model
Andrey Itkin, Dmitry Muravey · 2020 · advanced · options
option pricing
Semi-closed form prices of barrier options in the time-dependent CEV and CIR models
Andrey Itkin, Dmitry Muravey, Peter Carr · 2020 · advanced · options
derivatives · numerical methods · option pricing
Semi-closed form solutions for barrier and American options written on a time-dependent Ornstein Uhlenbeck process
Andrey Itkin, Peter Carr · 2020 · advanced · options
numerical methods · option pricing · stochastic processes
Semi-parametric financial risk forecasting incorporating multiple realized measures
Chao Wang, Minh-Ngoc Tran, Rangika Peiris · 2024 · advanced · risk management
garch · risk management · time series
Semi-static completeness and robust pricing by informed investors
Acciaio, Beatrice, Larsson, Martin · 2017 · advanced · stochastic calculus
asset pricing · mathematical finance
Semi-Static Variance-Optimal Hedging of Covariance Risk in Multi-Asset Derivatives
Konstantinos Chatziandreou, Sven Karbach · 2026 · advanced · options
derivatives · optimization · options hedging · stochastic calculus · stochastic processes
Semi-structured multi-state delinquency model for mortgage default
Nadja Klein, Stefan Lessmann, Victor Medina-Olivares · 2026 · advanced · risk management
credit risk · machine learning · neural networks
Semiclassical CEV Option Pricing Model: an Analytical Approach
Jose A. Capitán, Jose Lope-Alba, Juan J. Morales-Ruiz · 2024 · advanced · options
option pricing · partial differential equations
Semiparametric Dynamic Copula Models for Portfolio Optimization
Savita Pareek, Sujit K. Ghosh · 2025 · advanced · portfolio management
copulas · portfolio optimization · statistics
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns
Gregory Connor, Oliver Linton · 2006 · advanced · statistics
asset pricing · factor investing · regression
Semiparametric multivariate volatility models
Hafner, C.M., Rombouts, J.V.K. · 2004 · advanced · time series
garch · statistical inference · time series
Semiparametric Upper Bounds for Option Prices
AndrewW. Lo · advanced · options
asset pricing · derivatives · mathematical finance · option pricing
Sensitivities of Asian options in the Black-Scholes model
Dan Pirjol, Lingjiong Zhu · 2023 · advanced · options
derivatives · option greeks · option pricing
Sensitivity Analysis of Ruin of an Insurance Company in Ghana
Daniel Tawiah Pabifio · 2024 · intermediate · risk management
copulas · insurance · risk management
Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market
Aabid Karim, Heman Das Lohano · 2024 · intermediate · machine learning
equity markets · natural language processing
Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises
Cillian Williamson, Domenica Mino · 2025 · intermediate · time series
garch · machine learning · natural language processing · statistics · time series
Sentiment correlation in financial news networks and associated market movements
Jan-Peter Calliess, Jie Yang, Slavi Marinov · 2021 · intermediate · machine learning
financial networks · natural language processing
Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration
Lucas Marques Sneller · 2025 · advanced · statistics
asset pricing · equity markets · time series
Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns
Christian Koeppel, Massimo Guidolin, Roland Fuess · 2019 · advanced · statistics
asset pricing · behavioral finance · equity markets · foreign exchange
Sentiment trading with large language models
Guido Germano, Kemal Kirtac · 2024 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing · regression
Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
Qizhao Chen · 2025 · intermediate · portfolio management
backtesting · cryptocurrencies · large language models · natural language processing · portfolio optimization
Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists
Cathy Yi-Hsuan Chen, Jan Vecer, Jozef Barunik · 2019 · advanced · time series
stochastic differential equations · stochastic processes
Separated Signal Libraries: Packing, Saturation, and Joint Spectral Limits
Marc da Costa Nunes · 2026 · advanced · portfolio management
portfolio management
Separating equilibria, under-pricing and security design
Bernhardt, Dan, Koufopoulos, Kostas, Trigilia, Giulio · 2021 · advanced · other
corporate finance · financial economics
Separating Times for One-Dimensional General Diffusions
David Criens, Mikhail Urusov · 2022 · advanced · stochastic calculus
measure theory · stochastic processes
Sequence Classification of the Limit Order Book using Recurrent Neural Networks
Matthew F Dixon · 2017 · advanced · quantitative trading
high frequency trading · machine learning · market microstructure · neural networks
Sequential Monte Carlo Methods for Option Pricing
Ajay Jasra, Pierre del Moral · 2011 · advanced · options
monte carlo simulation · numerical methods · option pricing
Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms
Duy Khanh Lam · 2025 · advanced · portfolio management
portfolio management · portfolio optimization
Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
Mathias Mesfin · 2026 · intermediate · machine learning
deep learning · machine learning · time series
Series expansions and direct inversion for the Heston model
Anke Wiese, Jiaqi Shen, Simon J. A. Malham · 2020 · advanced · stochastic calculus
numerical methods · stochastic processes
Series representation of the pricing formula for the European option driven by space-time fractional diffusion
Cyril Coste, Jan Korbel, Jean-Philippe Aguilar · 2017 · advanced · options
mathematical finance · option pricing
Set risk measures
Eduardo Horta, Marcelo Righi, Marlon Moresco · 2024 · advanced · risk management
mathematical finance · measure theory
Set-valued intrinsic measures of systemic risk
Alexander Smirnow, Birgit Rudloff, Jana Hlavinova · 2023 · advanced · risk management
financial networks · systemic risk
Set-valued Star-Shaped Risk Measures
Bingchu Nie, Dejian Tian, Long Jiang · 2024 · advanced · risk management
mathematical finance
Settlement Infrastructure, Inside Money Elasticity, and the Network Economics of Distributed Ledger Technology
Francesca Medda, Hui Gong, Michail Samawi · 2026 · advanced · risk management
banking · econometrics · financial networks · panel data
Settlement Manipulation in Prediction Markets
David Dai, Ruizhe Jia, Shihao Yu · 2026 · intermediate · quantitative trading
financial economics
Severe Weather and Financial (In)stability
Claudia Foroni Paolo Gelain Marco Lorusso Massimiliano Marcellino · 2026 · advanced · risk management
banking · financial stability
SFAS 123 Stock-Based Compensation Expense and Equity Market Values
Aboody, David, Barth, Mary E., Kasznik, Ron · 2003 · advanced · statistics
equity valuation · regression
Shadow Banking and Financial Regulation
Alban Moura, Olivier Pierrard, Patrick Fève · 2026 · advanced · risk management
banking · economic policy
Shadow banking and financial regulation: A small-scale DSGE perspective
Alban Moura, Olivier Pierrard, Patrick Fève · 2019 · advanced · risk management
banking · economic policy
Shadow banking and the four pillars of traditional financial intermediation
Emmanuel Farhi, Jean Tirole · 2021 · advanced · risk management
banking
Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model
Fève, Patrick, Moura, Alban, Pierrard, Olivier · 2019 · advanced · risk management
banking
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Christoph Czichowsky, Junjian Yang, Rémi Peyre · 2018 · advanced · stochastic calculus
brownian motion · mathematical finance · optimization · portfolio optimization · stochastic processes
Shai-am: A Machine Learning Platform for Investment Strategies
Jinho Lee, Jonghun Kwak, Jungyu Ahn · 2022 · advanced · programming
financial machine learning · machine learning
Shallow Representation of Option Implied Information
Jimin Lin · 2026 · advanced · options
machine learning · neural networks · option pricing
Shannon entropy: an econophysical approach to cryptocurrency portfolios
Noe Rodriguez-Rodriguez, Octavio Miramontes · 2022 · intermediate · portfolio management
cryptocurrencies · statistics
SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
Luyun Lin, Yiqing Wang · 2025 · intermediate · risk management
credit risk · financial machine learning · machine learning · model risk
Shape of term structures compatible with flexible choice of diffusion
Andreas Celary, Paul Krühner · 2025 · advanced · fixed income
interest rates · mathematical finance · term structure models
Shapley-based Structural Analysis of Neural Calibration for Stochastic Volatility Models
Antonis Papapantoleon, Serena Della Corte, Shaïn Afzali · 2026 · advanced · machine learning
machine learning · model calibration · neural networks · rough volatility · volatility surface
SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR
Ujjwala Vadrevu · 2026 · advanced · risk management
machine learning · risk management · stress testing
Shared Models, Selective Trading, and Order Flow
Arka Prava Bandyopadhyay, Victoria Ruojie Li · 2026 · advanced · quantitative trading
large language models
Shareholder Activism and Socially Responsible Investors: Equilibrium Changes in Asset Prices and Corporate Behavior
Gollier, Christian, Pouget, Sébastien · 2009 · advanced · other
asset pricing
Shareholder gains from equity private placements: Evidence from the Stockholm Stock Exchange
Molin, Johan · 1996 · intermediate · other
corporate finance · equity markets
Shareholder Protection and Stock Market Development: An Empirical Test of the Legal Origins Hypothesis
Ajit Singh, John Armour, Mathias Siems · 2007 · intermediate · other
corporate governance · equity markets · panel data
Shareholder Protection, Stock Markets and Cross-Border Mergers
Centre for Business Research, Frank O. Kwabi, Frederick S. Ahiabor · 2018 · intermediate · other
financial economics · mergers and acquisitions · panel data
Shareholder Wealth Effects of European Domestic and Cross-Border Takeover Bids
Goergen, M., Renneboog, L.D.R. · 2002 · intermediate · other
corporate finance · mergers and acquisitions · statistical inference
Sharing Asymmetric Tail Risk Smoothing, Asset Pricing and Terms of Trade
Corsetti, G., LipiÅ„ska, A., Lombardo, G. · 2021 · advanced · risk management
asset pricing · financial economics · tail risk
Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
Anand N. Vidyashankar, Fengnan Deng, Jeffrey F. Collamore · 2025 · advanced · risk management
credit risk · probability · tail risk
Sharp Transitions and Systemic Risk in Sparse Financial Networks
Riley James Bendel · 2026 · advanced · risk management
contagion · financial networks · probability · systemic risk
Sharpe Ratio and Return-VaR Ratio Maximization for Option Portfolios with Skew-Elliptical $t$ Underlying Returns
Kyle Sung, Traian A. Pirvu · 2026 · advanced · portfolio management
optimization · portfolio optimization
Sharpe Ratio: Estimation, Confidence Intervals, and Hypothesis Testing
Matteo Riondato · 2018 · intermediate · statistics
hypothesis testing · statistical inference · statistics
Sharpening Shapley Allocation: from Basel 2.5 to FRTB
Marco Bianchetti, Marco Scaringi · 2025 · advanced · risk management
market risk · monte carlo simulation · risk management
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
Amine Ben Amar, Makram Bellalah, Mondher Bouattour · 2023 · advanced · portfolio management
causal inference · contagion · portfolio optimization
Shift in house price estimates during COVID-19 reveals effect of crisis on collective speculation
Alexander M. Petersen · 2022 · intermediate · statistics
causal inference · housing markets · panel data · real estate · regression
Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships
Demetrio Lacava · 2026 · advanced · time series
garch · time series
Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
Alicia Vidler, Toby Walsh · 2025 · advanced · machine learning
large language models
Shifting the yield curve for fixed-income and derivatives portfolios
Anatoli Segura, Dario Ruzzi, Michele Leonardo Bianchi · 2024 · advanced · risk management
derivatives · fixed income · interest rates · risk management
Shifts in Portfolio Preferences of International Investors: An Application to Sovereign Wealth Funds
Sá, F., Viani, F. · 2010 · advanced · portfolio management
equity markets · financial economics
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, S.M., McAleer, M.J., Yuan, Y. · 2008 · advanced · time series
econometrics · time series
Shock Effects on Stocks, Bonds, and Exchange Rates
Ray Fair · 2001 · intermediate · statistics
foreign exchange
Shock-triggered asymmetric response stochastic volatility
Marín, Juan Miguel, Veiga, Helena · 2023 · advanced · time series
stochastic processes
Shocks abroad, pain at home? Bank-firm level evidence on the international transmission of financial shocks
José-Luis Peydró, Neeltje van Horen, Steven Ongena · 2014 · advanced · risk management
banking · causal identification
Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets
Qingliang Fan, Ruike Wu, Yanrong Yang · 2024 · advanced · portfolio management
portfolio optimization · statistics
Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures
Acciaio, Beatrice, Guyon, Julien · 2020 · advanced · options
derivatives · option pricing
Short dated smile under Rough Volatility: asymptotics and numerics
Paolo Pigato, Paul Gassiat, Peter K. Friz · 2021 · advanced · options
numerical methods · option pricing · rough volatility · stochastic processes
Short Rate Dynamics: A Fed Funds and SOFR perspective
Erik Schlögl, Karol Gellert · 2021 · advanced · fixed income
fixed income · interest rates · model calibration · term structure models
Short run bond risk premia
Mueller, Philippe, Vedolin, Andrea, Zhou, Hao · 2011 · advanced · fixed income
asset pricing · econometrics · fixed income · interest rates
Short-horizon Duesenberry Equilibrium
Jaime Alberto Londoño · 2026 · advanced · stochastic calculus
asset pricing · brownian motion · financial economics · stochastic processes
Short-horizon mean reversion in cryptocurrency markets: a matched cross-market measurement
Jonathan M. Wengrowicz, Nadav A. Kitron · 2026 · advanced · time series
cryptocurrencies · time series
Short-maturity asymptotics for option prices with interest rates effects
Dan Pirjol, Lingjiong Zhu · 2024 · advanced · options
interest rates · option pricing
Short-maturity asymptotics for VIX and European options in local-stochastic volatility models
Dan Pirjol, Lingjiong Zhu, Xiaoyu Wang · 2024 · advanced · options
option pricing · stochastic processes
Short-maturity options on realized variance in local-stochastic volatility models
Dan Pirjol, Lingjiong Zhu, Xiaoyu Wang · 2024 · advanced · options
option pricing
Short-maturity skew stickiness ratio under local volatility
Masaaki Fukasawa · 2026 · advanced · options
option pricing
Short-Rate Derivatives in a Higher-for-Longer Environment
Aram Karakhanyan, Evgenii Samutichev, Matthew Lorig · 2025 · advanced · fixed income
derivatives · fixed income · interest rates · stochastic processes
Short-rate models with stochastic discontinuities: a PDE approach
Alessandro Calvia, Chiara Guardasoni, Marzia De Donno · 2025 · advanced · fixed income
derivatives · interest rates · jump processes · mathematical finance · numerical methods · partial differential equations
Short-Rate-Dependent Volatility Models
Matthew Lorig, Tim Leung · 2026 · advanced · options
derivatives · interest rates · option pricing
Short-run lats rate movements: impact of foreign currency shocks via trade and financial markets
Duo Qin, Martins Kazaks · 2002 · intermediate · time series
econometrics · foreign exchange · time series
Short-Selling Bans and Bank Stability
Alessandro Beber, Daniela Fabbri, Marco Pagano · 2020 · advanced · risk management
banking · causal identification · financial stability
Short-term barrier option price expansion
Masaaki Fukasawa · 2026 · advanced · options
mathematical finance · option pricing · rough volatility · stochastic processes
Short-term investment and equilibrium multiplicity
Giovanni Cespa · 2002 · advanced · quantitative trading
asset pricing · financial economics
Short-Term Liquidity Contagion in the Interbank Market
Cepeda, Freddy, León, C., Martínez, Constanza · 2016 · intermediate · risk management
banking · contagion · financial networks · liquidity risk · systemic risk
Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms
Albert Wong, Emilio Sagre, Frank Zhang · 2023 · intermediate · machine learning
machine learning · regression
Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)
Edina Chandiwana, Leonard Mushunje, Maxwell Mashasha · 2023 · intermediate · time series
statistics · volatility forecasting
Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model
Elisa Alòs, Josep Vives, Òscar Burés · 2025 · advanced · options
jump processes · stochastic calculus
Short-time expansion of characteristic functions in a rough volatility setting with applications
Carsten H. Chong, Viktor Todorov · 2022 · advanced · stochastic calculus
rough volatility · statistical inference · stochastic calculus · stochastic processes
Shortermism and excessive risk taking in optimal execution with a target performance
Emilio Barucci, Yuheng Lan · 2025 · advanced · quantitative trading
optimal execution · optimization
Shortfall risk minimization in discrete time financial market models
Noufel Frikha · 2014 · advanced · risk management
monte carlo simulation · numerical methods · optimization · risk management
Shot-noise cojumps: exact simulation and option pricing
Dassios, Angelos, Qu, Yan, Zhao, Hongbiao · 2023 · advanced · stochastic calculus
jump processes · monte carlo simulation · numerical methods · option pricing · stochastic processes
Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies
Carmine Di Noia, Giorgio Di Giorgio · 1999 · intermediate · risk management
banking · financial stability
Should derivatives be privileged in bankruptcy?
Bolton, Patrick, Oehmke, Martin · 2015 · advanced · derivatives
corporate finance · derivatives · financial economics
Should Securities Regulation Promote Crowdinvesting?
Hornuf, Lars, Schwienbacher, Armin · 2014 · intermediate · other
other
Should Taxable Investors Shun Dividends?
Lixin Wang, Ronen Israel · 2019 · intermediate · portfolio management
portfolio management
Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?
Ge, S., Li, S., Linton, O. B. · 2024 · advanced · statistics
statistics
Should We Regulate Financial Information
Laura Veldkamp, Pablo Kurlat · 2012 · advanced · other
financial economics
Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions
Amita Sharma, Aparna Mehra, Rupendra Yadav · 2026 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · statistics
Sig-SDEs model for quantitative finance
Cristopher Salvi, Imanol Perez Arribas, Lukasz Szpruch · 2020 · advanced · machine learning
financial machine learning · machine learning · model calibration · stochastic differential equations · stochastic processes
SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs
Chiheb Ben Hammouda, Cornelis W. Oosterlee, Xianglin Wu · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · statistical inference · stochastic differential equations · stochastic processes
Signal Correlation, IC, and PnL Dependence
Marc Nunes · 2026 · intermediate · statistics
statistics
Signal from Noise Signal from Noise: A Neural Network-Based Denoising Approach for Measuring Global Financial Spillovers
Abdullah Karasan, Özge Sezgin Alp · 2025 · advanced · risk management
machine learning · neural networks · time series
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
Dine Ousmane Samary, Ixandra Achitouv, Vincent Lahoche · 2024 · advanced · statistics
statistical inference
Signal or Noise in Multi-Agent LLM-based Stock Recommendations?
George Fatouros, Kostas Metaxas · 2026 · advanced · machine learning
large language models · portfolio management
Signal-Wise Performance Attribution for Constrained Portfolio Optimisation
Bruno Durin · 2014 · advanced · portfolio management
optimization · performance attribution · portfolio optimization
Signaling and financial market impact of chile’s central bank communication: a content analysis approach
González, Mario, Tadle, Raul Cruz · 2020 · intermediate · statistics
equity markets · natural language processing
Signature and the Functional Taylor Expansion
Bruno Dupire, Valentin Tissot‐Daguette · 2025 · advanced · stochastic calculus
derivatives · risk management
Signature approach for pricing and hedging path-dependent options with frictions
Donatien Hainaut, Edouard Motte, Eduardo Abi Jaber · 2025 · advanced · options
derivatives · option pricing · options hedging
Signature Methods in Stochastic Portfolio Theory
Christa Cuchiero, Janka Möller · 2023 · advanced · portfolio management
convex optimization · portfolio management · portfolio optimization · stochastic processes
Signature of maturity in cryptocurrency volatility
Asim Ghosh, Bikas K. Chakrabarti, Soumyajyoti Biswas · 2024 · intermediate · time series
cryptocurrencies · statistics · time series
Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
Blanka Horvath, Magnus Wiese, Owen Futter · 2023 · advanced · portfolio management
mathematical finance · portfolio management · portfolio optimization
Signature volatility models: pricing and hedging with Fourier
Eduardo Abi Jaber, Louis-Amand Gérard · 2024 · advanced · options
numerical methods · option pricing · options hedging · stochastic processes
Signature-based identification of volatility models from path geometry
Rafael De Santiago, Òscar Burés · 2026 · advanced · machine learning
machine learning · statistics · stochastic processes
Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals
Gianmarco Morbelli, Mike Derksen, Sven Karbach · 2026 · advanced · quantitative trading
algorithmic trading · optimal execution · optimization · statistical arbitrage
Signature-Informed Transformer for Asset Allocation
Stefan Zohren, Yoontae Hwang · 2025 · advanced · portfolio management
deep learning · financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization
Signed network models for portfolio optimization
Bibhas Adhikari · 2025 · intermediate · portfolio management
financial networks · optimization · portfolio management · portfolio optimization
Silkswap: An asymmetric automated market maker model for stablecoins
Alex Harker, Carter Woetzel, Nicola Cantarutti · 2023 · intermediate · quantitative trading
quantitative trading
Similarities and Differences between U.S. and German Regulation of the Use of Derivatives and Leverage by Mutual Funds – What Can Regulators Learn from Each Other?
GaÅ‚kiewicz, Dominika · 2014 · advanced · risk management
credit derivatives · derivatives · mutual funds
Similarity metrics for Different Market Scenarios in Abides
Diego Pino, Fernando Fernández, Javier García · 2021 · advanced · machine learning
financial machine learning · machine learning · reinforcement learning
SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation
Muyao Zhong, Peng Yang, Shengcai Liu · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure · model calibration · neural networks
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, C.M. · 2003 · intermediate · options
commodities · derivatives · garch · option pricing · stochastic processes
Simple Binomial Processes as Diffusion Approximations in Financial Models (Reprint 003)
Daniel B. Nelson, Krishna Ramaswamy · advanced · stochastic calculus
numerical methods · probability · stochastic processes
Simple Dynamic Stock/Bond/Gold Portfolios
Alexandros E. Tzikas, Nikhil Devanathan, Stephen P. Boyd · 2026 · advanced · portfolio management
backtesting · convex optimization · portfolio management · portfolio optimization · risk management
Simple moment-based tests for value-at-risk models and discrete distribution
Bontemps, Christian · 2014 · advanced · statistics
hypothesis testing · statistical inference
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model
Oliver Linton, Stefan Schneeberger, Xiaohong Chen · 2016 · intermediate · quantitative trading
market microstructure · statistics
Simple Rules for Financial Stability
John B. Taylor · 2013 · intermediate · risk management
banking · economic policy · financial stability
Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates
Chen, Xiaohong, Fan, Yanqin, Patton, Andrew J. · 2004 · advanced · statistics
copulas · hypothesis testing · statistical inference · time series
Simplified stochastic calculus with applications in economics and finance
Ruf, Johannes, Černý, Aleš · 2020 · advanced · stochastic calculus
jump processes · stochastic calculus · stochastic processes
Simplifying Cyber Cat(astrophe)s with Cyber Kittens: Power Law Plausibility for Cyber Insurance Risks
Anton Solomko, Henry Simmons, John Wingate · 2026 · intermediate · risk management
insurance · statistics
Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
Annapoorani Lakshmi Narayanan, Benjamin Patrick Evans, Deepeka Garg · 2024 · advanced · risk management
machine learning · mortgage markets · optimization · reinforcement learning
Simulated Likeliehood Estimation of Diffusions With an Application to the Short Tem Interest Rate
Santa-Clara, Pedro · 1997 · advanced · statistics
numerical methods · statistical inference · stochastic processes
Simulated nonparametric estimation of continuous time models of asset prices and returns
Altissimo, Filippo, Mele, Antonio · 2004 · advanced · statistics
monte carlo simulation · statistical inference · stochastic processes
Simulated nonparametric estimation of dynamic models with applications to finance
Altissimo, Filippo, Mele, Antonio · 2005 · advanced · statistics
asset pricing · statistical inference
Simulating and analyzing a sparse order book: an application to intraday electricity markets
Enzo Cognéville, Philippe Bergault · 2024 · advanced · quantitative trading
liquidity · market microstructure · stochastic processes
Simulating and analyzing order book data: The queue-reactive model
Charles-Albert Lehalle, Mathieu Rosenbaum, Weibing Huang · 2013 · advanced · quantitative trading
high frequency trading · market microstructure · stochastic processes
Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian
Eduardo Abi Jaber, Elie Attal · 2025 · advanced · stochastic calculus
monte carlo simulation · numerical methods · stochastic processes
Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
A. Ege Yilmaz, Aurelio Perucca, Denis Bieri · 2024 · intermediate · quantitative trading
liquidity
Simulating Real Estate in the Investment Portfolio: Model Uncertainty and Inflation Hedging
Eduardas Valaitis, William Goetzmann · 2006 · intermediate · statistics
econometrics · real estate · statistical inference · time series
Simulating Stress Laws under Extremal Dependence: Characterizing What Generative Models Must Preserve
Anand Deo, Mantu Gupta · 2026 · advanced · risk management
extreme value theory · stress testing · tail risk
Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network
Gonzalo Bohorquez, John Cartlidge · 2024 · intermediate · quantitative trading
quantitative trading
Simulation of square-root processes made simple: applications to the Heston model
Eduardo Abi Jaber · 2024 · advanced · stochastic calculus
monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
Simulation of stochastic volatility models via operator splitting schemes
Congxin He, Gongqiu Zhang, Lilian Hu · 2026 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic processes
Simultaneous determination of market value and risk premium in the valuation of firms
Stefan Lutz · 2011 · intermediate · other
corporate finance · equity valuation
Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
Ivan Guo, Jiahao Wu, Nicolas Langrené · 2023 · advanced · options
machine learning · neural networks · numerical methods · option pricing
Single- and Multi-Level Fourier-RQMC Methods for Multivariate Shortfall Risk
Chiheb Ben Hammouda, Truong Ngoc Nguyen · 2026 · advanced · risk management
monte carlo simulation · numerical methods · optimization · systemic risk
Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model
Abderrahmene Ben Romdhane, Chiheb Ben Hammouda, Michael Samet · 2026 · advanced · options
numerical methods · option pricing · rough volatility
Single-Asset Adaptive Leveraged Volatility Control
Arpit Apoorv, David Soronow, Dylan Rueter · 2026 · intermediate · portfolio management
portfolio management · risk management
Single-Index Quantile Factor Model with Observed Characteristics
Fan, Q., Xu, R. · 2025 · advanced · statistics
econometrics · statistics
Single-Period Portfolio Selection via Information Projection
Bo-Yu Yang, Michael Gastpar · 2026 · advanced · portfolio management
mathematical finance · portfolio management · portfolio optimization
Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions
Artur Doshchyn · 2023 · advanced · statistics
asset pricing · financial economics · liquidity · liquidity risk
Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options
Chinonso Nwankwo, Weizhong Dai · 2022 · advanced · options
numerical methods · option pricing · partial differential equations
Sizing the bets in a focused portfolio
Robert Keser, Vuko Vukcevic · 2024 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · probability · risk management
Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options
Maciej Wysocki · 2025 · advanced · options
risk management · volatility trading
Skew and implied leverage effect: smile dynamics revisited
CFM · 2013 · advanced · options
options
Skewness and kurtosis implied by option prices: a second comment
Jurczenko, Emmanuel, Maillet, Bertrand, Negrea, Bogdan · 2002 · advanced · options
derivatives · option pricing
Skewness Dispersion and Stock Market Returns
Josef Kurka, Jozef Barunik, Mykola Babiak · 2026 · intermediate · statistics
asset pricing · equity markets
Skewness Expectations and Portfolio Choice
Christian Zimpelmann, Matthias Wibral, Tilman H. Drerup · 2022 · intermediate · portfolio management
behavioral finance
skfolio: Portfolio Optimization in Python
Carlo Nicolini, Hugo Delatte, Matteo Manzi · 2025 · intermediate · portfolio management
machine learning · optimization · portfolio optimization
Skill and Luck in Private Equity Performance
Korteweg, Arthur G., Sorensen, Morten · 2014 · intermediate · portfolio management
portfolio management
Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
Otar Sepper · 2026 · advanced · risk management
derivatives · liquidity · liquidity risk · market microstructure · risk management
Slow Decay of Impact in Equity Markets
E. Serie, J. -P. Bouchaud, J. Kockelkoren · 2015 · advanced · quantitative trading
equity markets
Slow Decay of Impact in Equity Markets: Insights From the ANcerno Database
Fabrizio Lillo, Frédéric Bucci, Jean-Philippe Bouchaud · 2018 · intermediate · quantitative trading
equity markets · market microstructure
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
Kieran Wood, Stefan Zohren, Stephen Roberts · 2021 · advanced · quantitative trading
backtesting · deep learning · machine learning · momentum · neural networks · time series
Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production
Birgit Grodal, Egbert Dierker, Hildegard Dierker · 2001 · advanced · other
financial economics
Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
Kristof Wiedermann, Martin Friesen, Stefan Gerhold · 2024 · advanced · stochastic calculus
rough volatility · stochastic processes
Small-time moderate deviations for the randomised Heston model
Antoine Jacquier, Fangwei Shi · 2018 · advanced · stochastic calculus
probability · stochastic processes
Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model
Benjamin Smith, Martin Forde, Stefan Gerhold · 2019 · advanced · options
option pricing · rough volatility · stochastic processes
Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach
Jaejin Lee, Jaeyoung Cho, Jinho Cha · 2025 · advanced · risk management
derivatives · optimization
Smart leverage? Rethinking the role of Leveraged Exchange Traded Funds in constructing portfolios to beat a benchmark
Peter Forsyth, Pieter van Staden, Yuying Li · 2024 · advanced · portfolio management
exchange traded funds · neural networks · optimization · portfolio management · portfolio optimization
Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
Takashi Hasuike, Wang Yi · 2026 · intermediate · portfolio management
financial machine learning · machine learning · optimization · portfolio optimization
SmartDCA superiority
Calvet, Emmanuel, Herranz-Celotti · 2023 · intermediate · quantitative trading
quantitative trading
SME Bank Financing, from a European Perspective
Andrei Dubovik, Fien van Solinge, Karen van der Wiel · 2019 · intermediate · risk management
banking · credit markets
Smile asymptotics for Bachelier implied volatility
Michele Domenico Massaria, Roberto Baviera · 2025 · advanced · options
mathematical finance · option pricing
Smile dynamics – a theory of the implied leverage effect: ERRATUM
Stefano Ciliberti · 2011 · advanced · options
option pricing
Smile dynamics: a theory of the implied leverage effect
Jean-Philippe Bouchaud, Marc Potters, Stefano Ciliberti · 2009 · advanced · options
volatility surface
Smile from the Past: A general option pricing framework with multiple volatility and leverage components
Adam Majewski, Fulvio Corsi, Giacomo Bormetti · 2014 · advanced · options
derivatives · mathematical finance · option pricing
Smile Modelling in Commodity Markets
Andrea Pallavicini, Emanuele Nastasi, Giulio Sartorelli · 2018 · advanced · options
commodities · model calibration · option pricing · stochastic processes
Smooth Solutions to Portfolio Liquidation Problems under Price-Sensitive Market Impact
Eric Séré, Paulwin Graewe, Ulrich Horst · 2018 · advanced · quantitative trading
optimal execution · optimization · partial differential equations · stochastic processes
Smoothness of the Value Function for Optimal Consumption Model with Consumption-Wealth Utility and Borrowing Constraint
Weidong Tian, Zimu Zhu · 2022 · advanced · portfolio management
mathematical finance · optimization
SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation
Dmitri Goloubentsev, Natalija Karpichina · 2026 · advanced · machine learning
deep learning · neural networks · optimization
Social capital, trust, and corporate performance: how CSR helped companies during the financial crisis (and why it can keep helping them)
Lins, Karl V., Servaes, Henri, Tamayo, Ane · 2019 · beginner · other
other
Social capital, trust, and firm performance: the value of corporate social responsibility during the financial crisis
Lins, Karl V., Servaes, Henri, Tamayo, Ane · 2017 · intermediate · other
financial economics
Social Connections and Group Banking
Dean S. Karlan · 2005 · intermediate · risk management
banking · causal identification
Social Media Emotions and IPO Returns
Domonkos F. Vamossy · 2023 · intermediate · statistics
behavioral finance
Social Media Emotions and Market Behavior
Domonkos F. Vamossy · 2024 · intermediate · machine learning
machine learning · natural language processing
Social Media, News Media and the Stock Market
Andre Veiga, Ansgar Walther · 2016 · intermediate · statistics
asset pricing · behavioral finance · equity markets
Social Security and the Equity Premium Puzzle
Olovsson, Conny · 2004 · intermediate · statistics
asset pricing · financial economics
Social welfare and price discovery in double auction markets
Teemu Pennanen · 2026 · advanced · quantitative trading
market efficiency
Social Welfare Issues of Financial Literacy
Satchell, S., Williams, O.J. · 2010 · intermediate · other
financial economics
Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms
Binam Ghimire, Graham McIntosh, Janusz Brzeszczynski · 2016 · intermediate · portfolio management
asset pricing · sustainable investing
Soft and hard information in equity crowdfunding: network effects in the digitalization of entrepreneurial finance
Estrin, Saul, Khavul, Susanna, Wright, Mike · 2022 · intermediate · other
other
SoK: Market Microstructure for Decentralized Prediction Markets (DePMs)
Jeremy Clark, Joseph Al-Chami, Nahid Rahman · 2025 · intermediate · quantitative trading
market microstructure
Solar Term Anomaly in China Stock Market: Evidence from Shanghai Index
Li Xinghao, Zhao Junguang, Zhou Tianbao · 2022 · beginner · statistics
regression
Solution of option pricing equations using orthogonal polynomial expansion
Falko Baustian, Jan Pospíšil, Kateřina Filipová · 2019 · advanced · options
mathematical finance · numerical methods · option pricing · partial differential equations
Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk
Hyong-Chol O, Tae-Song Choe, Tae-Song Kim · 2021 · advanced · options
credit risk · derivatives · option pricing · partial differential equations
Solution to the Equity Premium Puzzle
Atilla Aras · 2020 · advanced · other
financial economics
Solution to the Equity Premium Puzzle with Time-Varying Variables
Atilla Aras · 2025 · intermediate · statistics
asset pricing · financial economics
Solvability of the Gaussian Kyle model with imperfect information and risk aversion
Eunjung Noh, Ibrahim Ekren, Reda Chhaibi · 2025 · advanced · quantitative trading
market microstructure · measure theory · stochastic processes
Solving Asset Pricing Models with Habit Persistence
Collard, Fabrice, Fève, Patrick, Ghattassi, Imen · 2003 · advanced · other
asset pricing · mathematical finance
Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production
Albert Marcet · 1991 · advanced · stochastic calculus
asset pricing · numerical methods
Solving Optimal Execution Problems via In-Context Operator Networks
Georg Menz, Giulio Farolfi, Moritz Voß · 2025 · advanced · quantitative trading
deep learning · machine learning · neural networks · optimal execution
Solving optimal stopping problems with Deep Q-Learning
John Ery, Loris Michel · 2021 · advanced · options
deep learning · derivatives · neural networks · option pricing · reinforcement learning
Solving Stochastic Saddlepoint Systems: A Qualitative Treatment With Economic Applications
Miller, Marcus, Weller, Paul · advanced · stochastic calculus
stochastic processes
Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
Emmanuel Gnabeyeu, Imad Idboufous, Omar Karkar · 2024 · advanced · options
deep learning · machine learning · model calibration · reinforcement learning · volatility surface
Some Applications of First-Passage Ideas to Finance
Jean‐Philippe Bouchaud, Rémy Chicheportiche · 2014 · advanced · stochastic calculus
optimization · probability · stochastic processes · transaction costs
Some asymptotics for short maturity Asian options
Humayra Shoshi, Indranil SenGupta · 2023 · advanced · options
option pricing
Some Computations for Optimal Execution with Monotone Strategies
Yan Dolinsky · 2024 · advanced · quantitative trading
liquidity · optimal execution · optimization
Some econometric results for the Blanchard-Watson bubble model
Søren Johansen, Theis Lange · 2011 · advanced · time series
econometrics · stochastic processes · time series
Some Economics of Banking Reform
John Vickers · 2012 · intermediate · risk management
banking · systemic risk
Some general results on risk budgeting portfolios
Claudia Fassino, Pierpaolo Uberti · 2026 · advanced · portfolio management
numerical methods · portfolio management
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sebastien, Ziemba, Bill · 2014 · intermediate · time series
equity markets · interest rates
Some known facts about financial data
Eric de Bodt, Joseph Rynkiewicz, Marie Cottrell · 2004 · intermediate · machine learning
neural networks
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
Francis X. Diebold, Tim Bollerslev, Torben G. Andersen · 2003 · advanced · time series
jump processes · time series · volatility forecasting
Some PDE results in Heston model with applications
Edoardo Lombardo · 2025 · advanced · options
partial differential equations
Some pricing tools for the Variance Gamma model
Jean-Philippe Aguilar · 2019 · advanced · options
mathematical finance · option pricing
Some properties of Euler capital allocation
Lars Holden · 2024 · advanced · risk management
monte carlo simulation · risk management
Some recent developments in stochastic volatility modelling
Elisa Nicolato, Neil Shephard, Ole E. Barndorff-Nielsen · 2001 · advanced · stochastic calculus
mathematical finance · option pricing · stochastic processes
Some remarks on the effect of risk sharing and diversification for infinite mean risks
Alfred Müller · 2024 · advanced · risk management
risk management
SOTA: Stock Options Trading Agents Guided by Option-Implied Return Distributions
Mengyang Liu, Yizhen Xie · 2026 · advanced · quantitative trading
financial machine learning · large language models · machine learning · reinforcement learning
Source Exclusion in Regime-Gated Forecasting: A Cross-Market Audit of Equity-Factor Predictability
Chorok Lee · 2026 · advanced · time series
statistical inference · time series
Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024)
Sungwoo Kang · 2025 · intermediate · statistics
market microstructure
Sources of Funds and Investment Strategies of Venture Capital Funds: Evidence from Germany, Israel, Japan and the UK
Colin Mayer, Koen Schoors, Yishay Yafeh · 2001 · intermediate · other
other
Sovereign and corporate credit risk: Evidence from the Eurozone
Mascia Bedendo, Paolo Colla · 2015 · intermediate · risk management
credit markets · credit risk
Sovereign bond spread drivers in EU market in the aftermath of the global financial crisis
Angela Cheptea, Iuliana Matei · 2012 · intermediate · fixed income
liquidity · panel data · regression
Sovereign bond yield spreads: a time-varying coefficient approach
Bernoth, Kerstin, Erdogan, Burcu · 2010 · advanced · fixed income
econometrics · fixed income · time series
Sovereign Bonds since Waterloo
Meyer, Josefin, Reinhart, Carmen M., Trebesch, Christoph · 2019 · intermediate · fixed income
fixed income · time series
Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?
Ammer, John, Cai, Fang · 2008 · advanced · fixed income
credit derivatives · credit markets · credit risk · fixed income · liquidity · time series
Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads
Bustillo, Inés, Perrotti, Daniel, Velloso, Helvia · 2019 · intermediate · fixed income
credit risk
Sovereign Debt Default and Climate Risk
Aldo Nassigh, Daniele Marazzina, Emilio Barucci · 2025 · advanced · fixed income
credit risk
Sovereign Default, Domestic Banks, and Financial Institutions
Alberto Martin, Nicola Gennaioli, Stefano Rossi · 2012 · advanced · risk management
banking · panel data
Sovereign Risk and Bank Risk-Taking
Ari, A. · 2016 · advanced · risk management
banking
Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction
Jorge M. Uribe, Jose E. Gomez-Gonzalez, Oscar M. Valencia · 2023 · advanced · fixed income
fixed income
Sovereign risk premia in the European government bond market
Bernoth, Kerstin, Schuknecht, Ludger, von Hagen, Jürgen · 2004 · intermediate · fixed income
credit risk · fixed income · interest rates
Sovereign Risk Premiums in the European Government Bond Market
Bernoth, Kerstin, Hagen, Jürgen von, Schuknecht, Ludger · 2006 · intermediate · fixed income
asset pricing · fixed income · interest rates
Sovereign spreads in the Euro Area. Which prospects for a Eurobond?
Alessandro Missale, Carlo Favero · 2011 · intermediate · fixed income
contagion · credit risk
Sovereign Wealth Funds and the COVID-19 shock: Economic and Financial Resilience in Resource-Rich Countries
Bernardo Bortolotti, Chloe Hogg, Veljko Fotak · 2020 · intermediate · risk management
risk management
Spanning and Intersection: a stochastic dominance approach
Post, G.T. · 2001 · intermediate · portfolio management
portfolio management
Spanning Multi-Asset Payoffs With ReLUs
Hoang-Dung Nguyen, Stéphane Crépey, Sébastien Bossu · 2024 · advanced · options
derivatives · mathematical finance
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach
Enrique Sentana, Francisco Peñaranda · 2010 · advanced · statistics
asset pricing · hypothesis testing · statistical inference · statistics
Sparse Asymptotic PCA: Identifying Sparse Latent Factors Across Time Horizon in High-Dimensional Time Series
Zhaoxing Gao · 2024 · advanced · statistics
statistics · time series
Sparse Attention Combined with RAG Technology for Financial Data Analysis
Alan Wilson, Kaixian Xu, Yu Qiao · 2025 · intermediate · machine learning
large language models · natural language processing · time series
Sparse Index Tracking via Topological Learning
Anubha Goel, Juho Kanniainen, Puneet Pasricha · 2023 · advanced · portfolio management
portfolio management · portfolio optimization
Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
Eisuke Yamagata, Shunsuke Ono · 2023 · advanced · portfolio management
numerical methods · optimization · portfolio management · portfolio optimization
Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities
Daniel Guterding · 2022 · advanced · options
numerical methods · option pricing
Sparse Portfolio Optimization for US Pension Fund Quantitative Trading
Alan Wilson, Kaixian Xu, Yu Qiao · 2023 · advanced · portfolio management
optimization · pensions · portfolio management · portfolio optimization
Sparse Portfolio Selection via Topological Data Analysis based Clustering
Anubha Goel, Damir Filipović, Puneet Pasricha · 2024 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Nikolas Topaloglou, Olivier Scaillet, Stelios Arvanitis · 2024 · advanced · portfolio management
optimization · portfolio optimization
Spatial Asset Pricing: A First Step
Andrea Prat, Francois Ortalo-Magne · 2010 · advanced · portfolio management
asset pricing · financial economics · housing markets · real estate
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
Stefan Zohren, Stephen Roberts, Wee Ling Tan · 2023 · advanced · quantitative trading
backtesting · deep learning · financial machine learning · machine learning · momentum · neural networks
Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance
David Reinhardt · 2026 · advanced · portfolio management
optimization · statistics
Specification Analysis of Reduced-Form Credit Risk Models
Antje Berndt · advanced · risk management
credit risk · hypothesis testing · statistical inference
Specification Lasso and an Application in Financial Markets
Dong, C., Li, S. · 2021 · advanced · statistics
regression
Spectral Dynamics and Regularization for High-Dimensional Copulas
Andre Lucas, Koos B. Gubbels · 2026 · advanced · statistics
copulas · statistics
Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
Anders G Frøseth · 2026 · advanced · portfolio management
linear algebra · machine learning · neural networks · portfolio management · portfolio optimization
Spectral signatures of structural change in financial networks
Diego Garlaschelli, Emiliano Marchese, Piero Mazzarisi · 2024 · advanced · risk management
financial networks · systemic risk
Speculation, risk premia and expectations in the yield curve
Francisco Barillas, Kristoffer Nimark · 2013 · advanced · fixed income
asset pricing · fixed income · interest rates · term structure models
Speculative and precautionary demand for liquidity in competitive banking markets
Dietrich, Diemo, Gehrig, Thomas · 2021 · intermediate · risk management
banking · financial economics · liquidity
Speculative attacks and financial architecture: experimental analysis of coordination games with public and private information
Heinemann, Frank, Nagel, Rosemarie, Ockenfels, Peter · 2002 · intermediate · risk management
risk management
Speculative Attacks and Risk Management
Pathak, Parag A., Tirole, Jean · 2006 · advanced · risk management
financial economics · foreign exchange · risk management
Speculative dynamics in the term structure of interest rates
Kristoffer Nimark · 2012 · advanced · fixed income
asset pricing · fixed income · interest rates · term structure models
Speculative securities
José M. Marín, Rohit Rahi · 1997 · advanced · derivatives
financial economics
Speculative Trading and Stock Market Volatility
Jones, Johnathan D., Mulherin, J. Harold, Titman, Sheridan · 1990 · intermediate · time series
equity markets · time series
Sperner's lemma and competitive equilibrium with incomplete financial markets
Cagri Saglam, Cuong Le Van, Ngoc-Sang Pham · 2024 · advanced · other
financial economics
Spiking Neural Network for Cross-Market Portfolio Optimization in Financial Markets: A Neuromorphic Computing Approach
Amarendra Mohan, Ameer Tamoor Khan, Shuai Li · 2025 · advanced · portfolio management
machine learning · neural networks · portfolio management · portfolio optimization
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro
C S Savva, D R Osborn, L Gill · 2005 · advanced · time series
econometrics · equity markets · garch · time series
Spline-DCS for Forecasting Trade Volume in High-Frequency Finance
Ito, R. · 2016 · advanced · time series
high frequency trading · time series
Split-Session Cluster GARCH for Overnight and Intraday Returns: The Role of Tail Heterogeneity
Chen Tong, Peter Reinhard Hansen, Xinxian Chen · 2026 · advanced · time series
garch · statistics · tail risk · time series
Spontaneous symmetry breaking in Quantum Finance
Alan Au, Alan Ching-biu Tse, Ivan Arraut · 2020 · advanced · options
mathematical finance
Spot Regressions with Candlesticks
Yasin Simsek · 2025 · advanced · statistics
regression · statistical inference
Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors
Ward, Felix · 2014 · intermediate · risk management
banking · machine learning
SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks
Alessio Brini, Giacomo Toscano · 2024 · advanced · time series
deep learning · machine learning · neural networks · time series · volatility forecasting
Spouse-Protected Tontines: Household Decumulation via Neural-Network Optimization
Duy-Minh Dang, Yukan Perumal · 2026 · advanced · risk management
machine learning · neural networks · optimization · risk management · tail risk
Spurious Default Probability Projections in Credit Risk Stress Testing Models
Bernd Engelmann · 2024 · advanced · risk management
credit risk · risk management · stress testing
Spurious Predictability in Financial Machine Learning
Sotirios D. Nikolopoulos · 2026 · advanced · statistics
backtesting · financial machine learning · hypothesis testing · machine learning · statistical inference
SPX-VIX Risk Computations Via Perturbed Optimal Transport
Charlie Che, Guofan Hu, Hanxuan Lin · 2026 · advanced · options
model calibration · optimization · risk management
Square-Root Price Impact Is Necessary for Endogenous Manipulation Cycles in Learning-Agent Markets
Jianwen Chen, Ruipeng Wei, Yang Zhou · 2026 · advanced · quantitative trading
quantitative trading
Squeezed Covariance Matrix Estimation: Analytic Eigenvalue Control
Layla Abu Khalaf, William Smyth · 2025 · advanced · portfolio management
linear algebra · portfolio optimization
Stabilising Lifetime PD Models under Forecast Uncertainty
Vahab Rostampour · 2025 · advanced · risk management
credit risk · statistics · stochastic processes
Stability and Dual Valuation of Contingent Claims under Rockafellian Perturbations
Julio Deride, Nicolás Hernández, Wolfgang Breytmann · 2026 · advanced · derivatives
convex optimization · mathematical finance · optimization
Stability of Change-of-Numéraire Reweighting: An Exact Wasserstein Boundary
Shaosai Huang · 2026 · advanced · stochastic calculus
probability
Stability of the Epstein-Zin problem
Michael Monoyios, Oleksii Mostovyi · 2022 · advanced · stochastic calculus
mathematical finance · optimization · stochastic processes
Stability periods between financial crises: The role of macroeconomic fundamentals and crises management policies
Daniel Kapp, Francesco Molteni, Zorobabel Bicaba · 2011 · advanced · risk management
banking · economic policy · financial stability · statistics
Stabilizing monetary systems: sterling's currency and credit markets from the 12th to the 21st C
Anthony Hotson · 2012 · intermediate · risk management
banking · credit markets
Stablecoin Design with Adversarial-Robust Multi-Agent Systems via Trust-Weighted Signal Aggregation
Aditya Joshi, Andrey Kuehlkamp, Jarek Nabrzyski · 2026 · advanced · risk management
decentralized finance · market risk · risk management · stress testing
Stablecoins and the Emerging Hybrid Monetary Ecosystems
Hongzhe Wen, Jamie Zhang, R. S. M. Lau · 2025 · intermediate · risk management
econometrics
Stablecoins under Stress in a National Economy: Transaction-Level Evidence from Austrian Crypto-Asset Service Providers
Bernhard Haslhofer, Burkhard Raunig, Christos Makridis · 2026 · intermediate · risk management
cryptocurrencies · financial stability
StableEval Arena: A Cost-Aware Agentic Benchmark for Stablecoin Price Stability Prediction
Dongping Liu, Luyao Zhang, Sean Wan · 2026 · intermediate · machine learning
large language models · machine learning · time series
Stacked Generalization for Robust Prediction of Trust and Private Equity on Financial Performances
Alan Wilson, Kaixian Xu, Yunxiang Gan · 2024 · intermediate · machine learning
machine learning · neural networks · regression
Stackelberg Equilibria in Monopoly Insurance Markets with Probability Weighting
Benxuan Shi, Bin Li, Maria Andraos · 2026 · advanced · risk management
insurance · optimization · probability
Standard and stressed value at risk forecasting using dynamic Bayesian networks
Eden Gross, Francois Toerien, Ryan Kruger · 2025 · advanced · risk management
backtesting · bayesian statistics · market risk · risk management · stress testing · time series
Standard Benchmarks Fail -- Auditing LLM Agents in Finance Must Prioritize Risk
Jiaao Chen, Jianda Chen, Misha Sra · 2025 · advanced · machine learning
large language models · risk management · stress testing
Start-up Finance, Monitoring and Collusion
Dessi, Roberta · 2004 · advanced · other
financial economics
State Aid and Competition in Banking: the Case of China in the Late Nineties
Patrick Van Cayseele, Xiaoqiang Cheng · 2009 · intermediate · risk management
banking · econometrics
State spaces of multifactor approximations of nonnegative Volterra processes
Christian Bayer, Eduardo Abi Jaber, Simon Breneis · 2024 · advanced · stochastic calculus
stochastic differential equations · stochastic processes
State-dependent Asset Allocation Using Neural Networks
Davood Pirayesh Neghab, Reza Bradrania · 2022 · intermediate · portfolio management
financial machine learning · machine learning · neural networks · portfolio management · portfolio optimization
State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing
Gareth W. Peters, Nino Kordzakhia, Pavel V. Shevchenko · 2024 · advanced · fixed income
fixed income · interest rates · regression · stress testing · term structure models
Static marginal expected shortfall: Systemic risk measurement under dependence uncertainty
Edward Furman, Jinghui Chen, X. Sheldon Lin · 2025 · advanced · risk management
systemic risk
Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets
Hua Zong, Jun Deng, Yun Wang · 2022 · advanced · options
decentralized finance · derivatives · liquidity · option pricing · options hedging
Stationary Distributions of the Mode-switching Chiarella Model
Jean-Philippe Bouchaud, Jutta G. Kurth · 2025 · advanced · stochastic calculus
probability · stochastic processes
Statistical analysis and modeling of the opening and closing auctions of financial markets
Mohammed Salek · 2024 · advanced · quantitative trading
equity markets · market microstructure · statistics
Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE
Arkadiusz Lipiecki, Bartosz Uniejewski, Katarzyna Maciejowska · 2025 · intermediate · time series
statistics · time series
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization
Agnieszka Wyłomańska, Damian Jelito, Kewin Pączek · 2025 · advanced · statistics
optimization · portfolio optimization · risk management · statistics · tail risk
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Adam Korniejczuk, Robert Ślepaczuk · 2024 · advanced · quantitative trading
algorithmic trading · machine learning · pairs trading · risk management · statistical arbitrage · transaction costs
Statistical Arbitrage in Options Markets by Graph Learning and Synthetic Long Positions
Diego Klabjan, Yoonsik Hong · 2025 · advanced · quantitative trading
financial machine learning · machine learning · statistical arbitrage
Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques
Marek Adamczyk, Michał Dąbrowski · 2025 · advanced · quantitative trading
backtesting · deep learning · machine learning · neural networks · pairs trading · statistical arbitrage
Statistical Arbitrage in Rank Space
G. Papanicolaou, Y. -F. Li · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · statistical arbitrage
Statistical Arbitrage in the U.S. Equities Market
Jeong-Hyun Lee, Marco Avellaneda · 2008 · advanced · quantitative trading
backtesting · statistical arbitrage
Statistical arbitrage portfolio construction based on preference relations
Andro Merćep, Fredi Šarić, Stjepan Begušić · 2023 · advanced · quantitative trading
pairs trading · statistical arbitrage
STATISTICAL INFERENCE FOR ROUGH VOLATILITY: CENTRAL LIMIT THEOREMS
Carsten Chong, Grégoire Szymanski, Marc Hoffmann · 2022 · advanced · statistics
rough volatility · statistical inference · statistics · stochastic processes
Statistical inference for rough volatility: Minimax Theory
Carsten Chong, Grégoire Szymanski, Marc Hoffmann · 2022 · advanced · statistics
brownian motion · rough volatility · statistical inference · stochastic processes
Statistical Inference for Score Decompositions
Marius Puke, Timo Dimitriadis · 2026 · advanced · statistics
hypothesis testing · statistical inference
Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy
Christian Bongiorno, Damien Challet · 2022 · advanced · statistics
causal inference · hypothesis testing · statistical inference · time series
Statistical Inference on Stochastic Dominance Efficiency. Do Omitted Risk Factors Explain the Size and Book-to-Market Effects?
Post, G.T. · 2003 · advanced · statistics
asset pricing · hypothesis testing · statistical inference
Statistical Learning with Sublinear Regret of Propagator Models
Eyal Neuman, Yufei Zhang · 2023 · advanced · quantitative trading
algorithmic trading · optimization
Statistical modeling of SOFR term structure
Teemu Pennanen, Waleed Taoum · 2025 · advanced · fixed income
derivatives · fixed income · interest rates · term structure models
Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoring
Abdullah Karasan, Alper Hekimoğlu · 2026 · advanced · risk management
credit risk · hypothesis testing · statistical inference
Statistical properties of stock order books: empirical results and models
J. -P. Bouchaud, M. Mezard, M. Potters · 2002 · advanced · quantitative trading
market microstructure · statistics
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revised: 10-85)
Andrew W. Lo · advanced · statistics
derivatives · hypothesis testing · mathematical finance · option pricing · statistical inference · statistics
Statistical Tests of Contingent Claims Asset-Pricing Models: A New Methodology (Revision of 19-84)
Andrew W. Lo · advanced · statistics
asset pricing · derivatives · hypothesis testing · mathematical finance · option pricing · statistical inference
Statistical theory of the continuous double auction
Eric Smith, J. Doyne Farmer, Laszlo Gillemot · 2002 · advanced · quantitative trading
market microstructure · probability · stochastic processes
Statistical Validation of Contagion Centrality in Financial Networks
Agathe Sadeghi, Zachary Feinstein · 2024 · advanced · risk management
contagion · financial networks · statistical inference · statistics · systemic risk
Statistically distinguishable rating scale
Mikhail Pomazanov · 2025 · intermediate · risk management
credit risk · hypothesis testing · statistical inference
STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET
Damien Challet, Mehdi Lallouache, Rémy Chicheportiche · 2018 · advanced · quantitative trading
foreign exchange · statistical inference
Statistics of Extremes for the Insurance Industry
Hansjoerg Albrecher, Jan Beirlant · 2025 · intermediate · risk management
extreme value theory · insurance · statistics · tail risk
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
Arkadiusz Lipiecki, Kaja Bilinska, Nicolaos Kourentzes · 2025 · intermediate · time series
machine learning · neural networks · regression · time series
Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets
Arkadiusz Lipiecki, Nikolaos Kourentzes, Rafal Weron · 2026 · intermediate · time series
time series
Sticky Expectations and the Profitability Anomaly
CFM · 2018 · advanced · statistics
asset pricing · behavioral finance · financial economics
Stiff Field Theory of Interest Rates and Psychological Future Time
CFM · 2004 · advanced · fixed income
interest rates · mathematical finance · stochastic processes · term structure models
Still Not Cheap: Portfolio Protection in Calm Markets
Roni Israelov · 2015 · intermediate · options
derivatives · option pricing
STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing
Alba Villarino, Aser Cortines, Carolina Allende · 2026 · advanced · options
derivatives · numerical methods · option pricing
Stochastic Approaches to Asset Price Analysis
Michael Sekatchev, Zhengxiang Zhou · 2024 · advanced · time series
statistical inference · stochastic processes
Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach
Kuo-Ping Chang · 2026 · advanced · options
derivatives · option pricing
Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
Guanxing Fu, Xiaonyu Xia, Xinman Cheng · 2026 · advanced · stochastic calculus
mathematical finance · optimization · probability · stochastic calculus · stochastic differential equations · stochastic processes
Stochastic Discount Factors with Cross-Asset Spillovers
Doron Avramov, Xin He · 2026 · advanced · statistics
asset pricing · optimization
Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network
Yang Liu, Zeyun Hu · 2025 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Stochastic Evolution of Distributions - Applications to CDS indices
Antoine Kornprobst, Guillaume Bernis, Nicolas Brunel · 2017 · advanced · fixed income
credit derivatives · credit risk · stochastic differential equations · stochastic processes
Stochastic Expansion for the Pricing of Asian and Basket Options
Fabien Le Floc'h · 2024 · advanced · options
derivatives · mathematical finance · option pricing · stochastic calculus
Stochastic factors can matter: improving robust growth under ergodicity
Balint Binkert, David Itkin, Josef Teichmann · 2025 · advanced · portfolio management
optimization · pairs trading · partial differential equations · portfolio optimization · stochastic processes
Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance
Christoph Reisinger, Michael B. Giles · 2012 · advanced · stochastic calculus
monte carlo simulation · numerical methods · partial differential equations · stochastic processes
Stochastic Gradient Descent in the Optimal Control of Execution Costs
Simeon Kolev · 2024 · intermediate · quantitative trading
optimal execution · optimization
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance
Kardaras, Constantinos · 2024 · advanced · stochastic calculus
martingales · mathematical finance · stochastic calculus · stochastic processes
Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Local Volatility Models
Gudmund Pammer, Manuel Hasenbichler, Mathias Beiglböck · 2026 · advanced · options
martingales · model calibration · numerical methods · optimization · stochastic processes
Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
Blake, David, Cairns, Andrew J. G., Dowd, Kevin · 2004 · advanced · portfolio management
optimization · pensions · portfolio management · portfolio optimization · stochastic processes
Stochastic Loss Reserving: Dependence and Estimation
Andrew Fleck, Edward Furman, Yang Shen · 2024 · advanced · risk management
insurance · statistical inference · statistics
Stochastic Mortality Model with Fractional Lévy Dynamics
Congxin He, Lilian Hu, Yifan Ye · 2026 · advanced · risk management
numerical methods · stochastic processes
Stochastic mortality, macroeconomic risks, and life insurer solvency
Gründl, Helmut, Hanewald, Katja, Post, Thomas · 2011 · advanced · risk management
insurance · stochastic processes
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
Hanyue Huang, Qiguo Sun, Xibei Yang · 2025 · advanced · options
derivatives · optimization · portfolio optimization · risk management · stochastic calculus
Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution
Mingxin Guo, Zuo Quan Xu · 2024 · advanced · stochastic calculus
optimization · partial differential equations · stochastic processes
Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
Antony Ware, Jinniao Qiu, Yang Yang · 2024 · advanced · options
deep learning · derivatives · model calibration · numerical methods · option pricing · stochastic differential equations
Stochastic PDEs for large portfolios with general mean-reverting volatility processes
Ben Hambly, Nikolaos Kolliopoulos · 2019 · advanced · risk management
brownian motion · credit risk · partial differential equations · stochastic differential equations · stochastic processes
Stochastic Perron's Method for the Probability of lifetime ruin problem under transaction costs
Erhan Bayraktar, Yuchong Zhang · 2014 · advanced · stochastic calculus
optimization · partial differential equations
Stochastic Policy Gradient Methods in the Uncertain Volatility Model
Gr{é}goire Loeper, Jean-Fran{\c c}ois Chassagneux, Jean-Philippe Lemor · 2026 · advanced · options
monte carlo simulation · neural networks · option pricing · reinforcement learning
Stochastic portfolio theory with price impact
David Itkin · 2025 · advanced · quantitative trading
mathematical finance · portfolio management · stochastic processes
Stochastic Portfolio Theory: A Machine Learning Perspective
Alexander Vervuurt, Yves-Laurent Kom Samo · 2016 · advanced · portfolio management
machine learning · portfolio management
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures
Chen Hu, Kouxiao Zhang · 2025 · advanced · quantitative trading
market microstructure · stochastic differential equations · stochastic processes
Stochastic simulation framework for the Limit Order Book using liquidity motivated agents
Efstathios Panayi, Gareth Peters · 2015 · advanced · quantitative trading
market microstructure · model calibration · optimization · stochastic processes
Stochastic skew in currency options☆
Liuren Wu, Peter W. Carr · 2007 · advanced · options
foreign exchange · option pricing · stochastic processes
Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows
Mohamed M'Rad, Nicole El Karoui · 2010 · advanced · stochastic calculus
optimization · portfolio optimization · stochastic calculus · stochastic processes
Stochastic Volatility
Luca Benzoni, Torben G. Andersen · 2010 · advanced · time series
option pricing · statistical inference · stochastic processes
Stochastic Volatility in Mean Models with Heavy Tails: A Fast Approximate Bayesian Inference Using Hidden Markov Models
Bruno E. Holtz, Carlos A. Abanto-Valle, Gabriel Rodríguez · 2026 · advanced · time series
bayesian statistics · statistics · stochastic processes · time series
Stochastic Volatility Model with Sticky Drawdown and Drawup Processes: A Deep Learning Approach
Gongqiu Zhang, Pingping Jiang, Yuhao Liu · 2025 · advanced · options
deep learning · model calibration · neural networks · option pricing · partial differential equations · stochastic processes
Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting
Anna Perekhodko, Robert Ślepaczuk · 2025 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · stochastic processes · time series
Stochastic volatility with leverage: fast likelihood inference
Jouchi Nakajima, Neil Shephard, Siddhartha Chib · 2004 · advanced · time series
bayesian statistics · monte carlo simulation · statistical inference
Stochastic Volatility, Jumps, and Rates: A Unified Framework for Option Pricing and Term-Structure Simulation
Ajay Kumar Verma, Neo Paul Lesupi, Nunik Srikandi Putri · 2026 · advanced · options
interest rates · model calibration · option pricing · stochastic processes · volatility surface
Stochastic volatility: likelihood inference and comparison with ARCH models
Neil Shephard, Sangjoon Kim · 1994 · advanced · time series
bayesian statistics · garch · monte carlo simulation · statistical inference · stochastic processes
Stock and Bond Relationships in Asia
Johansson, Anders C. · 2010 · advanced · time series
equity markets · stochastic processes · time series
Stock exchange price currents, financial information and market transparency: an introduction
Angelo Riva, Joost Jonker · 2022 · intermediate · quantitative trading
quantitative trading
Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
Gurjeet Dhesi, Marcel Ausloos, Yining Zhang · 2021 · intermediate · time series
econometrics · garch · time series
Stock Investment: The p-index Approach
Bopei Nie, Kuo-Ping Chang, Xinzhao Xie · 2026 · intermediate · portfolio management
equity markets · momentum · option pricing
Stock Market Beliefs and Portfolio Choice in the General Population
Christian Zimpelmann · 2021 · intermediate · portfolio management
portfolio management
Stock Market Development and Economic Growth: A matter of informational problems
S Capasso · 2003 · advanced · other
credit markets · equity markets · financial economics
Stock Market Directional Bias Prediction Using ML Algorithms
Ryan Chipwanya · 2023 · intermediate · machine learning
financial machine learning · machine learning · neural networks · time series
Stock market downswing and the stability of European monetary union money demand
Carstensen, Kai · 2006 · intermediate · time series
econometrics · equity markets
Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies
Amine Raboun, Charles‐Albert Lehalle, Marie Brière · 2019 · intermediate · quantitative trading
transaction costs
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
Francisco Gomes, Joao Cocco, John Y. Campbell · 2000 · advanced · portfolio management
portfolio management · portfolio optimization
Stock market microstructure inference via multi-agent reinforcement learning
B. Gutkin, I. Lazarevich, J. Lussange · 2019 · advanced · quantitative trading
machine learning · market microstructure · reinforcement learning
Stock market participation, portfolio choice and pensions over the life-cycle
Ball, S. · 2007 · intermediate · portfolio management
financial economics · pensions
Stock Market Performance in the Media: Reporting Big News, Missing the Big Picture?
Antonio Ciccone, Felix Rusche · 2026 · intermediate · statistics
equity markets · financial economics
Stock Market Prediction Using Node Transformer Architecture Integrated with BERT Sentiment Analysis
Hussein Al Osman, Mahtab Haj Ali, Mohammad Al Ridhawi · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series
Stock Market Prediction via Deep Learning Techniques: A Survey
Ehsan Abbasnejad, Haiyao Cao, Javen Qinfeng Shi · 2022 · intermediate · machine learning
deep learning · machine learning · neural networks
Stock Market Price Prediction using Neural Prophet with Deep Neural Network
Bireswar Banerjee, Navin Chhibber, Navneet Kumar Tyagi · 2026 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revised: 29-87)
Andrew W. Lo, Craig A. MacKinlay · intermediate · time series
econometrics · hypothesis testing · statistical inference · time series
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (Revision of 5-87)
Andrew W. Lo, Craig A. MacKinlay · intermediate · time series
econometrics · hypothesis testing · statistics · time series
Stock Market Reactions to Conflict Diamond Trading Restrictions and Controversies
William Seitz · 2012 · intermediate · statistics
equity markets · financial economics
Stock Market Returns in the Long Run: Participating in the Real Economy
Peng Chen, Roger Ibbotson · 2002 · intermediate · statistics
equity markets
Stock market spillovers via the global production network: Transmission of U.S. monetary policy
Galina Hale, Julian di Giovanni · 2020 · advanced · statistics
econometrics · equity markets
Stock market tournaments
Ozdenoren, Emre, Yuan, Kathy · 2012 · advanced · other
other
Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory
Jinge Wu, Junbang Huo, Mingwen Liu · 2021 · intermediate · machine learning
deep learning · machine learning · neural networks
Stock Market Volatility and Learning
Albert Marcet, Juan Pablo Nicolini, Klaus Adam · 2011 · advanced · other
asset pricing · econometrics
Stock Movement Prediction with Financial News using Contextualized Embedding from BERT
Qinkai Chen · 2021 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks
Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism
Chang Zong, Hang Zhou · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market
Aaditya Raj, Arpit Awad, Gourav Ray · 2022 · intermediate · portfolio management
backtesting · deep learning · machine learning · portfolio optimization · regression · time series
Stock Prediction: a method based on extraction of news features and recurrent neural networks
Hongfei Yan, Weizheng Chen, Zeya Zhang · 2017 · intermediate · machine learning
deep learning · machine learning · natural language processing · neural networks
Stock price formation: useful insights from a multi-agent reinforcement learning model
B. Gutkin, J. Lussange, S. Bourgeois-Gironde · 2019 · advanced · machine learning
machine learning · reinforcement learning
Stock price jumps: news and volume play a minor role
CFM · 2008 · advanced · time series
jump processes · market microstructure
Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
Md Kamrul Siam, Opeyemi Sheu Alamu · 2024 · intermediate · time series
deep learning · machine learning · neural networks · statistics · time series
Stock Price Prediction Using a Hybrid LSTM-GNN Model: Integrating Time-Series and Graph-Based Analysis
Armin Moin, Atta Badii, Meet Satishbhai Sonani · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Stock Price Prediction using Dynamic Neural Networks
David Noel · 2023 · beginner · machine learning
financial machine learning · machine learning · neural networks · time series
Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage
Balbinder Singh Gill, Kose John, Sherry Hu · 2022 · intermediate · statistics
asset pricing · equity markets · statistics
Stock prices under pressure: how tax and interest rates drive returns at the turn of the tax year
Kang, Johnny, Pekkala, Tapio, Polk, Christopher · 2011 · intermediate · statistics
asset pricing · equity markets · interest rates
Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling
Javier Sanz-Cruzado, Richard McCreadie, Yejin Kim · 2024 · advanced · machine learning
machine learning · neural networks
Stock Return and Cash Flow Predictability: The Role of Volatility Risk
Hao Zhou, Lai Xu, Tim Bollerslev · 2012 · advanced · time series
asset pricing · financial economics
Stock returns forecast: an examination by means of Artificial Neural Networks
Aurelio F. Bariviera, Laura Lanzarini, Martin Iglesias Caride · 2018 · intermediate · machine learning
machine learning · market efficiency · neural networks · time series
Stock Returns, Inflation and the Volatility of Growth in the Money Supply
John M. Liew · 1995 · intermediate · statistics
asset pricing · equity markets
Stock selection strategies in emerging markets
Dick van Dijk, Erica Slagter, Jaap van der Hart · 2003 · intermediate · portfolio management
behavioral finance · momentum
Stock Trading Volume Prediction with Dual-Process Meta-Learning
Keiko Harimoto, Ruibo Chen, Ruihan Bao · 2022 · advanced · machine learning
financial machine learning · machine learning
Stock Type Prediction Model Based on Hierarchical Graph Neural Network
Bingxing Wang, Honglin Qin, Hongye Zheng · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder
Alexander Y Shestopaloff, Parley R Yang · 2024 · intermediate · time series
deep learning · machine learning · neural networks · time series
Stock-bond return co-movement and accounting information
Cascino, Stefano · 2017 · intermediate · fixed income
fixed income
STOCK-JEPA: Prior-Anchored Latent Revision Representation Learning in Equity Markets
Jiahe Yi, Jianhui Zhang, Shuo Sun · 2026 · advanced · machine learning
deep learning · equity markets · financial machine learning · machine learning
StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series
Hoyoul Luis Youn, Jean Lee, Josiah Poon · 2023 · intermediate · machine learning
deep learning · financial machine learning · machine learning · natural language processing · neural networks · time series
Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks
Bohan Ma, Jing Chen, Yuan Lu · 2023 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
StockGPT: A GenAI Model for Stock Prediction and Trading
Dat Mai · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Stockholding in France: the role of financial literacy and information
Frédéric Savignac, Luc Arrondel, Majdi Debbich · 2015 · intermediate · statistics
financial economics
StockMem: An Event-Reflection Memory Framework for Stock Forecasting
Hailiang Huang, He Wang, Songqiao Han · 2025 · intermediate · machine learning
financial machine learning · large language models · machine learning · natural language processing
Stocks are a Good Hedge for Inflation (In the Long Run)
Jacob Boudoukh, Matthew Richardson · intermediate · statistics
equity markets · financial economics
Stocks Hedge Against Inflation In The Long Run: Evidence From A Coin- Tegration Analysis For Denmark
Olesen, Jan Overgaard · 2000 · intermediate · statistics
econometrics · hypothesis testing · time series
StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
Amit Kumar, Chang-Tien Lu, Linhan Wang · 2024 · advanced · machine learning
financial machine learning · large language models · time series
Storage Options and Endogenous Commodity Prices in Continuous Time
Erfan Salavati, Hojatollah Adibi, Nader Karimi · 2026 · advanced · stochastic calculus
commodities · mathematical finance · numerical methods · partial differential equations
Strapped for cash: the role of financial constraints for innovating firms
Andreas Moxnes, Esther Ann Boler, Karen Helene Ulltveit-Moe · 2023 · advanced · other
causal identification · corporate finance · credit markets · financial economics
STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
Dhagash Mehta, Dhruv Desai, Jerinsh Jeyapaulraj · 2025 · intermediate · machine learning
exchange traded funds · machine learning
Strassen's theorem for biased convex order
Beatrice Acciaio, Evgeny Kolosov, Gudmund Pammer · 2025 · advanced · stochastic calculus
martingales · measure theory · probability · stochastic processes
STRATEGIC ASSET ALLOCATION FOR LONG‐TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION
Peter C. Schotman, R.P.P.M. Hoevenaars, Roderick D. J. Molenaar · 2013 · advanced · portfolio management
bayesian statistics · econometrics · time series
Strategic Asset Allocation with Illiquid Alternatives
Alex Ulitsky, Eric Luxenberg, Kunal Menda · 2022 · advanced · portfolio management
convex optimization · liquidity risk · optimization · portfolio management · portfolio optimization · stochastic processes
Strategic competition in informal risk sharing mechanism versus collective index insurance
Attila Szolnoki, Liang Zhang, Lichen Wang · 2025 · intermediate · risk management
insurance · risk management
Strategic complementarity of information acquisition in a financial market with discrete demand shocks
Christophe Chamley · 2007 · advanced · quantitative trading
financial economics
Strategic Index Reconstitution: Differential Games, Closed-Loop Equilibria and Mean-Field Dynamics
Jose Blanchet, Lukas-Benedikt Fiechtner · 2026 · advanced · quantitative trading
financial economics
Strategic Informed Trading and the Value of Private Information
Michail Anthropelos, Scott Robertson · 2024 · advanced · quantitative trading
asset pricing · financial economics · market microstructure
Strategic investment, industry concentration and the cross section of returns
Bustamante, Maria Cecilia · 2011 · advanced · other
asset pricing · corporate finance · real options
Strategic Learning and Trading in Broker-Mediated Markets
Alif Aqsha, Fayçal Drissi, Leandro Sánchez-Betancourt · 2024 · advanced · quantitative trading
financial economics · liquidity · market microstructure
Strategic Liquidity Supply and Security Design
Biais, Bruno, Mariotti, Thomas · 2004 · advanced · quantitative trading
financial economics · liquidity · market microstructure
Strategic news releases in equity vesting months
Edmans, Alex, Goncalves-Pinto, Luis, Groen-Xu, Moqi · 2018 · intermediate · other
other
Strategic OTC market making with reputation feedback
Alexander Barzykin · 2026 · advanced · quantitative trading
market making · market microstructure · optimization · stochastic processes
Strategic Risk Reduction: Self-Protection and Self-Insurance
Wing Fung Chong · 2026 · advanced · risk management
insurance · optimization · risk management · tail risk
Stress Amplified Resilience: ESG and Joint Fragility in Equity Markets
Jiayu Yi, Minxuan Hu, Qishi Zhan · 2026 · advanced · risk management
equity markets · esg · liquidity risk · machine learning · tail risk
Stress index strategy enhanced with financial news sentiment analysis for the equity markets
Baptiste Lefort, Beatrice Guez, David Saltiel · 2024 · advanced · quantitative trading
large language models · natural language processing
Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets
Manuela Geranio, Valter Lazzari · 2019 · intermediate · statistics
equity markets
Stress testing the resilience of financial networks
Andreea Minca, Hamed Amini, Rama Cont · 2012 · advanced · risk management
contagion · financial networks · stress testing
Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
Kiyoshi Kanazawa, Yuki Sato · 2024 · advanced · quantitative trading
market microstructure · statistics
Strictly monotone mean-variance preferences with applications to portfolio selection
Jingzhen Liu, Yike Wang, Yusha Chen · 2024 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning
An Chen, Giorgio Ferrari, Shihao Zhu · 2023 · advanced · portfolio management
mathematical finance · optimization · portfolio management · portfolio optimization
Strong denoising of financial time-series
Matthias J. Feiler · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Strong existence and uniqueness of a calibrated local stochastic volatility model
Scander Mustapha · 2024 · advanced · stochastic calculus
mathematical finance · model calibration · option pricing · stochastic differential equations · stochastic processes
Strong Solutions and Quantization-Based Numerical Schemes for a Class of Non-Markovian Volatility Models
Gilles Pagès, Martino Grasselli · 2025 · advanced · stochastic calculus
mathematical finance · numerical methods · stochastic differential equations · stochastic processes
Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital
Ian Berk, Massimo Guidolin, Monia Magnani · 2023 · intermediate · statistics
asset pricing · equity markets · esg
Structural Changes in Corporate Bond Underpricing
Florian Nagler, Giorgio Ottonello · 2017 · advanced · fixed income
fixed income
Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach
Imran Ansari, Kundan Mukhia, Md. Nurujjaman · 2026 · advanced · statistics
equity markets · statistics
Structural Estimation of Time-Varying Spillovers:an Application to International Credit Risk Transmission
Arthur Stalla-Bourdillon, Lukas Boeckelmann · 2021 · advanced · time series
credit risk · econometrics · garch · time series
Structural importance and evolution: an application to financial transaction networks
Barucca, Paolo, Caccioli, Fabio, Seabrook, Isobel · 2022 · advanced · risk management
equity markets · financial networks · linear algebra
Structural Limits of OHLCV-Based Intraday Momentum Signals in MNQ Futures: A Systematic Falsification Study
Mathias Mesfin · 2026 · intermediate · quantitative trading
backtesting · momentum · transaction costs
Structural Modelling of Financial Constraints on Investment: Where Do We Stand?
Jean-Bernard Chatelain · 2003 · intermediate · statistics
econometrics
Structural Optimism in Public Pension Plan Return Forecasts
Two Sigma · 2017 · intermediate · portfolio management
pensions
Structural relationships between cryptocurrency prices and monetary policy indicators
Jennifer Castle, Takamitsu Kurita · 2022 · intermediate · time series
cryptocurrencies · econometrics · time series
Structure and determinants of financial covenants in leveraged buyouts - evidence from an economy with strong creditor rights
Achleitner, Ann-Kristin, Braun, Reiner, Tappeiner, Florian · 2009 · intermediate · other
corporate finance
Structure of Monetary Assets in Transition Economies: Financial Innovation and Structural Transformation
Boris Najman, Gérard Duchêne, Ramona Jimborean · 2006 · intermediate · statistics
banking · econometrics · financial economics · panel data
Structure-Aware Variational State Preparation for Quantum Basket Option Pricing
Chihoon Lee, Daniel K. Park, Dongwoo Kim · 2026 · advanced · options
derivatives · option pricing
Structured climate financing: valuation of CDOs on inhomogeneous asset pools
N. Packham · 2020 · advanced · risk management
climate finance · copulas · credit risk · risk management
Structured Dictionary Learning of Rating Migration Matrices for Credit Risk Modeling
Clara Lage, Edwin Mangin, Emmanuel Gobet · 2024 · advanced · risk management
credit risk · machine learning
Structured Event Representation and Stock Return Predictability
Dandan Qiao, Gang Li, Mingxuan Zheng · 2025 · advanced · machine learning
deep learning · financial machine learning · large language models · machine learning · natural language processing · neural networks
Structured factor copulas for modeling the systemic risk of European and United States banks
Audronė Virbickaitė, Hoang Nguyen, M. Concepción Ausín · 2024 · advanced · risk management
contagion · copulas · credit risk · systemic risk
Structured portfolio analysis under SharpeOmega ratio
Jean-Luc Prigent, Rania Hentati · 2012 · intermediate · portfolio management
derivatives · optimization · portfolio optimization
Style Investing in Fixed Income
Diogo Palhares, Scott A. Richardson · 2018 · intermediate · portfolio management
factor investing · fixed income
Style Investing in Fixed Income Markets
Scott A. Richardson · 2018 · intermediate · portfolio management
factor investing · fixed income
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
Hamza Bodor, Laurent Carlier · 2024 · intermediate · quantitative trading
market microstructure · statistics
Stylized Facts and Their Microscopic Origins: Clustering, Persistence, and Stability in a 2D Ising Framework
Claudio Oscar Dorso, Hernán Ezequiel Benítez · 2025 · advanced · time series
time series
Stylized facts in money markets: an empirical analysis of the eurozone data
Damien Challet, Michael Benzaquen, Nolwenn Allaire · 2024 · advanced · risk management
banking · financial networks · liquidity
Stylized facts in Web3
A. Christian Silva, Shen-Ning Tung, Wei-Ru Chen · 2024 · intermediate · statistics
cryptocurrencies · decentralized finance · statistics · time series
Stylized Facts of High-Frequency Bitcoin Time Series
Fernando Alonso-Marroquin, Karina Arias-Calluari, M. N. Najafi · 2024 · advanced · time series
statistics · stochastic processes · time series
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility
Teräsvirta, Timo, Zhao, Zhenfang · 2007 · intermediate · time series
garch · statistics · time series
Subadditivity re–examined: the case for value-at-risk
Danielsson, Jon, Jorgensen, Bjørn N., Mandira, Sarma · 2005 · intermediate · risk management
risk management
Subgame Perfect Nash Equilibria in Large Reinsurance Markets
Maria Andraos, Mario Ghossoub, Michael B. Zhu · 2025 · advanced · risk management
insurance
Subjective Life Horizon and Portfolio Choice
Spaenjers , Christophe, Spira, Sven Michael · 2013 · intermediate · portfolio management
portfolio management
Subjective Return Expectations, Perceptions, and Portfolio Choice
Hector Calvo-Pardo, Luc Arrondel, Xisco Oliver · 2022 · intermediate · portfolio management
equity markets
Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective
Adam Szyszka, Jørgen Vitting Andersen, Marcin Rzeszutek · 2024 · advanced · time series
behavioral finance
Subleading correction to the Asian options volatility in the Black-Scholes model
Dan Pirjol · 2024 · advanced · options
mathematical finance · option pricing · stochastic processes
Submodular financial markets with frictions
Alain Chateauneuf, Bernard Cornet · 2022 · advanced · derivatives
mathematical finance
Submodular risk measures
Jingcheng Yu, Ruodu Wang · 2026 · advanced · risk management
risk management
Subsidiary Financing: Risk Shifting as a Commitment Device
Alan D. Morrison, Gyöngyi Loranth, Jing Zeng · 2026 · advanced · other
corporate finance
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options
Jaehyuk Choi · 2018 · advanced · options
derivatives · numerical methods · option pricing
Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023)
Yun Liao · 2024 · intermediate · statistics
banking · panel data
Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
Ruihui Xu, Yun Liao · 2023 · intermediate · risk management
banking
Super-exponential growth expectations and the global financial crisis
Leiss, Matthias, Nax, Heinrich H., Sornette, Didier · 2015 · advanced · options
derivatives · option pricing
Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
Emmanuel Lepinette, Tahir Choulli · 2024 · advanced · derivatives
stochastic processes
Super-Replication of the Best Pairs Trade in Hindsight
Alex Garivaltis · 2018 · advanced · quantitative trading
algorithmic trading · pairs trading · portfolio management
SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems
Angshul Majumdar, Emilie Chouzenoux, Giovanni Chierchia · 2021 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Superhedging under Proportional Transaction Costs in Continuous Time
Atiqah Almuzaini, Jin Ma, Çağın Ararat · 2025 · advanced · options
stochastic processes · transaction costs
Supervised Autoencoder MLP for Financial Time Series Forecasting
Bartosz Bieganowski, Robert Slepaczuk · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
Bartosz Bieganowski, Robert Ślepaczuk · 2024 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · machine learning · neural networks · time series
Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes
Ali Hirsa, Amir Oskoui, Tugce Karatas · 2019 · advanced · options
deep learning · derivatives · jump processes · machine learning · model calibration · neural networks
Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting
Ali Hirsa, Federico Klinkert, Tugce Karatas · 2021 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Supervised Similarity for Firm Linkages
Adrian Banner, Dario Villani, Jose Marques · 2025 · advanced · quantitative trading
financial machine learning · machine learning · momentum
Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning
Dhagash Mehta, Joshua Rosaler, Kharen Musaelian · 2025 · advanced · machine learning
financial machine learning · fixed income · machine learning
Supervised similarity learning for corporate bonds using Random Forest proximities
Dhagash Mehta, Dhruv Desai, Jerinsh Jeyapaulraj · 2022 · intermediate · machine learning
financial machine learning · machine learning
Supply and demand and the term structure of interest rates
Greenwood, Robin, Hanson, Samuel, Vayanos, Dimitri · 2024 · intermediate · fixed income
fixed income · interest rates · term structure models
Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability
Asef Yılkı · 2026 · advanced · machine learning
asset pricing · financial machine learning · large language models · machine learning · natural language processing
Supporting Financial Inclusion with Graph Machine Learning and Super-App Alternative Data
Alejandro Correa-Bahnsen, Andrés Rodríguez-Rey, Carlos Valencia · 2021 · intermediate · risk management
credit risk · machine learning · neural networks
Surface-Driven Stochastic Volatility for Commodity Options: Identification of Stochastic Vol-of-Vol and Leverage from Smile Dynamics
Arthur Steve Tchoneteck, Frederi Viens, Tingjia Zhang · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods · option pricing · stochastic processes · volatility surface
Surprise in short interest
Esad Smajlbegovic, Matthias Xaver Hanauer, Pavel Lesnevski · 2023 · intermediate · statistics
asset pricing · equity markets
Surprise! Higher Dividends = Higher Earnings Growth
Clifford S. Asness, Robert D. mname Arnott · 2003 · intermediate · time series
equity markets
Surrogate Monte Carlo
A. Christian Silva, Fernando F. Ferreira · 2021 · intermediate · time series
monte carlo simulation · time series
Surveying Generative AI's Economic Expectations
Leland Bybee · 2023 · intermediate · machine learning
large language models
Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
Baquero, G., Verbeek, M.J.C.M., ter Horst, J.R. · 2002 · advanced · statistics
hedge funds
Survive another day: does uncertain financing affect the composition of investment?
Garicano, Luis, Steinwender, Claudia · 2013 · intermediate · other
causal identification · corporate finance · financial economics · panel data
Survive Another Day: Using Changes in the Composition of Investments to Measure the Cost of Credit Constraints
Claudia Steinwender, Luis Garicano · 2013 · advanced · other
causal identification · corporate finance · credit markets
Survivorship Bias in Emerging Market Small-Cap Indices: Evidence from India's NIFTY Smallcap 250
Harjot Singh Ranse · 2026 · intermediate · portfolio management
backtesting · equity markets
Sustainability and trust: financial inclusion in the Global South
Forcadell, Francisco Javier, Mendez, Alvaro, Úbeda, Fernando · 2023 · intermediate · risk management
banking · esg
Sustainability-linked finance: bridging nature disclosure gaps in Southeast Asia
Broadstock, David C., Ranger, Nicola, Resendiz, Jose L. · 2025 · advanced · risk management
risk management
Sustainable and responsible management of central banks’ pension and own portfolios
Hyrske, Anna, Kyriakopoulou, Danae · 2022 · intermediate · portfolio management
esg · portfolio management · sustainable investing
Sustainable banking and trust in the global South
Forcadell, Francisco Javier, Mendez, Alvaro, Ubeda, Fernando · 2024 · intermediate · risk management
banking · causal identification · esg
Sustainable Commodities Investing
Michele L. Aghassi · 2025 · intermediate · portfolio management
commodities · esg · sustainable investing
Sustainable Finance Disclosure Regulation: Voluntary Signaling or Mandatory Disclosure?
Jeroen Derwall, Joop Huij, Kees Koedijk · 2024 · intermediate · statistics
causal inference · esg · mutual funds · statistical inference · sustainable investing
Sustainable Investment: ESG Impacts on Large Portfolio
Ruike Wu, Yanrong Yang, Yonghe Lu · 2026 · advanced · portfolio management
esg · optimization · portfolio management · portfolio optimization · statistics · sustainable investing
Sustainable Systematic Credit
Lukasz Pomorski, Peter Diep, Scott A. Richardson · 2022 · intermediate · fixed income
credit markets · esg · fixed income · portfolio optimization · sustainable investing
Switching between states and the COVID-19 turbulence
Ilias Aarab · 2025 · advanced · time series
asset pricing · equity markets
Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow
Alejandro Rodriguez Dominguez · 2026 · advanced · quantitative trading
market microstructure · stochastic processes
Symmetric or Asymmetric Interest Rate Adjustments? Evidence from Greece, Bulgaria and Slovenia
Prodromos Vlamis, Stelios Karagiannis, Yannis Panagopoulos · 2010 · intermediate · fixed income
econometrics · hypothesis testing · interest rates
Symmetry classification and invariant solutions of the classical geometric mean reversion process
Dapeng Gao, Jin Zhang · 2025 · advanced · stochastic calculus
partial differential equations
Synchronization in a market model with time delays
Ghassan Dibeh, Omar El Deeb · 2024 · advanced · time series
numerical methods
Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility
Jeffrey D. Varner, Jiawei Zhang, Julia Sun · 2026 · advanced · options
neural networks · option pricing · volatility surface
Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance
Adil Rengim Cetingoz, Charles-Albert Lehalle · 2025 · advanced · machine learning
financial machine learning · machine learning · portfolio management
Synthetic Financial Data Generation for Enhanced Financial Modelling
Christophe D. Hounwanou, Pierre Ntakirutimana, Yae Ulrich Gaba · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Synthetic or real? The equilibrium effects of credit default swaps on bond markets
Oehmke, Martin, Zawadowski, Adam · 2015 · advanced · fixed income
credit derivatives · credit markets · fixed income
Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
Mohammed Perves · 2024 · intermediate · other
corporate finance · equity valuation · machine learning
Systematic comparison of deep generative models applied to multivariate financial time series
Howard Caulfield, James P. Gleeson · 2024 · advanced · machine learning
deep learning · machine learning · time series
Systematic Covariance Envelopes from Wasserstein Geometry: Evidence from Language-Model Representations
Chun-Sung Huang, Marcus Gawronsky · 2024 · advanced · statistics
asset pricing · natural language processing · statistics
Systematic equity-based credit risk: A CEV model with jump to default
Alessandro Sbuelz, Luciano Campi, Simon Polbennikov · 2009 · advanced · risk management
credit risk · jump processes · mathematical finance · stochastic differential equations
Systematic Review on Reinforcement Learning in the Field of Fintech
Iyad Katib, Nadeem Malibari, Rashid Mehmood · 2023 · intermediate · machine learning
reinforcement learning
Systematization of Knowledge: Synthetic Assets, Derivatives, and On-Chain Portfolio Management
Abrar Rahman, Elliot Choi, Matthew Ding · 2022 · intermediate · derivatives
decentralized finance · derivatives
Systemic losses due to counterparty risk in a stylized banking system
Aste, Tomaso, Birch, Annika · 2014 · advanced · risk management
contagion · financial networks · financial stability · systemic risk
Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
Ana Isabel Castillo Pereda · 2026 · advanced · risk management
contagion · equity markets · financial networks · systemic risk
Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis
Ana I. C. Pereda · 2025 · advanced · risk management
contagion · equity markets · financial networks · monte carlo simulation · systemic risk
Systemic risk and the dynamics of temporary financial networks
Gong, Rui, Page, Frank · 2016 · advanced · risk management
financial networks · systemic risk
Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
Jin Zheng, John Cartlidge, Shiyu Zhang · 2026 · advanced · risk management
decentralized finance · financial networks · systemic risk
Systemic Risk in Financial Networks Revisited: Debt Dilution as a Backdoor Bail-in
Giorgia Piacentino, Jason Roderick Donaldson, Xiaobo Yu · 2026 · advanced · risk management
banking · financial networks · financial stability · liquidity risk · systemic risk
Systemic Risk in the European Insurance Sector
Andrea Consiglio, Giorgio Di Giorgio, Giovanni Bonaccolto · 2025 · advanced · risk management
insurance · systemic risk
Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks
Qian Hui, Tiandong Wang · 2025 · advanced · risk management
extreme value theory · financial networks · risk management · systemic risk
Systemic Risk of Optioned Portfolios: Controllability and Optimization
Jiali Ma, Shushang Zhu, Xiaochuan Pang · 2022 · advanced · risk management
options hedging · portfolio management · portfolio optimization · risk management · systemic risk
Systemic Risk Radar: A Multi-Layer Graph Framework for Early Market Crash Warning
Sandeep Neela · 2025 · advanced · risk management
deep learning · financial networks · machine learning · systemic risk
Systemic Risk Surveillance
Timo Dimitriadis, Yannick Hoga · 2026 · advanced · risk management
hypothesis testing · statistical inference · systemic risk
Systemic Risk-Shifting in Financial Networks
Elliott, M., Georg, C-P., Hazell, J. · 2020 · advanced · risk management
contagion · financial networks · systemic risk
Systemic risk, interbank relations and liquidity provision by the Central Bank
Bruno Parigi, Jean Charles Rochet, Xavier Freixas · 1999 · advanced · risk management
banking · financial networks · liquidity · liquidity risk · systemic risk
Systemic values-at-risk and their sample-average approximations
Wissam AlAli, Çağın Ararat · 2024 · advanced · risk management
financial networks · systemic risk
t ‐statistics for weighted means in credit risk modeling
Alec N. Kercheval, Kiseop Lee, Lisa R. Goldberg · 2005 · intermediate · statistics
hypothesis testing · statistical inference · statistics
T ail -GAN: Learning to Simulate Tail Risk Scenarios
Chao Zhang, Mihai Cucuringu, Rama Cont · 2025 · advanced · risk management
machine learning · risk management · tail risk
Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data
Kishan Padayachy, Mario V. Wüthrich, Ronald Richman · 2026 · advanced · risk management
deep learning · insurance · machine learning · neural networks
TABL-ABM: A Hybrid Framework for Synthetic LOB Generation
Namid Stillman, Ollie Olby, Rory Baggott · 2025 · advanced · machine learning
deep learning · machine learning · market microstructure · time series
TabReason: A Reinforcement Learning-Enhanced LLM for Accurate and Explainable Tabular Data Prediction
Greg Mori, Hossein Hajimirsadeghi, Lauren Kelly Zung · 2025 · advanced · machine learning
large language models · machine learning · reinforcement learning
Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
Joshua Le Grice · 2026 · advanced · machine learning
algorithmic trading · bayesian statistics · deep learning · machine learning
Tackling estimation risk in Kelly investing using options
Fabrizio Lillo, Ioanna-Yvonni Tsaknaki, Piero Mazzarisi · 2025 · intermediate · portfolio management
optimization · options hedging · portfolio management
Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk
Christian Kubitza · 2021 · advanced · risk management
systemic risk
Tactical Asset Allocation with Macroeconomic Regime Detection
André Fujita, Daniel Cunha Oliveira, Dylan Sandfelder · 2025 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization
Tactical Tilts and Foregone Diversification
AQR Capital Management · 2014 · intermediate · portfolio management
portfolio management
tail behavior of a threshold autoregressive stochastic volatility model
Aliou Diop, Dominique Guegan · 2005 · advanced · time series
statistics · stochastic processes · time series
Tail Option Pricing Under Power Laws
Brandon Yarckin, Chitpuneet Mann, Damir Delic · 2019 · advanced · options
derivatives · option pricing · tail risk
Tail protection for long investors: convexity at work
CFM · 2016 · advanced · quantitative trading
portfolio management · trend following
Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
Yuchen Yin, Zong Ke · 2024 · advanced · risk management
machine learning · optimization · risk management · tail risk
Tail Risk Analysis for Financial Time Series
Anna Kiriliouk, Chen Zhou · 2024 · advanced · risk management
extreme value theory · risk management · tail risk · time series
Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach
Andrea Teruzzi · 2023 · advanced · risk management
cryptocurrencies · extreme value theory · systemic risk · tail risk
Tail risk forecasting with semi-parametric regression models by incorporating overnight information
Cathy W. S. Chen, Takaaki Koike, Wei-Hsuan Shau · 2024 · advanced · risk management
regression · risk management · statistics
Tail Risk in Momentum Strategy Returns
Kent Daniel, Ravi Jagannathan, Soohun Kim · 2012 · advanced · quantitative trading
asset pricing · momentum · tail risk
Tail Risk Management with Puts and Trend Following: A CVaR Framework for Crashes and Drawdowns
Ali Al Fallouji, Miquel Noguer I Alonso · 2026 · advanced · risk management
jump processes · options hedging · risk management · tail risk · trend following
Tail Risk Premia and Return Predictability
Lai Xu, Tim Bollerslev, Viktor Todorov · 2014 · advanced · time series
asset pricing · tail risk
Tail-Aware Density Forecasting of Locally Explosive Time Series: A Neural Network Approach
Arthur Thomas, Elena Dumitrescu, Julien Peignon · 2026 · advanced · time series
machine learning · monte carlo simulation · neural networks · tail risk · time series
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
Jian'an Zhang · 2025 · advanced · options
financial engineering · optimization · reinforcement learning · risk management · tail risk
Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics
Jian'an Zhang · 2025 · advanced · quantitative trading
market microstructure · portfolio optimization · reinforcement learning · risk management · transaction costs
Taming large events: portfolio selection for strongly fluctuating assets
CFM · 1998 · advanced · portfolio management
portfolio management · portfolio optimization · risk management · tail risk
Taming Leviathan: Mitigating Political Interference in Sovereign Wealth Funds’ Public Equity Investments
Bernardo Bortolotti, Giacomo Loss, Veljko Fotak · 2017 · intermediate · other
financial economics
Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR
Marc Schmitt · 2026 · advanced · risk management
backtesting · market risk · risk management · tail risk · time series
Taming the Greeks: Option Portfolios with Inductive Biases
Stefan Zohren, Stephen Roberts, Wee Ling Tan · 2026 · advanced · options
deep learning · machine learning · neural networks · option greeks · options hedging
Taming the Green Swan: How to improve climate-related financial risk assessments
Chiara Colesanti Senni, Julia Anna Bingler · 2020 · advanced · risk management
risk management
Taming the Option Factor Zoo: A High-Dimensional Analysis
Alexander Walter, Lukas Zimmer, Maxim Ulrich · 2026 · advanced · portfolio management
factor investing
Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target
Masoud Soleimani · 2026 · advanced · statistics
statistics
Target Weight Mechanism doesn't make delta hedge easier
Long Wen, Ruichao Jiang · 2026 · advanced · derivatives
mathematical finance
Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
Fernando Suárez, José Manuel Peña, Omar Larré · 2025 · intermediate · portfolio management
pensions · portfolio management
Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages
Ana Barros-Vila, Francisco J. González-Castaño, Francisco de Arriba-Pérez · 2024 · advanced · machine learning
machine learning · natural language processing
Targeted Debt Relief and the Origins of Financial Distress: Experimental Evidence from Distressed Credit Card Borrowers
Dobbie, Will, Song, Jae · 2019 · intermediate · risk management
causal identification · credit markets
Targeted Manipulation: Slope-Based Attacks on Financial Time-Series Data
Dominik Luszczynski · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Tax Evasion, the Underground Economy and Financial Development
Keith Blackburn, Niloy Bosey, Salvatore Capasso · 2010 · advanced · risk management
banking · financial economics
Tax Incentives and Household Portfolios: A Panel Data Analysis
Sule Alan, Søren Leth-Petersen · 2006 · intermediate · statistics
economic policy · financial economics · panel data
Tax reforms and the decline of the London stock market: the untold story
Gomtsyan, Suren Gomtsian, Schuster, Edmund-Philipp · 2024 · intermediate · other
economic policy · equity markets · pensions
Tax- and expense-modified risk-minimization for insurance payment processes
Christian Furrer, Kristian Buchardt, Thomas Møller · 2019 · advanced · risk management
insurance · stochastic calculus · stochastic processes
Tax-Aware Portfolio Construction via Convex Optimization
Andrew Ang, Mykel J. Kochenderfer, Nicholas Moehle · 2021 · intermediate · portfolio management
convex optimization · optimization · portfolio optimization
Tax-Efficient Portfolio Transition: A Tax-Aware Relaxed-Constraint Approach to Switching Equity Managers
Nathan Sosner, Stanley Krasner · 2021 · advanced · portfolio management
portfolio management
Tax-Loss Selling and the Year-End Behavior of Dow Jones Stocks
Gary Smith, Jeff Levere, Max Gold · 2012 · intermediate · statistics
statistics
Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings
Huizinga, Harry, Todtenhaupt, Maximilian, Voget, Johannes · 2019 · intermediate · statistics
statistics
Taxing Financial Transactions : A Mirrleesian Approach
Bruno Biais, Jean-Charles Rochet · 2023 · advanced · other
financial economics
Taylor Rule and Financial Instability
Gianfranco Zampese · 2017 · advanced · risk management
econometrics · regression
TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting
Wenbo Yan, Ying Tan · 2024 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Technical Analysis Meets Machine Learning: Bitcoin Evidence
Andrés García-Medina, José Ángel Islas Anguiano · 2025 · intermediate · quantitative trading
cryptocurrencies · machine learning · time series
Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading
Longfei Lu · 2025 · intermediate · machine learning
algorithmic trading · financial machine learning · machine learning · neural networks
Technical uncertainty in real options with learning
Ali Al-Aradi, Sebastian Jaimungal, Álvaro Cartea · 2018 · advanced · options
commodities · optimization · real options · stochastic processes
Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
Tatsuru Kikuchi · 2026 · advanced · other
financial networks · jump processes · stochastic processes
Technology and Financial Structure: Are Innovative Firms Different?
Aghion, Philippe, Bond, Stephen, Klemm, Alexander · 2004 · intermediate · other
capital structure · financial economics
Temperant portfolio choice and background risk: evidence from France
Hector Calvo Pardo, Luc Arrondel, Xisco Oliver · 2007 · intermediate · portfolio management
econometrics · financial economics
Temperature Anomalies and Climate Physical Risk in Portfolio Construction
Carlo Bechi, Gabriele Sbaiz, Michele Azzone · 2026 · intermediate · risk management
equity markets · panel data · regression
Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction
Chencheng Shang, Dawei Cheng, Sheng Xiang · 2023 · advanced · machine learning
deep learning · equity markets · financial machine learning · neural networks · time series
Temporal Coarse-Graining of Latent Default-Probability Paths Generates Effective Default Correlation
Shintaro Mori · 2026 · advanced · risk management
credit risk · stochastic processes · time series
Temporal Coarse-Graining of Multi-Sector Default Count Data Generates Posterior-Implied Copulas
Masato Hisakado, Shintaro Mori · 2026 · advanced · risk management
copulas · credit risk · statistics · stochastic processes · time series
Temporal Coverage Bias in Financial Panel Data: A Coverage-Aware Structuring Framework with Evidence from the Dhaka Stock Exchange
Tashreef Muhammad · 2026 · advanced · time series
econometrics · garch · panel data · statistics · time series
Temporal distribution of clusters of investors and their application in prediction with expert advice
David Lindsay, Siân Lindsay, Wojciech Wisniewski · 2024 · advanced · machine learning
foreign exchange · machine learning
Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay
Ahmad Makinde · 2026 · advanced · machine learning
deep learning · high frequency trading · machine learning · neural networks · time series
Temporal Relational Ranking for Stock Prediction
Cheng Luo, Fuli Feng, Tat-Seng Chua · 2018 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks
Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes
Huanhuan Zheng, Kelvin J. L. Koa, Ritchie Ng · 2024 · advanced · machine learning
large language models · natural language processing
Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management
Stefan Zohren, Yongjae Lee, Yoontae Hwang · 2024 · advanced · machine learning
financial machine learning · machine learning · pairs trading · portfolio optimization · time series
Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring
A. Vidali, G. Le Pera, N. Jean · 2026 · advanced · risk management
credit risk · data science · financial machine learning · machine learning
Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"
Cheng Yu, Ke Zhu, Zhoufan Zhu · 2025 · advanced · time series
portfolio management · time series
Tensor Processing Units for Financial Monte Carlo
Davis King, Francois Belletti, John Anderson · 2019 · advanced · options
monte carlo simulation · option pricing · options hedging
Tensor train representations of Greeks for Fourier-based pricing of multi-asset options
Koichi Miyamoto, Rihito Sakurai, Tsuyoshi Okubo · 2025 · advanced · options
numerical methods · option greeks · option pricing
Term premium and equity premium in economies with habit formation
Budria, Santiago, Díaz, Antonia · 2006 · advanced · fixed income
asset pricing
Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set
Carlo A. Favero, Linlin Niu, Luca Sala · 2007 · advanced · fixed income
fixed income · interest rates · term structure models · time series
Term structure modelling of defaultable bonds
Schonbucher, Philipp · 1997 · advanced · fixed income
credit risk · fixed income · interest rates · stochastic processes · term structure models
Term structure modelling with overnight rates beyond stochastic continuity
Claudio Fontana, Thorsten Schmidt, Zorana Grbac · 2022 · advanced · fixed income
fixed income · interest rates · jump processes · stochastic processes · term structure models
Term structure of interest rate. european financial integration
Catalina Bolancé, Elisabet Ruiz, Hortènsia Fontanals · 2006 · intermediate · fixed income
interest rates · term structure models
Term structure shapes and their consistent dynamics in the Svensson family
Felix Sachse, Martin Keller-Ressel · 2024 · advanced · fixed income
fixed income · interest rates · term structure models
Term structure shapes in the Hull-White model with Svensson-parameterized initial yield curves
Felix Sachse · 2026 · advanced · fixed income
fixed income · interest rates · term structure models
Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
Mairui Li, Qingying Deng, Wonou Chung · 2026 · intermediate · machine learning
deep learning · machine learning · time series
Testing Affine Term Structure Models in Case of Transaction Costs
Driessen, J.J.A.G., Melenberg, B., Nijman, T.E. · 1999 · advanced · fixed income
interest rates · term structure models · transaction costs
Testing and Modelling Time Series with Time Varying Tails
Palumbo, D. · 2021 · advanced · time series
hypothesis testing · statistical inference · statistics · time series
Testing Business Cycle Theories: Evidence from the Great Recession
Bo Li · 2024 · advanced · risk management
causal identification · credit markets · financial economics · housing markets · mortgage markets
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
Chang, C-L., McAleer, M.J., Wang, Y. · 2016 · advanced · time series
derivatives · econometrics · time series
Testing Conditional Factor Models
Andrew Ang, Dennis Kristensen · 2009 · advanced · statistics
asset pricing · hypothesis testing · statistical inference · statistics
Testing Expected Shortfall Models for Derivative Positions
Kerkhof, F.L.J., Melenberg, B., Schumacher, J.M. · 2003 · advanced · risk management
derivatives · hypothesis testing · risk management
Testing financing constraints on firm investment using variable capital
Andrea Caggese · 2006 · intermediate · other
financial economics
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
Chen, J., Kobayashi, M., McAleer, M.J. · 2016 · advanced · time series
econometrics · hypothesis testing · statistical inference · stochastic processes · time series
Testing for a Unit Root with Near-Integrated Volatility
Boswijk, H.P. · 2000 · advanced · time series
econometrics · garch · hypothesis testing · statistical inference · time series
Testing for changes in volatility in heteroskedastic time series - a further examination
de Pooter, M.D., van Dijk, D.J.C. · 2004 · advanced · time series
econometrics · garch · hypothesis testing · statistical inference · statistics · time series
Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach
Kim Christensen, Mark Podolskij, Ulrich Hounyo · 2016 · advanced · statistics
hypothesis testing · jump processes · market microstructure · statistical inference
Testing for jumps in a discretely observed price process with endogenous sampling times
Ingmar Nolte, Qiyuan Li, Sandra Nolte · 2025 · advanced · statistics
hypothesis testing · jump processes · statistical inference · stochastic processes
Testing for Leverage Effect in Financial Returns
Christophe Chorro, Dominique Guegan, Florian Ielpo · 2014 · advanced · time series
econometrics · garch · hypothesis testing · statistical inference · time series
Testing for Leverage Effects in the Returns of US Equities
Christophe Chorro, Dominique Guegan, Florian Ielpo · 2017 · advanced · time series
equity markets · hypothesis testing
Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources
J-S Pischke, N.S. Souleles, T. Jappelli · 1995 · intermediate · statistics
econometrics · hypothesis testing · liquidity
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang, Yao, Qiwei · 2008 · advanced · statistics
hypothesis testing · regression · statistical inference · statistics
Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment
Hommes, C.H., Manzan, S. · 2005 · advanced · time series
econometrics · hypothesis testing · statistics · time series
Testing for Stochastic Dominance Efficiency
Linton, O., Post, G.T., Whang, Y-J. · 2005 · advanced · statistics
hypothesis testing · statistical inference
Testing for Stochastic Dominance with Diversification Possibilities
Post, G.T. · 2001 · advanced · portfolio management
hypothesis testing · portfolio management
Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin
Abdulnasser Hatemi-J · 2024 · intermediate · derivatives
derivatives · hypothesis testing · risk management · statistical inference
Testing for the Minimum Mean-Variance Spanning Set
Bin Wang, Wenyu Zhou, Zhipeng Liao · 2025 · advanced · statistics
hypothesis testing · statistical inference
Testing for Third-Order Stochastic Dominance with Diversification Possibilities
Post, G.T. · 2002 · advanced · statistics
hypothesis testing
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
Chen, J., Kobayashi, M., McAleer, M.J. · 2017 · advanced · time series
econometrics · hypothesis testing · statistical inference · stochastic processes
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model
Nakatani, Tomoaki, Teräsvirta, Timo · 2008 · advanced · time series
econometrics · garch · hypothesis testing · statistical inference · time series
Testing replication for an agent-based model of market fragmentation and latency arbitrage
Brian F. Tivnan, Colin M. Van Oort, Ethan Ratliff-Crain · 2026 · advanced · quantitative trading
market microstructure
Testing Stochastic Dominance with Many Conditioning Variables
Linton, O., Seo, M., Whang, Y-J. · 2020 · advanced · statistics
hypothesis testing · regression · statistical inference
Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach
Douglas J Hodgson, Keith Vorkink, Oliver Linton · 2000 · advanced · statistics
asset pricing · capm · hypothesis testing · regression · statistical inference · statistics
Tests for the validity of portfolio or group choice in financial and panel regressions
Atsushi Inoue, Barbara Rossi · 2015 · advanced · statistics
asset pricing · capm · hypothesis testing · regression · statistical inference
Text analysis in financial disclosures
Sridhar Ravula · 2021 · intermediate · machine learning
natural language processing
Text mining arXiv: a look through quantitative finance papers
Michele Leonardo Bianchi · 2024 · intermediate · machine learning
natural language processing
Text-Based Linkages and Local Risk Spillovers in the Equity Market
Ge, S. · 2020 · advanced · risk management
econometrics · systemic risk
That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907
Benjamin Chabot, Christopher J. Kurz · 2009 · intermediate · portfolio management
financial economics · portfolio optimization
The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
Grégoire Loeper, Guillaume Maitrier, Jean-Philippe Bouchaud · 2025 · advanced · quantitative trading
market microstructure
The "Out of Sample" Performance of Long-run Risk Models
Biqin Xie, Suresh Nallareddy, Wayne E. Ferson · 2012 · advanced · statistics
asset pricing · econometrics · time series
The "Size Premium" in Equity Markets: Where is the Risk?
Emmanuel Sérié, Guillaume Simon, Jean-Philippe Bouchaud · 2017 · intermediate · portfolio management
asset pricing · factor investing
The "Washing Machine": Investment Strategies and Corporate Behavior with Socially Responsible Investors
Gollier, Christian, Pouget, Sébastien · 2014 · intermediate · other
asset pricing
The $κ$-generalised Distribution for Stock Returns
Samuel Forbes · 2024 · intermediate · statistics
hypothesis testing · monte carlo simulation · numerical methods · statistical inference · statistics
The 2020 Global Stock Market Crash: Endogenous or Exogenous?
Min Shu, Ruiqiang Song, Wei Zhu · 2021 · advanced · time series
time series
The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs
Peng Chen, Roger Ibbotson · 2005 · intermediate · portfolio management
hedge funds · performance attribution
The Achilles' Heel of the International Monetary and Financial System: A Stock-Flow Consistent Account of the Saving Identity and Gross Capital Flows
Alain Grandjean, Gaël Giraud · 2026 · advanced · risk management
banking
The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction
Dhruvin Dungrani, Disha Dungrani · 2026 · intermediate · machine learning
machine learning · natural language processing · tail risk
The Adaptation Imperative: Climate Change and Sovereign Credit Risk
Burke, M., Mohaddes, K, Raissi, M. · 2026 · advanced · risk management
credit risk · machine learning
The additive Bachelier model with an application to the oil option market in the Covid period
Michele Domenico Massaria, Roberto Baviera · 2025 · intermediate · options
derivatives · mathematical finance · option pricing · volatility surface
The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models
Francis X. Diebold, Glenn D. Rudebusch, Jens H. E. Christensen · 2007 · advanced · fixed income
fixed income · interest rates · mathematical finance · term structure models
The Agentic ETF: How Agentic Trading Becomes an Asset Class
Amandeep Singh · 2026 · intermediate · quantitative trading
algorithmic trading · exchange traded funds · large language models
The Agentic Regulator: Risks for AI in Finance and a Proposed Agent-based Framework for Governance
David Byrd, Eren Kurshan, Tucker Balch · 2025 · advanced · risk management
large language models · model risk
The Aligned Economic Index & The State Switching Model
Ilias Aarab · 2025 · advanced · time series
asset pricing · equity markets · regression · time series
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
Philipp D. Dubach · 2026 · advanced · quantitative trading
liquidity · market microstructure
The Antecedents and Aftermath of Financial Crises as Told by Carlos F. Diaz Alejandro
Reinhart, Carmen M. · 2015 · intermediate · risk management
risk management
The Approach of Sliced Inference in Systems of Stochastic Differential Equations with Comments on the Heston Model
Ahmet Umur Özsoy · 2025 · advanced · statistics
statistical inference · stochastic differential equations
The Arbitrage Theory of Capital Asset Pricing
Stephen A. Ross
asset pricing · capm · mathematical finance
The ATM implied skew in the ADO-Heston model
Andrey Itkin · 2023 · advanced · options
option pricing · rough volatility · stochastic processes
The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
Frido Rolloos · 2022 · advanced · options
option pricing · stochastic processes
The Austrian banking crisis of 1931: one bad apple spoils the whole bunch
Macher, Flora · 2018 · intermediate · risk management
banking
The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System
Jiayu Li · 2026 · advanced · quantitative trading
backtesting
The Baby Boom and the Stock Market Boom
David N. Weil, Kyung-Mook Lim · 2003 · advanced · statistics
asset pricing · equity markets · financial economics
The Balance Property: The Constrained Case, with a View on Risk Sharing
Mario V. Wüthrich · 2026 · intermediate · risk management
insurance · statistics
The Bank Liquidity Channel of Financial (In)stability
Ali Kakhbod, Farzad Saidi, Joshua Bosshardt · 2021 · advanced · risk management
banking · financial stability · liquidity · liquidity risk · securitization
The banking and distribution sectors in a small open economy DSGE Model
Lionel Fontagné, Marco Maffezzoli, Massimiliano Marcellino · 2012 · advanced · risk management
banking · financial economics
The Banking Industry
Scherer, F. M. · 2014 · intermediate · risk management
banking
The banks that said no: banking relationships, credit supply and productivity in the UK
Franklin, Jeremy, Rostom, May, Thwaites, Gregory · 2015 · advanced · risk management
banking · causal identification · causal inference · credit markets · financial economics
The Bayesian Approach to Default Risk: A Guide
Jacobs, Michael, Kiefer, Nicholas M. · 2010 · advanced · risk management
bayesian statistics · credit risk · monte carlo simulation · statistics
The Behaviour of Betting and Currency Markets on the Night of the EU Referendum
Auld, T., Linton, O. · 2017 · intermediate · quantitative trading
bayesian statistics · foreign exchange · market efficiency
The Belle Epoque of International Finance. French Capital Exports, 1880-1914
Rui Esteves · 2011 · intermediate · portfolio management
portfolio management
The bias of IID resampled backtests for rolling-window mean-variance portfolios
Andrew Paskaramoorthy, Terence van Zyl, Tim Gebbie · 2025 · advanced · statistics
backtesting · statistics · time series
The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries
Lee, Neil, Luca, Davide · 2019 · intermediate · other
credit markets
The Black-Litterman Approach: Original Model and Extensions
Attilio Meucci
bayesian statistics · mathematical finance · optimization · portfolio management · portfolio optimization
The Black-Scholes Equation in Presence of Arbitrage
Hideyuki Takada, Simone Farinelli · 2019 · advanced · stochastic calculus
mathematical finance · option pricing · partial differential equations · stochastic processes
The Black-Scholes-Merton dual equation
Qiang Liu, Shuxin Guo · 2019 · advanced · options
derivatives · option pricing · partial differential equations
The Bond Lending Channel of Monetary Policy
Darmouni, O., Giesecke, O., Rodnyansky, R. · 2020 · intermediate · fixed income
corporate finance · financial economics
The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy
Eijffinger, S.C.W., Mahieu, R.J., Raes, L.B.D. · 2010 · advanced · fixed income
financial economics · fixed income · interest rates
The booms and busts of beta arbitrage
Huang, Shiyang, Liu, Xin, Lou, Dong · 2023 · advanced · quantitative trading
asset pricing
The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
Alain B. Zemkoho, Marah-Lisanne Thormann, Phan Tu Vuong · 2024 · advanced · portfolio management
algorithms · numerical methods · optimization · portfolio optimization
The Bounce Has No Direction: Sign, Magnitude, and the Microstructure of Equity Return Predictability
Victoria Portnaya · 2026 · advanced · statistics
equity markets · hypothesis testing · statistical inference · time series
The Bubble Has Not Popped
Cliff Asness · 2001 · intermediate · statistics
equity markets · equity valuation
The canton of Berne as an investor on the London capital market in the 18th century
Altorfer, Stefan · 2004 · intermediate · portfolio management
equity markets · portfolio management
The Capacity of Liquidity-Demanding Equity Strategies
Howard Zhu, Peter M Bull, Vitaly A. Serbin · 2009 · intermediate · quantitative trading
equity markets · liquidity · transaction costs
The Capital Asset Pricing Model as a General Equilibrium with Incomplete Markets
John Geanakoplos, Martin Shubik · 1989 · advanced · portfolio management
asset pricing · capm · financial economics
The capital gains tax: A curse but also a blessing for venture capital investment
Achleitner, Ann-Kristin, Bock, Carolin, Watzinger, Martin · 2011 · intermediate · statistics
statistics
The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
Namasi G. Sankar, Sankarshan Basu, Siddhartha P. Chakrabarty · 2024 · intermediate · statistics
causal inference · equity markets · panel data · statistical inference
The Case for Intervening in Bankers’ Pay
John E. Thanassoulis · 2012 · advanced · risk management
banking · model calibration
The Case for Long-Only Agnostic Allocation Portfolios
Jean-Philippe Bouchaud, Philip Seager, Pierre-Alain Reigneron · 2019 · intermediate · portfolio management
portfolio management · portfolio optimization · risk management
The Case for Trills: Giving the People and Their Pension Funds a Stake in the Wealth of the Nation
Mark J. Kamstra, Robert J. Shiller · 2009 · intermediate · fixed income
fixed income
The Causal Effect of Option Pay on Corporate Risk Management
Bakke, Tor-Erik, Fernando, Chitru S., Mahmudi, Hamed · 2015 · intermediate · risk management
causal identification · causal inference · risk management
The Causal Effects of Confidence Awareness on Financial Literacy and Behaviour
Lee, I., Lléo-Bono, A., Rauh, C. · 2025 · intermediate · portfolio management
causal inference
The changing relationship between commodity prices and equity prices in commodity exporting
Barbara Rossi · 2012 · intermediate · time series
commodities · econometrics · equity markets
The characteristic function of Gaussian stochastic volatility models: an analytic expression
Eduardo Abi Jaber · 2022 · advanced · options
derivatives · option pricing · rough volatility · stochastic processes
The characteristic function of rough Heston models
Mathieu Rosenbaum, Omar El Euch · 2016 · advanced · options
mathematical finance · option pricing · rough volatility · stochastic processes
The Characterization of Clearing Payments in Financial Networks
Borm, Peter, Herings, P.J.J., Ketelaars, Martijn · 2024 · advanced · risk management
financial networks
The checkerboard copula and dependence concepts
Chaoyi Zhao, Liyuan Lin, Ruixun Zhang · 2024 · advanced · risk management
copulas
The choice between mail and digital in ghe provision of financial services: a double Hotelling approach
Cremer, Helmuth, De Donder, Philippe, Dudley, Paul · 2012 · intermediate · other
other
The choice between mail and digital in the provision of financial services: a double Hotelling approach
Cremer, Helmuth, De Donder, Philippe, Dudley, Paul · 2012 · intermediate · other
banking · financial economics
The choice between rights offerings and private equity placements
Cronqvist, Henrik, Nilsson, Mattias · 2004 · intermediate · other
corporate finance · corporate governance · econometrics
The choice of the form of representation in multinational banking: Evidence from Spain
Josep Garcia Blandón · 1998 · intermediate · risk management
banking
The Climate Extended Risk Model (CERM)
Anne Gruz, Jean-Baptiste Gaudemet, Josselin Garnier · 2021 · advanced · risk management
credit risk
The CMMV Pricing Model in Practice
Bernard De Meyer, Moussa Dabo · 2019 · advanced · options
market microstructure · mathematical finance · option pricing
The Co-Pricing Factor Zoo
Alexander Dickerson, Christian Julliard, Philippe Mueller · 2026 · advanced · fixed income
asset pricing · credit markets · equity markets · fixed income
The Co-Terminal Swap Market Model with Bergomi Stochastic Volatility
Kenjiro Oya · 2018 · advanced · fixed income
derivatives · fixed income · interest rates · term structure models
The Comparative Performance of Fixed and Flexible Exchange Rate Regimes: Interwar Evidence
Barry Eichengreen. · 1989 · intermediate · time series
foreign exchange
The Complexity of Liquidity: The Extraordinary Case of Sovereign Bonds
Jacob Boudoukh, Zhikai Xu · 2016 · intermediate · fixed income
financial economics · fixed income · liquidity
The complexity yield puzzle: A textual analysis of municipal bond disclosures
Farrell, Michael, Murphy, Dermot, Painter, Marcus · 2023 · intermediate · fixed income
financial economics · fixed income
The Compound BSDE Method: A Fully Forward Method for Option Pricing and Optimal Stopping Problems in Finance
Cornelis W. Oosterlee, Zhipeng Huang · 2026 · advanced · options
deep learning · machine learning · numerical methods · option pricing · stochastic differential equations
The computation of Greeks with multilevel Monte Carlo
M. B. Giles, Sylvestre Burgos · 2011 · advanced · options
monte carlo simulation · numerical methods · option greeks
The conditional higher moment risk measure: second-order asymptotics with FGM contagion
Bingzhen Geng, Haifan Hu, Jiajun Liu · 2026 · advanced · risk management
extreme value theory
The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance
Alan Au, Alan Ching-biu Tse, Carlos Segovia · 2019 · advanced · options
mathematical finance · option pricing
The Consequences of Issuing Convertible Bonds: Dilution and/or Financial Restructuring?
Roland Gillet, Étienne de Callataÿ · 2010 · intermediate · other
capital structure · convertible bonds · corporate finance
The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective
Mathias Hoffmann, Thomas Nitschka · 2007 · advanced · statistics
asset pricing · capm · financial economics · foreign exchange
The Consumption-Based Capital Asset Pricing Model
Darrell Duffie, William Zame · 1988 · advanced · other
asset pricing · capm · financial economics
The continuous-time pre-commitment KMM problem in incomplete markets
Guohui Guan, Yilun Song, Zongxia Liang · 2022 · advanced · portfolio management
mathematical finance · optimization · portfolio management
The contribution of jumps to forecasting the density of returns
Benoît Sévi, Christophe Chorro, Florian Ielpo · 2017 · advanced · time series
jump processes
The Convergence Rate of Stochastic Tracking with Application to Optimal Execution
Marcel Nutz, Moritz Voss · 2026 · advanced · quantitative trading
optimization · stochastic processes
The Convexity of Trend Following
CFM · 2018 · intermediate · quantitative trading
trend following
The Corporate Bond Factor Replication Crisis
Alexander Dickerson, Cesare Robotti, Giulio Rossetti · 2026 · advanced · statistics
asset pricing · factor investing · statistical inference
The correlation risk premium: international evidence
Goncalo, F, Robert L. Kosowski, Tianyu Wang · 2021 · advanced · options
asset pricing · derivatives · equity markets
The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
Useong Shin · 2026 · advanced · options
derivatives · option pricing
The Cost of Misspecifying Price Impact
Iacopo Mastromatteo, Jean-Philippe Bouchaud, Johannes Muhle-Karbe · 2023 · advanced · quantitative trading
algorithmic trading · transaction costs
The Costs, Wealth Effects, and Determinants of International Capital Raising: Evidence from Public Yankee Bonds
Darius P. Miller, John J. Puthenpurackal · 2001 · intermediate · fixed income
corporate finance · financial economics · fixed income
The Credibility Transformer
Mario V. Wüthrich, Ronald Richman, Salvatore Scognamiglio · 2024 · advanced · machine learning
deep learning · machine learning · neural networks
The Credit Risk Premium
Scott A. Richardson · 2016 · intermediate · fixed income
credit markets · credit risk · fixed income
The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
Richard J. Martin · 2022 · advanced · fixed income
credit risk · fixed income
The Cross Section of MBS Returns
Andrea Eisfeldt, Peter Diep, Scott A. Richardson · 2021 · advanced · fixed income
asset pricing · fixed income
The cross-market index for volatility surprise
Julien Chevallier, Sofiane Aboura · 2014 · advanced · time series
statistics · time series
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
Heejoon Han, Oliver Linton, Tatsushi Oka · 2014 · advanced · statistics
time series
The Cross-Section and Time Series of Stock and Bond Returns
Koijen, Ralph S. J., Lustig, Hanno, Van Nieuwerburgh, Stijn · 2017 · advanced · statistics
asset pricing · equity markets · fixed income · time series
The Cross-Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · 1992
Asset Pricing · Book-to-Market · Cross-Section of Returns · Journal of Finance · Size Effect · Value Effect
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Comment
A. Craig Burnside · 2010 · intermediate · statistics
asset pricing · foreign exchange
The Cross-Section of Stock Returns and AI Exposure
Aleh Tsyvinski, Nicola Borri, Yukun Liu · 2026 · advanced · portfolio management
equity markets · factor investing · large language models
The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator
Claudiu Vinte, Marcel Ausloos · 2022 · intermediate · time series
statistics
The cross-sectional stock return predictions via quantum neural network and tensor network
Koichi Miyamoto, Kosuke Mitarai, Nozomu Kobayashi · 2023 · advanced · machine learning
machine learning · neural networks
The CTLNet for Shanghai Composite Index Prediction
Haibin Jiao · 2026 · intermediate · time series
deep learning · neural networks · time series
The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails
Xavier Fonseca · 2026 · advanced · portfolio management
portfolio management · portfolio optimization
The Delta of a Variance Swap
Sebastian Gaitan-Escarpeta, Sébastien Bossu · 2026 · advanced · options
derivatives
The Demand for Money, Near-Money, and Treasury Bonds
Krishnamurthy, Arvind, Li, Wenhao · 2021 · advanced · statistics
banking · liquidity
The Deposit Base - Multibanking and Bank Stability
Eva Schliephake, Hendrik Hakenes · 2019 · advanced · risk management
banking · financial stability
The Derivation of a New Model of Equity Duration
Lewin, R.A., Satchell, S.E. · 2001 · intermediate · risk management
asset pricing · equity valuation
The Design and Regulation of Exchanges: A Formal Approach
Mohit Garg, Suneel Sarswat · 2022 · advanced · quantitative trading
quantitative trading
The Determinants Of Cross-Border Equity Flows
H Rey, R Portes · 2000 · intermediate · statistics
equity markets · financial economics · panel data · transaction costs
The determinants of financing obstacles
Beck, T.H.L., Demirgüc-Kunt, A., Laeven, L. · 2006 · intermediate · other
corporate finance · financial economics
The determinants of increasing equity market comovement: economic or financial integration?
Lieven Baele, Pilar Soriano · 2010 · intermediate · statistics
asset pricing · equity markets · financial economics
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis
Dimitrios D. Thomakos, Platon Monokroussos, Thomas A. Alexopoulos · 2016 · intermediate · risk management
banking · credit risk · econometrics · time series
The Direct Approach to Debt Option Pricing
Rady, Sven · 1994 · intermediate · options
derivatives · fixed income · mathematical finance · option pricing
The distress of Italian commercial banks in 1926-1936: a new dataset from banking supervision archives
Marco Molteni · 2021 · intermediate · risk management
banking
The Distribution of Exchange Rate Volatility
Francis X. Diebold, Paul Labys, Tim Bollerslev · 1999 · advanced · time series
foreign exchange · statistics · time series
The distribution of investor beliefs, stock ownership, and stock returns
Hardouvelis, Gikas A., Karalas, Georgios, Vayanos, Dimitri · 2026 · advanced · statistics
asset pricing
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation
Abdulnasser Hatemi-J, Youssef El-Khatib · 2018 · beginner · other
equity valuation
The dollar squeeze of the financial crisis
Bottazzi, Jean-Marc, Luque, Jaime, Pascoa, Mario R. · 2011 · advanced · derivatives
foreign exchange
The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence
Peiran Jiao · 2015 · intermediate · portfolio management
reinforcement learning
The Double-Edged Sword of Short-Selling Bans
Dimitris Papadimitriou, Nikolaos P. Rapanos, Pasquale Della Corte · 2026 · advanced · statistics
economic policy · equity markets · financial economics
The Dyanamic Location/Scale Model: with applications to intra-day financial data
Andres, P., Harvey, A. · 2012 · intermediate · time series
econometrics · statistics · time series
The Dynamic Effect of Climate News on Financial Markets: Evidence from France
Hamza Bennani, Samuel Ligonniere · 2025 · advanced · statistics
econometrics · equity markets · natural language processing
The Dynamic Interaction between Equity Prices and Supply Shocks
Jakob B. Madsen · 2003 · advanced · time series
asset pricing · equity markets · financial economics
The Dynamic Persistence of Economic Shocks
Jozef Barunik, Lukas Vacha · 2023 · advanced · time series
econometrics · regression · time series
The Dynamic Relation Between Stock Returns and Key Financial Ratios
Hoon Kim · 2001 · advanced · statistics
statistics
The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
Clive G. Bowsher, Roland Meeks · 2008 · advanced · time series
time series
The dynamics of expected returns: evidence from multi-scale time series modelling
Bianchi, Daniele, Tamoni, Andrea · 2016 · advanced · time series
asset pricing · bayesian statistics · econometrics · statistical inference · time series
The Dynamics of Financial Markets - Mandelbrot's Cascades and Beyond
G. Zumbach, J.-F. Muzy, J.-P. Bouchaud · 2005 · intermediate · time series
statistics · stochastic processes · time series
The dynamics of financial markets – Mandelbrot’s multifractal cascades, and beyond
CFM · 2005 · advanced · time series
statistics · stochastic processes · time series
The dynamics of financially constrained arbitrage
Gromb, Denis, Vayanos, Dimitri · 2015 · advanced · quantitative trading
liquidity · liquidity risk
The Dynamics of Households' Stock Market Beliefs
Axel Wogrolly, Hans-Martin von Gaudecker · 2019 · advanced · statistics
econometrics · panel data
The Dynamics of International Equity Market Expectations
Brennan, Michael J., Cao, H. Henry, Strong, Norman · 2003 · intermediate · time series
equity markets
The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network
Federico Mecchia, Marcellino Gaudenzi · 2022 · intermediate · machine learning
machine learning · neural networks
The echo chamber effect resounds on financial markets: a social media alert system for meme stocks
Ilaria Gianstefani, Luigi Longo, Massimo Riccaboni · 2022 · intermediate · quantitative trading
regression
The economic dependency of the Bitcoin security
Miroslava Rajcaniova, Pavel Ciaian, d'Artis Kancs · 2021 · intermediate · time series
econometrics · time series
The economic effects of Brexit - evidence from the stock market
Ahmed Usman, Dennis Novy, Elsa Leromain · 2018 · intermediate · statistics
equity markets
The Economic Value of Fundamental and Technical Information in Emerging Currency Markets
Markwat, T.D., Swinkels, L.A.P., de Zwart, G.J. · 2007 · intermediate · quantitative trading
foreign exchange
The Economic Value of Predicting Stock Index Returns and Volatility
Marquering, W.A., Verbeek, M.J.C.M. · 2001 · intermediate · time series
regression · time series · volatility forecasting
The Economic Value of Regulated Disclosure: Evidence from the Banking Sector
Solomon Tadesse · 2006 · intermediate · risk management
banking · financial stability
The Economics of Automated Market Makers
Robin Fritsch, Roger Wattenhofer, Samuel Käser · 2022 · intermediate · quantitative trading
market making · optimization
The effect of advisors' incentives on clients' investments
Battiston, Diego, Blanes I Vidal, Jordi, Hortala-Vallve, Rafael · 2026 · intermediate · statistics
causal identification · causal inference · econometrics
The Effect of AI Investment Announcements on Adopting Companies Abnormal Returns : A Critical Analysis of the UK Market
Bhatti, Balaaj, Kurter, Zeynep O. · 2025 · intermediate · statistics
corporate finance · equity markets
The effect of asymmetric information and transaction costs on asset pricing: theory and tests
Makram Bellalah, Sofiane Aboura · 2003 · advanced · statistics
asset pricing · financial economics · transaction costs
The Effect of Banking Regulation on Cross-Border Lending
Christa Hainz, Jarko Fidrmuc · 2012 · advanced · risk management
banking · causal identification · credit markets
The Effect of Board Structure on Bidder-Shareholders' Wealth: Further Evidence from the UK Bidding Firms
Charalambos Th. Constantinou, Costas Th. Constantinou · 2003 · intermediate · other
corporate governance · mergers and acquisitions
The Effect of Client Appraisal on the Efficiency of Micro Finance Bank
Abubakar Mahmud Digil, Esther Yusuf Enoch, Usman Abubakar Arabo · 2021 · beginner · risk management
banking · regression · statistics
The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
Lena Körber, Michael Vogt, Oliver Linton · 2014 · advanced · quantitative trading
equity markets · market microstructure · panel data · regression
The effect of heterogeneity on financial contagion due to overlapping portfolios
Banwo, Opeoluwa, Caccioli, Fabio, Harrald, Paul · 2017 · advanced · risk management
contagion · financial networks · financial stability · systemic risk
The Effect of High-Speed Rail Connectivity on Capital Market Earnings Forecast Error: Evidence from the Chinese Stock Market
Shilong Han · 2025 · intermediate · statistics
equity markets · financial economics · panel data
The effect of holdings data frequency on conclusions about mutual fund behavior
Christopher R. Blake, Edwin J. Elton, Martin J. Gruber · 2010 · intermediate · statistics
hypothesis testing · mutual funds
The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States
Fei Ren, Miao-Miao Yi, Xiang Gao · 2026 · advanced · statistics
statistics
The effect of latency on optimal order execution policy
Chutian Ma, Giacinto Paolo Saggese, Paul Smith · 2025 · advanced · quantitative trading
brownian motion · market microstructure · optimal execution · optimization · stochastic processes
The Effect of Litigation Risk on Management Earnings Forecasts
Ganapathi Narayanamoorthy, Zhiyan Cao · 2009 · intermediate · other
other
The Effect of Monetary Policy on Exchange Rates during Currency Crises; The Role of Debt, Institutions and Financial Openness
Eijffinger, S.C.W., Goderis, B. · 2007 · intermediate · statistics
statistics
The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options
Christoph Reisinger, J. H. Witte, Sam Howison · 2013 · advanced · options
option pricing
The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
Juha Joenväärä, Robert L. Kosowski · 2020 · intermediate · statistics
causal inference · hedge funds
The Effect of Restrictive Bank Lending on Innovation: Evidence from a Financial Crisis
Stefan Kipar · 2011 · advanced · risk management
banking · causal identification · causal inference · credit markets
The Effect of Risk-Based Capital on Life Insurers' Investment Portfolios
Douglas Shackelford, Kathy Petroni · 1996 · intermediate · risk management
insurance · portfolio management
The Effect of Supranational Banking Supervision on the Financial Sector: Event Study Evidence from Europe
Loipersberger, Florian · 2017 · intermediate · risk management
banking · statistical inference
The Effect of the Minimum Wage on Shareholder Wealth
Alan B. Krueger, David Card · 1994 · intermediate · statistics
equity markets · financial economics
The effects of conventional and unconventional monetary policy on exchange rates
Atsushi Inoue, Barbara Rossi · 2018 · advanced · statistics
causal identification · econometrics · foreign exchange · interest rates
The effects of decision flexibility in the hierarchical investment decision process
Hallerbach, W.G.P.M., Ning, H., Spronk, J. · 2003 · intermediate · portfolio management
portfolio management
The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations
Dick van Dijk, Helena Chuliá, Martin P.E. Martens · 2007 · intermediate · statistics
equity markets
The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
Xue Cheng, Ziyi Xu · 2023 · advanced · quantitative trading
high frequency trading · liquidity · market microstructure
The effects of income taxation on entrepreneurial investment: A puzzle?
Fossen, Frank M., Rees, Ray, Rostam-Afschar, Davud · 2020 · intermediate · portfolio management
portfolio management
The effects of macroeconomic 'news' on high frequency exchange rate behaviour
Almeida, Alvaro, Goodhart, Charles, Payne, Richard · 1997 · intermediate · statistics
foreign exchange
The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU
António Afonso, João Tovar Jalles, Mina Kazemi · 2019 · intermediate · fixed income
economic policy · fixed income · regression
The effects of monetary policy on stock market bubbles: Some evidence
Jordi Galí, Luca Gambetti · 2013 · advanced · time series
econometrics · equity markets · time series
The Effects of Stock Lending on Security Prices
Berk A. Sensoy, Steven N. Kaplan · 2013 · intermediate · quantitative trading
causal inference
The Effects Of Systemic Banking Crises In The Inter-War Period
Bruno Rocha, Solomos Solomou · 2015 · advanced · risk management
banking · panel data
The effects of systemic crises when investors can be crisis ignorant
Koedijk, C.G., Kole, H.J.W.G., Verbeek, M.J.C.M. · 2004 · advanced · portfolio management
portfolio management · systemic risk
The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets
Bachmair, K. · 2023 · intermediate · quantitative trading
liquidity · market microstructure
The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan
Karl-Friedrich Israel, Nils Sonnenberg, Tim Florian Sepp · 2023 · intermediate · statistics
econometrics · equity markets
The Effects of War Risk on U.S. Financial Markets
Rigobon, Roberto, Sack, Brian P. · 2003 · intermediate · statistics
equity markets
The Efficacy of Shareholder Voting: Evidence from Equity Compensation Plans
Armstrong, Christopher S., Gow, Ian D., Larcker, David F. · 2012 · advanced · other
causal identification · corporate governance · regression · statistical inference
The Efficient Frontier from a LASSO Solver
Thomas Schmelzer · 2026 · intermediate · portfolio management
optimization · portfolio optimization
The Efficient Market Hypothesis for Bitcoin in the context of neural networks
Joerg Osterrieder, Mike Kraehenbuehl · 2022 · intermediate · machine learning
machine learning · market efficiency · neural networks
The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency
David Bolin, Jordan Richards, Junshu Jiang · 2024 · advanced · statistics
derivatives · extreme value theory · hypothesis testing · market efficiency · statistical inference
The Elasticity of Quantitative Investment
Carter Davis · 2023 · advanced · quantitative trading
asset pricing · statistical arbitrage
The Elephant In The Ground: Managing Oil And Sovereign Wealth
Rick Van der Ploeg, Ton van den Bremer · 2013 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · risk management
The Empirical Performance of Financial Frictions since 2008
Felix Strobel, Gregor Boehl · 2022 · advanced · statistics
bayesian statistics · financial economics
The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios
Kai Wang, Massimo Guidolin · 2022 · advanced · options
portfolio optimization · volatility forecasting · volatility surface
The endogenous dynamics of markets: price impact and feedback loops
CFM · 2010 · advanced · quantitative trading
liquidity · market microstructure
The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
Gregory A. Fanous · 2026 · intermediate · portfolio management
portfolio management · risk management
The Enhanced Physics-Informed Kolmogorov-Arnold Networks: Applications of Newton's Laws in Financial Deep Reinforcement Learning (RL) Algorithms
Huaiyang Zhong, Hung Tran, Tram Thoi · 2026 · advanced · machine learning
deep learning · financial machine learning · neural networks · optimization · portfolio management · reinforcement learning
The Equity Performance of Firms Emerging from Bankruptcy
Allan C. Eberhart, Edward I. Altman, Reena Aggarwal · 1997 · intermediate · statistics
asset pricing · equity markets
The Equity Premium and the Allocation of Income Risk
Jean-Pierre DANTHINE, John B. DONALDSON, Rajnish MEHRA · 1992 · advanced · portfolio management
asset pricing · equity markets · financial economics
The Equity Premium is No Puzzle
Andrea Beltratti, Mordecai Kurz · advanced · other
asset pricing
The Equity Share in New Issues and Aggregate Stock Returns
Jeffrey Wurgler, Malcolm Baker · 2009 · intermediate · statistics
asset pricing · equity markets · market efficiency · regression
The equivalence of two tax processes
Alex Watson, Dalal Al Ghanim, Ronnie Loeffen · 2018 · advanced · risk management
insurance · probability · stochastic processes
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Jaehyuk Choi, Lixin Wu · 2019 · advanced · options
options
The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion
Foad Shokrollahi · 2017 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
The Evolution of Alpha in Finance Harnessing Human Insight and LLM Agents
Mohammad Rubyet Islam · 2025 · intermediate · machine learning
deep learning · financial machine learning · large language models · machine learning
The evolution of banking regulation since the financial crisis: a critical assessment
Andrea Sironi · 2018 · intermediate · risk management
banking · financial stability
The Evolution of Blockchain: from Lit to Dark
Agostino Capponi, Ruizhe Jia, Ye Wang · 2022 · advanced · quantitative trading
quantitative trading
The Evolution of Investor Activism in Japan
Ryo Sakai · 2022 · intermediate · other
other
The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
Andrea Visentin, Ciaran O'Connor, Mohamed Bahloul · 2025 · intermediate · time series
probability · regression
The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly
Augustin Landier, David Thesmar, Guillaume Simon · 2016 · intermediate · statistics
asset pricing · behavioral finance · equity markets
The excess volatility of foreign exchange rates: Statistical puzzle or theoretical artifact?
Hauswald, Robert B. H. · 1999 · advanced · time series
financial economics · foreign exchange
The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning
Shuhua Zhang, Yu Li, Yuhan Wu · 2025 · advanced · portfolio management
machine learning · optimization · portfolio management · portfolio optimization · reinforcement learning
The External Financing of Emerging Markets—Evidence from Two Waves of Financial Globalization
Aleksandar Zaklan, Andre Lince De Faria, Paolo Mauro · 2010 · intermediate · fixed income
econometrics · financial economics · regression
The Fair Basis: Funding and capital in the reduced form framework
Wujiang Lou · 2020 · advanced · fixed income
credit derivatives · credit risk · fixed income
The finance-investment link in a transition economy: Evidence for Poland from panel data
Weller, Christian E. · 1999 · advanced · statistics
credit markets · econometrics · financial economics · panel data
The finance-welfare state nexus
Gerba, Eddie, Schelkle, Waltraud · 2013 · advanced · statistics
causal inference · econometrics · time series
The Financial Alchemy that Failed
Miller, Marcus · 2018 · intermediate · risk management
banking · economic policy · financial stability · securitization · systemic risk
The financial crisis and depression: Can lessons be drawn from the Great Depression?
Pierre-Cyrille Hautcoeur · 2018 · intermediate · risk management
banking · economic policy
The financial health of a company and the risk of its default: Back to the future
Eugenio Fabrizi, Francesco Dainelli, Gianmarco Bet · 2023 · intermediate · risk management
credit risk · probability
The financial market effects of the ECB’s balance sheet policies
Markus Roth, Vivien Lewis · 2015 · intermediate · risk management
econometrics · time series
The Financial Market of Indices of Socioeconomic Wellbeing
Abootaleb Shirvani, Svetlozar Rachev, Thilini V. Mahanama · 2023 · advanced · portfolio management
asset pricing · econometrics · portfolio optimization · risk management
The Financial Performance of Solidarity-based Investment Funds
Philippe Devin · 2025 · intermediate · portfolio management
esg · regression · statistical inference · sustainable investing
The financial transmission of housing booms: evidence from Spain
Alberto Martin, Enrique Moral-Benito, Tom Schmitz · 2020 · advanced · risk management
banking · credit markets · financial economics · housing markets
The Financial Transmission of Housing Bubbles: Evidence from Spain
Alberto Martín, Enrique Moral-Benito, Tom Schmitz · 2018 · advanced · risk management
banking · credit markets · financial economics · housing markets
The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
Heungju Park, Jaehyuk Choi, Lei Lu · 2022 · intermediate · fixed income
credit markets · fixed income
The Financialization of Proof-of-Stake: Asymptotic Centralization under Exogenous Risk Premiums
Mikhail Perepelitsa · 2026 · advanced · portfolio management
cryptocurrencies · financial economics
The Financing of Innovation: Learning and Stopping
Dirk Bergemann, Ulrich Hege · 2004 · advanced · other
financial economics
The fine structure of electricity price volatility
Fred Espen Benth, Thomas K. Kloster · 2026 · advanced · time series
partial differential equations · statistical inference
The fine structure of volatility feedback II: Overnight and intra-day effects
Jean-Philippe Bouchaud, Pierre Blanc, Rémy Chicheportiche · 2014 · advanced · time series
time series · volatility forecasting
The fine-structure of volatility feedback I: Multi-scale self-reflexivity
Jean-Philippe Bouchaud, Rémy Chicheportiche · 2014 · advanced · time series
time series
The First Crypto President: Presidential Power and Cryptocurrency Markets During Trump's Second Term (2025-2029)
Habib Badawi · 2025 · intermediate · quantitative trading
cryptocurrencies
The Flip Side of Financial Synergies:Coinsurance versus Risk Contamination
Albert Banal-Estañol, Andrew Winton, Marco Ottaviani · 2013 · advanced · risk management
contagion · credit risk
The Flypaper Effect in Individual Investor Asset Allocation
Brigitte Madrian, David Laibson, James Choi · 2008 · intermediate · portfolio management
behavioral economics · behavioral finance
The formation of a core periphery structure in heterogeneous financial networks
Hommes, C.H., in 't Veld, D., van der Leij, M. · 2016 · advanced · risk management
banking · financial networks
The Fourier estimator of spot volatility: Unbounded coefficients and jumps in the price process
Erick Treviño Aguilar, L. J. Espinosa González · 2026 · advanced · stochastic calculus
jump processes · probability · stochastic calculus · stochastic processes
The fractional volatility model and rough volatility
R. Vilela Mendes · 2022 · advanced · stochastic calculus
option pricing · rough volatility · stochastic calculus · stochastic processes
The fundamental representation of pricing adjustments
Benedict Burnett, Benjamin Piau, Ryan McCrickerd · 2025 · advanced · derivatives
derivatives · model risk · partial differential equations · stochastic calculus
The Fundamental Structure of Risk: From Characteristics to Covariance
Alexandre Alouadi, Charles-Albert Lehalle · 2026 · advanced · risk management
statistics
The Fundamental Theorem of Asset Pricing Under Transaction Costs
Emmanuel Lépinette, Miklos Rasonyi, Paolo Guasoni · 2012 · advanced · stochastic calculus
asset pricing · mathematical finance · stochastic processes · transaction costs
The Fundamental Theorem of Asset Pricing, Formalized in Lean 4
Raphael Coelho · 2026 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance · measure theory · probability · programming
The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions
Sergio Pulido · 2014 · advanced · stochastic calculus
asset pricing · stochastic calculus · stochastic processes
The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach
Gu, R., Peng, C., Zhang, W. · 2021 · advanced · portfolio management
portfolio management
The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model
Ben Boukai · 2021 · advanced · options
derivatives · option pricing
The Geography of Equity Listing and Financial Centre Competition in Mainland China and Hong Kong
Karreman, B., van der Knaap, G.A. · 2010 · intermediate · other
equity markets
The Geometry of Constant Function Market Makers
Alex Evans, Guillermo Angeris, Kshitij Kulkarni · 2023 · advanced · quantitative trading
quantitative trading
The geometry of higher order modern portfolio theory
Emil Horobet · 2025 · advanced · portfolio management
portfolio optimization
The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
Daniel Bloch · 2026 · advanced · risk management
risk management
The Gibbs Posterior and Parametric Portfolio Choice
Christopher G. Lamoureux · 2026 · advanced · portfolio management
bayesian statistics · portfolio management · portfolio optimization
The Gini-Bayes Connection: The CAP Slope as Bayes' Theorem, with Applications to Weight of Evidence, Somers' $D$, and Calibration
Denis Burakov · 2026 · intermediate · risk management
credit risk · statistics
The global network of liquidity lines
Bahaj, Saleem, Fuchs, Marie, Reis, Ricardo · 2026 · advanced · risk management
financial networks · foreign exchange · liquidity
The Golden Rule of Investing
Harald Lohre, Pim van. Auteur du texte Vliet · 2023 · intermediate · portfolio management
portfolio management · risk management
The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks
Urbschat, Florian · 2018 · intermediate · risk management
banking · financial economics · interest rates
The growing importance of investment funds in capital flows
Pınar Yeşin, Richard Schmidt · 2022 · intermediate · statistics
statistics
The GT-Score: A Robust Objective Function for Reducing Overfitting in Data-Driven Trading Strategies
Alexander Sheppert · 2026 · advanced · machine learning
financial machine learning · machine learning
The Hedge Fund Game
Dean P Foster, Peyton Young · 2008 · advanced · other
financial economics · hedge funds
The Heston stochastic volatility model has a boundary trace at zero volatility
Bénédicte Alziary, Peter Takáč · 2023 · advanced · options
partial differential equations
The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options
Daniel Guterding, Wolfram Boenkost · 2018 · advanced · options
model calibration · numerical methods · option pricing
The Hidden Constant of Market Rhythms: How $1-1/e$ Defines Scaling in Intrinsic Time
Thomas Houweling · 2025 · intermediate · quantitative trading
probability · stochastic processes
The High Frequency Effects of Dollar Swap Lines
Moritz Lenel, Rohan Kekre · 2023 · advanced · other
economic policy · foreign exchange · liquidity · liquidity risk
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements
Christian Conrad, Michael J. Lamla · 2007 · advanced · time series
econometrics · foreign exchange · garch · time series
The Hull-White Model under Volatility Uncertainty
Julian Hölzermann · 2018 · advanced · fixed income
brownian motion · fixed income · interest rates · stochastic processes · term structure models
The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
Natalia Roszyk, Robert Ślepaczuk · 2024 · advanced · time series
deep learning · garch · machine learning · neural networks · time series · volatility forecasting
The Hype Index: an NLP-driven Measure of Market News Attention
Helyette Geman, Wanchaloem Wunkaew, Zheng Cao · 2025 · intermediate · machine learning
equity markets · natural language processing
The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China
Hans Degryse, Xiaoqiang Cheng · 2006 · intermediate · statistics
banking · financial economics
The impact of big winners on passive and active equity investment strategies
Maxime Markov, Vladimir Markov · 2022 · intermediate · portfolio management
equity markets
The Impact of Bitcoin ETF Approval on Bitcoin's Hedging Properties Against Traditional Assets
Boxuan Li, Hengxiang Feng, Yihan Hong · 2025 · intermediate · time series
cryptocurrencies · equity markets · garch · time series
The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market
Carlo Rosa, Giovanni Verga · 2006 · intermediate · statistics
market efficiency
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
Chang, C-L., Hsu, H-K., McAleer, M.J. · 2013 · intermediate · time series
econometrics · garch · time series
The impact of class imbalance in logistic regression models for low-default portfolios in credit risk
Charl Pretorius, Leandra van der Merwe, Neill Smit · 2026 · intermediate · risk management
credit risk · regression · statistics
The Impact of Corporate QE on Liquidity: Evidence from the UK
Boneva, L., Elliott, D., Kaminska, I. · 2019 · advanced · fixed income
fixed income · liquidity
The Impact of COVID-19 on Stock Market Volatility in Pakistan
Ateeb Akhter Shah Syed, Kaneez Fatima · 2021 · intermediate · time series
econometrics · time series
The impact of COVID-19 on the stock market crash risk in China
Peng-Fei Dai, Toan Luu Duc Huynh, Zhifeng Liu · 2020 · intermediate · time series
garch
The Impact of Credit Default Swap Trading on Loan Syndication
Streitz, Daniel · 2015 · advanced · risk management
banking · credit derivatives · credit risk · risk management
The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
Cong Zhou · 2024 · intermediate · quantitative trading
liquidity · market making · market microstructure
The Impact of ECB Communication on Financial Market Expectations
Michael J. Lamla, Sarah M. Rupprecht · 2006 · intermediate · fixed income
financial economics · interest rates
The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method
Vahidin Jeleskovic, Yinan Wan · 2024 · intermediate · statistics
statistics
The impact of financial crises on the risk-return tradeoff and the leverage effect
Bent Jesper Christensen, Jie Zhu, Morten Ørregaard Nielsen · 2012 · advanced · time series
econometrics · garch · time series
The Impact of Financial Development on the Relationship between Trade Credit, Bank Credit and Firm Characteristics. A Study on Firm-Level Data from Six MENA Countries
Jérôme Héricourt, Jézabel Couppey-Soubeyran · 2013 · intermediate · risk management
banking · financial economics
The Impact of Fiscal Governance on Bond Markets: Evidence from Late Budgets and State Government Borrowing Costs
Asger Lau Andersen, David Dreyer Lassen, Lasse Holbøll Westh Nielsen · 2010 · intermediate · fixed income
fixed income
The Impact of Hedge Funds on Asset Markets
Andrew J. Patton, Mathias S. Kruttli, Tarun Ramadorai · 2015 · advanced · time series
econometrics · hedge funds · liquidity · time series
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
Carl Chiarella, Giulia Iori, Josep Perello · 2007 · advanced · quantitative trading
market microstructure
The impact of Hong Kong's anti-ELAB movement on political related firms
Ziqi Wang · 2023 · intermediate · statistics
equity markets · financial economics
The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds
Lin Chen, Yan Zhang, Yixiang Tian · 2024 · intermediate · fixed income
fixed income
The Impact of Institutional Differences on Derivatives Usage
Bodnar, G.M., Macrae, V., de Jong, A. · 2001 · intermediate · risk management
derivatives · foreign exchange · risk management
The Impact Of Interest Rates On Firms Financial Decisions
Efendi, Rahmadani Srifitri, Septriza Berliana · 2023 · beginner · other
corporate finance · interest rates
The Impact of Interest: Firms’ Investment Sensitivity to Interest Rates
Benjamin Born, Lea Best, Manuel Menkhof · 2026 · intermediate · other
econometrics · interest rates
The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws
Agrawal, Ashwini K. · 2013 · advanced · other
causal identification · causal inference · corporate finance
The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, M., McAleer, M.J. · 2015 · advanced · time series
jump processes · volatility forecasting
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
Asai, M., Gupta, R., McAleer, M.J. · 2019 · advanced · time series
commodities · econometrics · jump processes · statistics · volatility forecasting
The Impact of Jumps in Volatility and Returns
Eraker, Bjorn, Johannes, Michael, Polson, Nicholas · 2002 · advanced · time series
jump processes · statistical inference · stochastic processes
The impact of mandatory governance changes on financial risk management
Hege, Ulrich, Hutson, Elaine, Laing, Elaine · 2018 · advanced · risk management
causal inference · corporate governance · panel data · risk management
The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing
Pietro Munari · 2024 · advanced · fixed income
regression
The Impact of Mergers on the Degree of Competition in the Banking Industry
Cerasi, Vittoria, Chizzolini, Barbara, Ivaldi, Marc · 2012 · advanced · statistics
banking · econometrics · mergers and acquisitions
The Impact of Monetary Policy on Corporate Bonds under Regime Shifts
Alexei G. Orlov, Manuela Pedio, Massimo Guidolin · 2015 · advanced · fixed income
econometrics · fixed income · time series
The impact of monetary policy signals on the intradaily Euro-dollar volatility
Darmoul Mokhtar · 2006 · advanced · time series
econometrics · foreign exchange · garch · time series
The impact of order size on stock liquidity: a representative study
Kaserer, Christoph, Stange, Sebastian · 2008 · intermediate · quantitative trading
liquidity · market microstructure
The Impact of Regulation on Mortgage Risk: Evidence from India
Benjamin Ranish, John Y. Campbell, Tarun Ramadorai · 2015 · advanced · risk management
causal identification · credit risk · mortgage markets
The Impact of Regulation Regime Changes on ChiNext IPOs: Effects of 2013 and 2020 Reforms on Pricing and Overreaction
Dingyi Chen, Lunge Dai, Mick Swartz · 2022 · intermediate · statistics
statistics
The Impact of Sequential versus Parallel Clearing Mechanisms in Agent-Based Simulations of Artificial Limit Order Book Exchanges
Matej Steinbacher, Matjaz Steinbacher, Mitja Steinbacher · 2025 · advanced · quantitative trading
market microstructure · programming
The impact of short-selling constraints on financial market stability in a heterogeneous agents model
Anufriev, M., Tuinstra, J. · 2013 · advanced · risk management
asset pricing · financial economics · financial stability
The Impact of Sovereign Shocks
Two Sigma · 2017 · advanced · risk management
banking · contagion · econometrics · systemic risk
The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees
Kling, Alexander, Richter, Andreas, Ruß, Jochen · 2006 · intermediate · risk management
insurance · interest rates
The Impact of Technical Analysis on Asset Price Dynamics
J.-H. Steffi Yang, Satchell, S.E. · 2002 · intermediate · quantitative trading
quantitative trading
The impact of the AI revolution on asset management
Michael Kopp · 2023 · intermediate · machine learning
deep learning · machine learning
The impact of the diffusion of a financial innovation on company performance: an analysis of SWIFT adoption
Scott, Susan V., Zachariadis, Markos · 2010 · intermediate · quantitative trading
banking · panel data
The impact of the French securities transaction tax on market liquidity and volatility
Gunther Capelle-Blancard, Olena Havrylchyk · 2016 · advanced · quantitative trading
causal identification · econometrics · liquidity
The Impact of Trump-Era Tariffs on Financial Market Efficiency
Tetsuya Takaishi · 2026 · intermediate · time series
market efficiency · time series
The impact of yuan internationalization on the euro-dollar exchange rate
Agnès Bénassy-Quéré, Yeganeh Forouheshfar · 2013 · advanced · time series
financial economics · foreign exchange
The Impacts of Registration Regime Implementation on IPO Pricing Efficiency
Dingyi Chen, Jiaqi Peng, Linhong Zheng · 2023 · intermediate · statistics
statistics
The Implied Views of Bond Traders on the Spot Equity Market
Svetlozar Rachev, Yifan He, Yuan Hu · 2023 · advanced · fixed income
equity markets · fixed income · interest rates · term structure models
The implied volatility of forward starting options: ATM short-time level, skew and curvature
Antoine Jacquier, Elisa Alòs, Jorge A. León · 2017 · advanced · options
calculus · option pricing
The importance of size in private equity: Evidence from a survey of limited partners
Ludovic Phalippou, Marco Da Rin · 2016 · intermediate · portfolio management
portfolio management
The Importance of Trust for Investment: Evidence from Venture Capital
Laura Bottazzi, Marco Da Rin, Thomas Hellmann · 2007 · intermediate · other
financial economics
The Impressive Markets Hypothesis: Prices (Still) Forecast Fundamentals
Andrew Robinson, Gerald T. Garvey, Timothy McDade · 2026 · intermediate · statistics
asset pricing · equity markets · financial economics · market efficiency
The incremental information in the yield curve about future interest rate risk
Bent Jesper Christensen, Bezirgen Veliyev, Mads Markvart Kjær · 2021 · advanced · fixed income
fixed income · interest rates · volatility forecasting
The indifference value of the weak information
Fabrice Baudoin, Oleksii Mostovyi · 2024 · advanced · stochastic calculus
mathematical finance · optimization
The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market
Elsa Leromain, Marcus Biermann · 2023 · intermediate · statistics
asset pricing · equity markets
The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets
de Zwart, G.J., van Dijk, D.J.C. · 2008 · intermediate · statistics
statistics
The inelastic market hypothesis: a microstructural interpretation
Jean‐Philippe Bouchaud · 2022 · advanced · quantitative trading
financial economics · liquidity · market microstructure
The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction
C. Evans Hedges · 2026 · intermediate · machine learning
financial machine learning · machine learning · market microstructure · neural networks
The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis
Aman Saggu, Lennart Ante · 2023 · advanced · statistics
causal inference · cryptocurrencies · statistical inference
The influence of negative interest rates on life insurance companies
Grochola, Nicolaus · 2023 · intermediate · fixed income
insurance · interest rates · regression · term structure models
The Influence of Technology and Demand Conditions on Future Prices and Hedging
Weller, Paul, Yano, Makoto · 1987 · advanced · derivatives
derivatives · financial economics
The Influence Of Technology And Demand Conditions On Futures Prices And Hedging
Weller, Paul, Yano, Makoto · advanced · derivatives
derivatives · financial economics
The Information Dynamics of Insider Intent: How Reporting Inversions (Form 144) Mask Informational Rents in Insider Sales (Form 4)
Krishna Neupane · 2026 · advanced · statistics
causal inference · equity markets · machine learning · statistical inference
The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market
Säfvenblad, Patrik · 1998 · advanced · fixed income
financial economics · fixed income
The Informational Content of Bank Risk Weights and the Role of Internal Ratings
Brunella Bruno, Francesco Corielli, Immacolata Marino, Giacomo Nocera · 2026 · advanced · risk management
banking · option pricing
The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector
Tatsuru Kikuchi · 2026 · advanced · risk management
banking · causal inference · contagion · econometrics · systemic risk
The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel
Asaf Segal, Inon Gamrasni, Jonathan Benchimol · 2025 · advanced · risk management
banking · credit markets · financial stability · panel data
The interdependence of bank capital and liquidity
Agnese Leonello, Elena Carletti, Itay Goldstein · 2019 · advanced · risk management
banking · liquidity risk
The interest rate conditioning assumption
Goodhart, Charles · 2015 · intermediate · time series
interest rates
The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum
Chadha, J. S., Turner, P., Zampolli, F. · 2025 · intermediate · fixed income
fixed income · interest rates
The internal connection analysis of information sharing and investment performance in the venture capital network community
Chen, Min, Feng, Bing, Sun, Kaiyang · 2021 · intermediate · portfolio management
portfolio management
The Interplay between Utility and Risk in Portfolio Selection
Leonardo Baggiani, Martin Herdegen, Nazem Khan · 2025 · advanced · portfolio management
optimization
The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter
Aman Saggu · 2025 · intermediate · statistics
asset pricing · cryptocurrencies
The inverse Cox-Ingersoll-Ross process for parsimonious financial price modeling
Didier Sornette, Li Lin · 2023 · advanced · stochastic calculus
asset pricing · equity markets · model calibration · stochastic differential equations · stochastic processes
The Investment Value of Mutual Fund Portfolio Disclosure
Wermers, Russ, Yao, Tong, Zhao, Jane · 2010 · intermediate · statistics
mutual funds
The Invisible Handshake: Persistent Overpricing by Adaptive Market Agents
Alfio Ferrara, Emanuele Guidotti, Luigi Foscari · 2025 · advanced · quantitative trading
market making · market microstructure
The Jacobi Stochastic Volatility Model
Damien Ackerer, Damir Filipovic, Sergio Pulido · 2018 · advanced · options
derivatives · option pricing · stochastic processes
The joint distribution of Parisian and hitting times of the Brownian motion with application to Parisian option pricing
Dassios, Angelos, Zhang, You You · 2016 · advanced · stochastic calculus
brownian motion · martingales · stochastic calculus · stochastic processes
THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL
Jean-Philippe Bouchaud, Rémy Chicheportiche · 2012 · advanced · statistics
copulas · statistics
The Kind of Silence: Managing a Reputation for Voluntary Disclosure in Financial Markets
Adam J. Ostaszewski, Miles B. Gietzmann · 2022 · advanced · other
financial economics · stochastic processes
The law of one price in quadratic hedging and mean-variance portfolio selection
Aleš Černý, Christoph Czichowsky · 2022 · advanced · stochastic calculus
asset pricing · martingales · portfolio optimization · stochastic calculus · stochastic processes
The Leland-Toft optimal capital structure model under Poisson observations
Budhi Arta Surya, José Luis Pérez, Kazutoshi Yamazaki · 2019 · advanced · other
capital structure · corporate finance · credit risk · mathematical finance · stochastic processes
The Lender of Last Resort : Liquidity Provision Versus the Possibility of Bail-out
Eijffinger, S.C.W., Nijskens, R.G.M. · 2010 · intermediate · risk management
banking · financial stability · liquidity
The leverage effect in financial markets: retarded volatility and market panic
Andrew Matacz, Jean‐Philippe Bouchaud, Marc Potters · 2001 · advanced · time series
stochastic processes
The lexical ratio: A new perspective on portfolio diversification
Hamid R. Arian, Jean-François Bégin, Sayyed Faraz Mohseni · 2024 · intermediate · portfolio management
natural language processing · portfolio management · risk management
The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks
Mathias S. Kruttli, Phillip J. Monin, Sumudu W. Watugala · 2019 · advanced · risk management
causal identification · credit risk · financial networks · hedge funds · liquidity risk
The Life-Cycle Personal Accounts Proposal for Social Security: An Evaluation
Robert J. Shiller · 2005 · intermediate · portfolio management
pensions
The Lifecycle of the Financial Sector and Other Speculative Industries
Biais, Bruno, Rochet, Jean-Charles, Woolley, Paul · 2009 · advanced · risk management
financial economics
The limit order book on different time scales
Fabrizio Lillo, Janos Kertesz, Zoltan Eisler · 2007 · intermediate · quantitative trading
market microstructure
The Limits of Arbitrage
Andrei Shleifer, Robert W. Vishny
asset pricing · market efficiency
The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion
Ekleen Kaur · 2026 · intermediate · risk management
brownian motion · cryptocurrencies · monte carlo simulation
The Limits to Arbitrage and the Low-Volatility Anomaly
Luis Garcia-Feijóo, Rodney N. Sullivan, Xi Li · 2014 · intermediate · portfolio management
equity markets · liquidity
The Limits to Arbitrage Revisited: The Accrual and Asset-Growth Anomalies
Rodney N. Sullivan, Xi Li · 2011 · intermediate · statistics
asset pricing
The Limits to Compensation in the Financial Sector
H Peyton Young, Thomas Noe · 2012 · advanced · risk management
banking · tail risk
The Limits to Minimum‐Variance Hedging
Evarist Stoja, Jian Hua Shen, Richard D. F. Harris · 2009 · intermediate · derivatives
derivatives
The links between some European financial factors and the BRICS credit default swap spreads
Kuhanathan Ano Sujithan, Sanvi Avouyi-Dovi · 2013 · advanced · risk management
credit derivatives · credit risk · econometrics · time series
The Liquidity Channel of Fiscal Policy
Benjamin Born, Christian Bayer, Ralph Luetticke · 2021 · advanced · fixed income
financial economics · liquidity
The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void
Saguato, Paolo · 2015 · intermediate · risk management
financial stability · liquidity · liquidity risk · systemic risk
The live method for generalized additive volatility models
Kim, Woocheol, Linton, Oliver B. · 2004 · advanced · time series
econometrics · time series
The Local Bias of Individual Investors
Ning Zhu · 2009 · intermediate · statistics
behavioral finance
The local Gaussian correlation networks among return tails in the Chinese stock market
Peng Liu · 2025 · advanced · risk management
financial networks · statistics · tail risk
The Log Moment formula for implied volatility
Antoine Jacquier, Vimal Raval · 2021 · advanced · options
option pricing
The Log S-fBM model: Statistical analysis
Emmanuel Bacry, Jean-François Muzy, Othmane Zarhali · 2026 · advanced · time series
brownian motion · hypothesis testing · rough volatility · statistical inference · stochastic processes
The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics
Alec Kercheval, Ololade Sowunmi · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
The Long-Term Effect of Digital Innovation on Bank Performance: An Empirical Study of SWIFT Adoption in Financial Services
John Van Reenen, Markos Zachariadis, Susan Scott · 2010 · intermediate · risk management
banking · panel data
The Long-Term Relationship between Capital and Earnings in Banking
Hortlund, Per · 2005 · intermediate · risk management
banking · capital structure · financial economics
The Loop-Gain Matrix: Coupled Rebalancing Feedback and the Blind Spots of Scalar Stability Monitoring
Jihwan Woo · 2026 · advanced · risk management
exchange traded funds · market microstructure · systemic risk
The Lost Decade for Hedge Funds: Three Threats
F. Alexander de Roode, Joseph A. McCahery · 2019 · intermediate · portfolio management
hedge funds
The Low-Volatility Anomaly: Market Evidence on Systemic Risk vs. Mispricing
Luis Garcia-Feijóo, Rodney N. Sullivan, Xi Li · 2016 · intermediate · statistics
asset pricing
The macroeconomic effects of banking crises: evidence from the United Kingdom, 1750–1938
Kenny, Seán, Lennard, Jason, Turner, John D. · 2021 · advanced · risk management
banking · causal inference · econometrics · time series
The Macroeconomy and the Yield Curve: A Nonstructural Analysis
Francis X. Diebold, Glenn D. Rudebusch, S. Boragan Aruoba · 2003 · advanced · fixed income
econometrics · interest rates · term structure models · time series
The market drives ETFs or ETFs the market: causality without Granger
Peter Lerner · 2022 · advanced · machine learning
causal inference · deep learning · exchange traded funds · machine learning · neural networks · time series
The Market for Financial Adviser Misconduct
Egan, Mark L., Matvos, Gregor, Seru, Amit · 2016 · intermediate · other
other
The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
Alexander Y. Shestopaloff, Jakob Albers, Mihai Cucuringu · 2025 · intermediate · quantitative trading
market making · market microstructure
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads
Liu, Jun, Longstaff, Francis A., Mandell, Ravit E. · 2000 · advanced · fixed income
credit markets · credit risk · fixed income · interest rates · statistical inference · term structure models
The Market Price of Jump Risk for Delivery Periods: Pricing of Electricity Swaps with Geometric Averaging
Annika Kemper, Maren Diane Schmeck · 2023 · advanced · derivatives
derivatives · jump processes · stochastic processes
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Anna Kh. Balci, Annika Kemper, Maren D. Schmeck · 2020 · advanced · derivatives
derivatives · option pricing
The Market Price Of Risk In Interest Rate Swaps: The Roles Of Default And Liquidity Risks
Liu, Jun, Longstaff, Francis A., Mandell, Ravit E. · 2004 · advanced · fixed income
credit risk · fixed income · interest rates · liquidity risk · term structure models
The Market's Conditioning Representation: Equilibrium, Crowding, and Convention Multiplicity
Alejandro Rodriguez Dominguez · 2026 · advanced · portfolio management
asset pricing · financial economics
The Mathematics of Heuristic Portfolio Optimization (HPO)
Miquel Noguer i Alonso · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization · reinforcement learning
The Mathematics of Market Timing
Guy Metcalfe · 2017 · intermediate · portfolio management
monte carlo simulation · portfolio management
The Mathematics of Volatility Surfaces
Miquel Noguer i Alonso · 2026 · advanced · options
machine learning · volatility surface
The Maturity Rat Race
Markus Konrad Brunnermeier, Martin Oehmke · 2010 · advanced · risk management
financial economics
The Maximum Entropy Distribution for Stochastically Ordered Random Variables with Fixed Marginals
Kiefer, Nicholas M. · 2009 · advanced · risk management
probability · statistics
The Mean Field Market Model Revisited
Manuel Hasenbichler, Stefan Thonhauser, Wolfgang Müller · 2023 · advanced · fixed income
interest rates · model calibration · stochastic processes · term structure models
The mean-variance model from the inverse of the variance-covariance matrix
Jordi Esteve Comas, Manuel Fernandez Lopez · 2012 · intermediate · portfolio management
asset pricing · portfolio optimization
The mean-variance portfolio selection based on the average and current profitability of the risky asset
Shuhua Zhang, Yu Li, Yuhan Wu · 2024 · advanced · portfolio management
optimization · portfolio optimization
The measurement of financial intermediation in Japan
Gunther Capelle-Blancard, Jézabel Couppey-Soubeyran, Laurent Soulat · 2008 · intermediate · other
other
The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
Alejandro Lopez-Lira, Mingyin Zhu, Yuehua Tang · 2025 · advanced · machine learning
large language models · machine learning
The Merton's Default Risk Model for Public Company
Battulga Gankhuu · 2024 · advanced · risk management
credit risk · mathematical finance
The Methodology of Stress Tests for the Kazakh Banking System
Didar Illyasov, Elena Tsoy, Natalia Podlich · 2010 · intermediate · risk management
banking · credit risk · stress testing
The microstructural foundations of leverage effect and rough volatility
El Euch Omar, Fukasawa Masaaki, Masaaki Fukasawa · 2016 · advanced · stochastic calculus
high frequency trading · market microstructure · rough volatility · stochastic processes
The Microstructure of the Bond Market in the 20th Century
Bruno Biais, Richard C. Green · intermediate · quantitative trading
fixed income · liquidity · market microstructure · transaction costs
The misleading nature of correlations
CFM · 2015 · beginner · statistics
statistics · time series
The modern tontine: An innovative instrument for longevity risk management in an aging society
Gründl, Helmut, Weinert, Jan-Hendrik · 2016 · intermediate · risk management
insurance · pensions · risk management
The mosaic permutation test: an exact and nonparametric goodness-of-fit test for factor models
Asher Spector, Emmanuel Candès, Rina Foygel Barber · 2024 · advanced · statistics
hypothesis testing · statistical inference
The MSIM Quantitative Credit Strategy Model
Anton Heese, Matas Vala · 2026 · intermediate · fixed income
credit markets · factor investing · fixed income
The multiplex dependency structure of financial markets
Aste, Tomaso, Di Matteo, Tiziana, Latora, Vito · 2017 · intermediate · risk management
financial networks · statistics · time series
The Multivariate Kyle model: more is different
CFM · 2018 · advanced · quantitative trading
asset pricing · financial economics
The multivariate mixture dynamics model: shifted dynamics and correlation skew
Camilla Pisani, Damiano Brigo, Francesco Rapisarda · 2019 · advanced · options
foreign exchange · model calibration · stochastic processes
The multivariate supOU stochastic volatility model
Ole Eiler Barndorff-Nielsen, Robert Stelzer · 2009 · advanced · time series
mathematical finance · stochastic processes
The Myth and Reality of Financial Machine Learning
Marcos López de Prado
financial machine learning · machine learning · portfolio management
The Necessity of Imperfection:Reversing Model Collapse via Simulating Cognitive Boundedness
Zhongjie Jiang · 2025 · advanced · machine learning
large language models · machine learning
The Negative Drift of a Limit Order Fill
Timothy DeLise · 2024 · intermediate · quantitative trading
market making · market microstructure
The negative effect of regional banking competition on audit quality: evidence from China
Chen, Yuran, Duan, Dongni, Mao, Yidan · 2024 · intermediate · risk management
banking
The new methods for equity fund selection and optimal portfolio construction
Yi Cao · 2020 · intermediate · portfolio management
portfolio management · portfolio optimization · time series
The New Quant: A Survey of Large Language Models in Financial Prediction and Trading
Weilong Fu · 2025 · intermediate · machine learning
equity markets · financial machine learning · large language models · natural language processing
The Next Financial Crisis
Yochanan Shachmurove · 2010 · intermediate · risk management
risk management
The Night and Day of Amihud’s (2002) Liquidity Measure
Barardehi, Yashar H., Bernhardt, Dan, Ruchti, Thomas G. · 2019 · intermediate · quantitative trading
liquidity · market microstructure
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing
Bekiros, S., Diks, C.G.H. · 2007 · advanced · time series
causal inference · econometrics · foreign exchange · garch · hypothesis testing · time series
The Nonstationarity-Complexity Tradeoff in Return Prediction
Agostino Capponi, Chengpiao Huang, J. Antonio Sidaoui · 2025 · advanced · time series
financial machine learning · machine learning · time series
The Norway Model
David Chambers, Elroy Dimson · 2012 · intermediate · portfolio management
portfolio management
The not-so-hidden risks of 'hidden-to-maturity' accounting: on depositor runs and bank resilience
Andreas Sojmark, Grzegorz Halaj, Zachary Feinstein · 2024 · intermediate · risk management
banking · liquidity risk · model calibration
The Omniscient, yet Lazy, Investor
Stanisław M. S. Halkiewicz · 2025 · advanced · quantitative trading
optimization · stochastic processes · transaction costs
The Oracle estimator is suboptimal for global minimum variance portfolio optimisation
Christian Bongiorno, Damien Challet · 2023 · advanced · portfolio management
optimization · portfolio optimization
The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization
Delio Lucena-Piquero, Olivier Accominotti, Stefano Ugolini · 2021 · intermediate · fixed income
financial economics · financial networks · liquidity
The Origins of the German Corporation – Finance, Ownership and Control
Franks, Julian, Mayer, Colin, Wagner, Hannes F. · 2005 · intermediate · other
corporate finance · equity markets
The Outbreak of the Russian Banking Crisis
Fidrmuc, Jarko, Süß, Philipp Johann · 2009 · intermediate · risk management
banking · statistical inference
The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
Useong Shin · 2026 · advanced · options
derivatives · option pricing
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
Agostino Capponi, Brian Zhu, Ruizhe Jia · 2023 · advanced · quantitative trading
decentralized finance · liquidity · market microstructure
The Paris Financial Market in the 19th Century: an efficient multi - polar organization ?
Angelo Riva, Pierre-Cyrille Hautcoeur · 2008 · intermediate · quantitative trading
financial economics · market microstructure
The PEAL Method: a mathematical framework to streamline securitization structuring
Andrea Pinto, Antonio Scala · 2024 · intermediate · fixed income
securitization
The Pecking Order of Segmentation and Liquidity-Injection Policies in a Model of Contagious Crises
Guembel, Alexander, Sussman, Oren · 2019 · advanced · risk management
contagion · financial stability · liquidity
The Performance of Exchange-Traded Funds
David C. Blitz, Milan Vidojevic · 2019 · intermediate · portfolio management
exchange traded funds
The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions
Driessen, J.J.A.G., Klaassen, P., Melenberg, B. · 2000 · advanced · fixed income
derivatives · interest rates · options hedging · term structure models
The performance of private equity funds
Ludovic, Phalippou, Oliver, Gottschalg · 2006 · intermediate · portfolio management
portfolio management
The Performance of Private Equity Funds: Does Diversification Matter?
Lossen, Ulrich · 2006 · intermediate · portfolio management
portfolio management
The Performance of Real Estate Portfolios: A Simulation Approach
Jeffrey Fisher, William Goetzmann · 2005 · intermediate · portfolio management
real estate
The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts
Boero, Gianna, Marrocu, Emanuela · intermediate · time series
econometrics · statistics · time series
The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model
Hafner, C. M., Linton, O. B., Wang, L. · 2024 · advanced · statistics
hypothesis testing · liquidity · statistics
The Persistence of a Banking Crisis
Kilian Huber · 2015 · advanced · risk management
banking · causal inference · financial economics
The Personal-Tax Advantages of Equity
Burton Hollifield, Richard C. Green · advanced · other
capital structure · corporate finance · equity valuation
The Physical Crash Frontier: What Finite Option Quotes Can and Cannot Reveal
Jirong Zhuang · 2026 · advanced · options
derivatives · option pricing
The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding
Sungwoo Kang · 2026 · advanced · quantitative trading
equity markets · market efficiency · market microstructure
The Pitfalls of Continuous Heavy-Tailed Distributions in High-Frequency Data Analysis
Vladimír Holý · 2025 · advanced · time series
garch · time series
The pitfalls of pledgeable cash flows : soft budget constraints, zombie lending and under-investment
Bernhardt, Dan, Koufopoulos, Kostas, Trigilia, Giulio · 2021 · advanced · risk management
corporate finance
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets
Matthew Spiegel, William Goetzmann · 2001 · intermediate · portfolio management
financial economics · housing markets · mortgage markets · real estate
The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries
Degryse, H.A., Lambert, T., Schwienbacher, A. · 2013 · intermediate · other
banking · financial economics
The Portfolio Rebalancing Channel of Quantitative Easing
Valentin Jouvanceau · 2016 · advanced · fixed income
bayesian statistics · causal identification · securitization
The Power of Past Stock Returns to Explain Future Stock Returns
Cliff Asness · 1995 · intermediate · statistics
asset pricing · momentum
The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences
Crocker Liu, Jianping Mei · 1996 · intermediate · portfolio management
foreign exchange · real estate
The Preferential Treatment of Green Bonds
Florian Wicknig, Francesco Giovanardi, Lucas Radke · 2021 · advanced · risk management
banking · economic policy
The price and volatility effects of stock option introductions : A Reexamination
Kabir, M.R. · 2000 · intermediate · options
derivatives
The Price Impact of Generalized Order Flow Imbalance
Jiarong Li, Xianghui Yuan, Yuhan Su · 2021 · intermediate · quantitative trading
market microstructure · regression
The price impact of order book events: market orders, limit orders and cancellations
Jean-Philippe Bouchaud, Julien Kockelkoren, Zoltan Eisler · 2011 · intermediate · quantitative trading
market microstructure
The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries
Paul M. Vaaler, Steven A. Block · 2001 · intermediate · fixed income
credit markets · credit risk
The Price of Liquidity: Implied Volatility of Automated Market Maker Fees
Maxim Bichuch, Zachary Feinstein · 2025 · advanced · derivatives
decentralized finance · derivatives · liquidity · market making
The Price of Permission: Classification Uncertainty in Constrained Capital Markets
Abdulrahman Qadi, Akash Sharma, Francesca Medda · 2026 · advanced · statistics
asset pricing · equity markets · financial economics
The Pricing And Hedging Of Constant Function Market Makers
Craig Newbold, Richard Dewey · 2023 · advanced · quantitative trading
liquidity · market making · market microstructure
The Pricing of Foreign Currency Futures Options
Chang Mo Ahn · 1996 · advanced · options
foreign exchange · interest rates · option pricing · stochastic processes
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron Scholes
asset pricing · derivatives · mathematical finance · option pricing
The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem
Jherek Healy · 2021 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation
Yuki Nakamura · 2026 · advanced · quantitative trading
brownian motion · market microstructure · stochastic processes
The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation
Yuki Nakamura · 2026 · advanced · quantitative trading
financial economics · market making · market microstructure · probability
The Privacy Subsidy in Market Microstructure
Yuki Nakamura · 2026 · advanced · quantitative trading
financial economics · market making · market microstructure
The Privacy Subsidy: Kyle's $λ$ under Noise-Perturbed Order-Flow Observation
Yuki Nakamura · 2026 · advanced · quantitative trading
cryptocurrencies · market microstructure
The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance
Ivan Arraut, Joao Alexandre Lobo Marques, Sergio Gomes · 2022 · advanced · stochastic calculus
martingales · mathematical finance · probability
The Promise and Peril of Generative AI: Evidence from GPT as Sell-Side Analysts
Dexin Zhou, Edward Li, Min Shen · 2024 · intermediate · machine learning
large language models · natural language processing
The puzzle of Carbon Allowance spread
Michele Azzone, Pietro Manzoni, Roberto Baviera · 2024 · advanced · risk management
econometrics · statistical inference
The Quadratic Local Variance Gamma Model: an arbitrage-free interpolation of class C3 for option prices
Fabien Le Floc'h · 2023 · advanced · options
derivatives · option pricing
The Quantity Approach of Financial Integration: The Feldstein-Horioka Criterion Revisited
Eijffinger, S., Lemmen, J.J.G. · 1993 · advanced · statistics
financial economics
The quantity approach to financial integration : The Feldstein-Horioka criterion revisited
Eijffinger, S.C.W., Lemmen, J.J.G. · 1993 · intermediate · statistics
financial economics
The quanto theory of exchange rates
Kremens, Lukas, Martin, Ian · 2019 · advanced · time series
asset pricing · derivatives · foreign exchange · regression
The Quarter-Hour Effect: Periodic Algorithmic Trading and Return Predictability in Cryptocurrency Futures
Chan Kim, Peter Reinhard Hansen · 2026 · advanced · quantitative trading
algorithmic trading · cryptocurrencies · high frequency trading · market microstructure · time series
The quest to stabilize an unstable system by financial engineering. Reply to Sam Langfield
De Grauwe, Paul, Ji, Yuemei · 2021 · intermediate · risk management
financial stability
The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles
Camille Illand, Eduardo Abi Jaber, Shaun Xiaoyuan Li · 2023 · advanced · options
model calibration · monte carlo simulation · option pricing · stochastic processes
The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
Duan Xin, Jiajian Zheng, Le Yang · 2024 · beginner · machine learning
machine learning
The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures
Miryana Grigorova, Ohood Aldalbahi · 2025 · advanced · risk management
measure theory
The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús, Taamouti, Abderrahim · 2012 · intermediate · statistics
econometrics · equity markets
The Reaction of Stock Market Returns to Unemployment
Gonzalo, Jesús, Taamouti, Abderrahim · 2017 · intermediate · statistics
econometrics · equity markets
The reactive volatility model
Denis S Grebenkov, Qian Liu, Sofiane Aboura · 2013 · advanced · time series
time series
The Real Effects of Banking the Poor: Evidence from Brazil
Adrien Matray, Julia Fonseca · 2022 · intermediate · statistics
banking · causal inference · financial economics
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Bezirgen Veliyev, Kim Christensen, Martin Thyrsgaard · 2018 · advanced · statistics
statistical inference · statistics · stochastic processes
The Reconfiguration Premium: Co-movement Structure as an Unspanned Dimension of the Variance Risk Premium
Lucas Carvalho · 2026 · advanced · options
asset pricing · derivatives · linear algebra
The Red Queen's Trap: Limits of Deep Evolution in High-Frequency Trading
Yijia Chen · 2025 · advanced · quantitative trading
algorithmic trading · deep learning · high frequency trading · machine learning · market microstructure · reinforcement learning
The relationship between trade credit, bank credit and financial structure: from firm-level non-linearities to financial development heterogeneity. A study on MENA firm-level data
Jéröme Héricourt, Jézabel Couppey-Soubeyran · 2011 · intermediate · risk management
banking · corporate finance · credit markets
The Relative Entropy of Expectation and Price
Paul McCloud · 2025 · advanced · derivatives
derivatives · mathematical finance · risk management
The restructuring of financial supervision in the EU
Beetsma, R.M.W.J., Eijffinger, S.C.W. · 2009 · intermediate · risk management
risk management
The Return Expectations of Institutional Investors
Andonov, Aleksandar, Rauh, Joshua D. · 2018 · intermediate · portfolio management
pensions
The Right Wing of the SABR Smile with an Absorbing Boundary: Resolution of Conjectures of Henry-Labordère
Shaosai Huang, Zeyu Cao · 2026 · advanced · options
mathematical finance
The Rise and Fall of the German Stock Market, 1870-1938
Brian Cheffins, Carsten Burhop, David Chambers · 2016 · intermediate · other
equity markets
The rise of private equity continuation funds
Kastiel, Kobi, Nili, Yaron · 2024 · intermediate · other
other
The rise of shadow banking: evidence from capital regulation
José-Luis Peydró, Rajkamal Iyer, Ralf R. Meisenzahl · 2020 · advanced · risk management
banking · causal identification · credit markets
The Risk and Reward of Investing
Laurens A. P. Swinkels, Ronald Q. Doeswijk · 2024 · intermediate · portfolio management
time series
The Risk-Neutral Crash Frontier: Sharp Joint Bounds on Crash Probability and Conditional Depth from Option Bid-Ask Quotes
Jirong Zhuang · 2026 · advanced · options
derivatives · optimization · option pricing · tail risk
The Risk-Neutral Equivalent Pricing of Model-Uncertainty
Ken Kangda Wren · 2025 · advanced · risk management
asset pricing · mathematical finance · model risk
The risk-return tradeoff in international stock markets: one-step multivariate GARCH-M estimation with many assets
Geert Dhaene, Jianbin Wu, Piet Sercu · 2016 · advanced · statistics
asset pricing · econometrics · garch
The role of cointegration for optimal hedging with heteroscedastic error term
Lukasz Gatarek, Søren Johansen · 2017 · advanced · portfolio management
econometrics · portfolio optimization · time series
The role of complementarity and the financial liberalization in the financial crisis
Adeline Saillard · 2012 · intermediate · risk management
banking · financial economics
The Role of Consumer Leverage in Generating Financial Crises
Dilyana Dimova · 2012 · advanced · risk management
housing markets · mortgage markets
The role of debt valuation factors in systemic risk assessment
Janusz Szwabiński, Kamil Fortuna · 2024 · advanced · risk management
interest rates · systemic risk
The Role of Deep Learning in Financial Asset Management: A Systematic Review
Ana Paula Serra, João Gama, Pedro Reis · 2025 · intermediate · machine learning
deep learning · neural networks
The Role of diversification risk in financial bubbles
Didier Sornette, Ryan Woodard, Wanfeng Yan · advanced · time series
time series
The Role of Housing in a Mixed-Asset Portfolio: The Particular Case of Direct Housing within the Greater Paris Region
Aya Nasreddine, Essafi Zouari Yasmine, Simon Arnaud · 2020 · intermediate · portfolio management
housing markets · portfolio management · portfolio optimization · real estate
The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets
Bent Jesper Christensen, Morten Ørregaard Nielsen, Thomas Busch · 2007 · advanced · time series
econometrics · jump processes · time series · volatility forecasting
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
Pesaran, M.H., Schuermann, T., Treutler, B-J. · 2005 · advanced · risk management
credit risk
The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence
Lin Li · 2025 · intermediate · statistics
asset pricing
The role of investor attention in global asset price variation during the invasion of Ukraine
Daniel Stašek, Martina Halousková, Matúš Horváth · 2022 · intermediate · time series
equity markets
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors
Pesaran, M. H., Smith, R. P. · 2023 · advanced · statistics
asset pricing · monte carlo simulation · statistical inference
The Role of Social Capital in Financial Development
Luigi Guiso, Luigi Zingales, Paola Sapienza · 2000 · intermediate · other
financial economics
The Role of Twitter in Cryptocurrency Pump-and-Dumps
David Ardia, Keven Bluteau · 2023 · intermediate · statistics
cryptocurrencies
The rough Hawkes Heston stochastic volatility model
Alessandro Bondi, Sergio Pulido, Simone Scotti · 2024 · advanced · stochastic calculus
jump processes · mathematical finance · rough volatility · stochastic processes
The Rough Heston Model
Simone Molinari · 2019
Derivatives · Heston model · Riccati equations · Stochastic volatility · fractional Brownian motion · option pricing
The Rough Path-Dependent Volatility Model
Léo Parent · 2023 · advanced · stochastic calculus
rough volatility · stochastic processes
The Run for Safety: Financial Fragility and Deposit Insurance
Adam Sheridan, Niels Johannesen, Rajkamal Iyer · 2016 · intermediate · risk management
banking · causal identification
The Sale of Failed Banks: The Importance of their Branch Networks and of the Acquirers' Financial Strength
Lawrence J White, Morteza Abdollahzadeh, Pejman Abedifar · 2023 · intermediate · risk management
banking · mergers and acquisitions
The Satoshi Overhang: Why the Bear Case is Bounded
Karl T. Ulrich · 2026 · intermediate · quantitative trading
liquidity · liquidity risk · market microstructure
The Science and Practice of Trend-Following Systems
Artur Sepp, Vladimir Lucic · 2026 · advanced · quantitative trading
momentum · performance attribution · time series · trend following
The Scope of Net Zero: The Use of Carbon Emission Data to Achieve Portfolio Goals
Anna-Marie Tomm, Jeremy Wee, Robert E. Furdak · 2024 · intermediate · portfolio management
portfolio management
The second-order Esscher martingale densities for continuous-time market models
Ella Elazkany, Michèle Vanmaele, Tahir Choulli · 2024 · advanced · stochastic calculus
martingales · stochastic calculus · stochastic differential equations
The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management
Andrew Ang, Andrey Kim, Nazym Azimbayev · 2026 · intermediate · portfolio management
large language models · portfolio management · portfolio optimization
The self-exciting nature of the bid-ask spread dynamics
Emmanuel Bacry, Jean-François Muzy, Ruihua Ruan · 2023 · advanced · quantitative trading
market microstructure · stochastic processes
The Self-Organized Criticality Paradigm in Economics & Finance
Jean-Philippe Bouchaud · 2024 · advanced · risk management
financial economics · financial stability
The Shadow Costs of Illiquidity
Bas J. M. Werker, Kristy A.E. Jansen · 2022 · advanced · portfolio management
financial economics · liquidity · transaction costs
The Shape of Markets: Machine learning modeling and Prediction Using 2-Manifold Geometries
Athanassios N. Yannacopoulos, Panagiotis G. Papaioannou · 2025 · advanced · machine learning
brownian motion · machine learning · stochastic processes
The shape of the risk premium: evidence from a semiparametric GARCH model
Linton, Oliver, Perron, Benoit · 2000 · advanced · time series
asset pricing · garch · time series
The Shareholder Wealth Effects of Delaware Litigation
Badawi, Adam B., Chen, Daniel L. · 2016 · intermediate · other
statistical inference
The Sherman-Morrison-Markowitz Portfolio
Steven E. Pav · 2026 · intermediate · portfolio management
linear algebra · optimization · portfolio management · portfolio optimization
The Shift From Active to Passive Investing: Potential Risks to Financial Stability?
Chaehee Shin, Emilio Osambela, Kenechukwu E. Anadu · 2019 · intermediate · risk management
exchange traded funds · financial stability · liquidity risk · mutual funds · systemic risk
The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective
Almut Veraart, Lorenzo Lucchese, Mikko Pakkanen · 2022 · advanced · quantitative trading
deep learning · high frequency trading · market microstructure · neural networks · statistical inference
The Short-Term Price Impact of Trades Is Universal
Bence Toth, Jean-Philippe Bouchaud, Zoltan Eisler · 2017 · intermediate · quantitative trading
market microstructure
The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
Maksym Nechepurenko · 2026 · advanced · quantitative trading
market microstructure · monte carlo simulation
The signaling value of legal form in debt financing
Felix Bracht, Jeroen Mahieu, Steven Vanhaverbeke · 2022 · intermediate · risk management
credit markets · credit risk · financial economics
The SINC way: A fast and accurate approach to Fourier pricing
Fabio Baschetti, Giacomo Bormetti, Pietro Rossi · 2020 · advanced · options
mathematical finance · numerical methods · option pricing
The Size and Power of the Variance Ratio Test in Finite Samples: A Monte Carlo Investigation
Andrew W. Lo, Craig A. MacKinlay · intermediate · statistics
hypothesis testing · monte carlo simulation · statistical inference · statistics · time series
The skew Brownian motion should not be used as a risk-neutral returns process: a well-posed skew-normal alternative
Lorenzo Torricelli, Michele Bufalo · 2026 · advanced · options
brownian motion · option pricing · stochastic differential equations · stochastic processes
The skewed multifractal random walk with applications to option smiles
B. Pochart, J. -P. Bouchaud · 2002 · advanced · options
stochastic processes
The Social Security Trust Fund, the Riskless Interest Rate, and Capital Accumulation
Andrew B. Abel · advanced · portfolio management
asset pricing · financial economics · stochastic processes
The social value of overreaction to information
Daniele d’Arienzo, Matteo Bizzarri · 2024 · advanced · other
behavioral economics · economic policy · financial economics
The square-root impact law also holds for option markets
CFM · 2016 · advanced · quantitative trading
market microstructure
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Guillaume Horny, Patrick Sevestre, Sanvi Avouyi-Dovi · 2017 · intermediate · fixed income
interest rates
The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields
Aman Saggu, Ingo Fiedler, Lennart Ante · 2025 · intermediate · fixed income
financial economics · interest rates · regression
The Statistical Significance of the Inclusion of Graph Neural Networks in the Financial Time Series Forecasting Problem
Giorgio Gnecco, Johannes De Smedt, Marco Gregnanin · 2026 · advanced · time series
deep learning · machine learning · neural networks · time series
The statistics of random walks: how long can you go and when should you panic?
CFM · 2017 · beginner · statistics
probability · stochastic processes
The Statistics of Sharpe Ratios
Andrew W. Lo · 2002
Estimation Error · Hedge Funds · Performance Measurement · Serial Correlation · Sharpe Ratio
The Stochastic Balance Equation for the American Option Value Function and its Gradient
Malkhaz Shashiashvili · 2021 · advanced · options
option pricing · stochastic calculus · stochastic processes
The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
Bodeutsch, D.S., Franses, Ph.H.B.F. · 2014 · intermediate · time series
econometrics · equity markets · market efficiency · time series
The stock market reaction to losing or gaining foreign private issuer status
Burnett, Brian M., Jorgensen, Bjorn N., Pollard, Troy J. · 2017 · intermediate · other
equity markets
The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies
Muhammad Aufaristama · 2023 · beginner · statistics
statistics
The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
Krishna Neupane · 2026 · advanced · machine learning
equity markets · financial economics · large language models
The Structure and Degree of Dependence in Government Bond Markets
Laurens A. P. Swinkels, Miloš Vulanović, Nebojsa Dimic · 2021 · intermediate · fixed income
fixed income · regression
The student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy
CFM · 2007 · advanced · statistics
statistics
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
Grégoire Loeper, Guillaume Maitrier, Jean-Philippe Bouchaud · 2025 · advanced · quantitative trading
market microstructure
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
Guillaume Maitrier, Jean-Philippe Bouchaud · 2025 · advanced · quantitative trading
market microstructure
The Surprising Irrelevance of Total-Value-Locked on Cryptocurrency Returns
Matt Brigida · 2025 · intermediate · statistics
asset pricing · cryptocurrencies · factor investing
The sustainable practices of multinational banks as drivers of financial inclusion in developing countries
Martínez, Francisco Javier Forcadell, Mendez, Alvaro, Úbeda, Fernando · 2023 · intermediate · risk management
banking
The Synchronization of Business Cycles and Financial Cycles in the Euro Area
William Oman · 2019 · advanced · risk management
risk management
The Tax Benefits of Direct Indexing: Not a One-Size-Fits-All Formula
Michael Gromis · 2022 · intermediate · portfolio management
portfolio management
The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?
Nathan Sosner, Stanley Krasner, Ted Pyne · 2019 · intermediate · portfolio management
portfolio management
The Tech Decoupling
Monika Baloda · 2023 · intermediate · time series
econometrics · statistics · time series
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, M.J. · 2008 · advanced · risk management
market risk · risk management · volatility forecasting
THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD
Douglas P. Kennedy · 1994 · advanced · fixed income
fixed income · interest rates · martingales · stochastic processes · term structure models
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
Jesús Fernández-Villaverde, Juan F. Rubio-Ramírez, Jules H. van Binsbergen · 2010 · advanced · fixed income
asset pricing · econometrics · fixed income · interest rates · statistical inference · term structure models
The Theory of Life-Cycle Saving and Investing
Jonathan Treussard, Paul Willen, Zvi Bodie · 2007 · beginner · portfolio management
portfolio management
The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk
Jirô Akahori, Maho Nishida, Shuji Tamada · 2020 · advanced · risk management
insurance · stochastic differential equations · stochastic processes
The Three-Dimensional Decomposition of Volatility Memory
A. Alexandre Trindade, Svetlozar T. Rachev, Ziyao Wang · 2025 · advanced · time series
econometrics · statistics · time series
The timing of foreign direct investment under uncertainty: Evidence from the Spanish banking sector
Josep Garcia Blandón · 1999 · intermediate · other
banking
The TIPS Liquidity Premium
Jens H.E. Christensen, Martin M. Andreasen, Simon Riddell · 2017 · advanced · fixed income
fixed income · interest rates · liquidity risk · term structure models
The Trading Response of Individual Investors to Local Bankruptcies
Benjamin Loos, Christine Laudenbach, Jenny Pirschl · 2020 · intermediate · quantitative trading
behavioral finance · financial economics
The Transmission of Monetary Policy to Corporate Investment: The Role of Loan Renegotiation
Eunkyung Lee · 2023 · intermediate · other
banking · corporate finance · credit markets · financial economics
The Triadic Stress Index in Financial Markets
Alberto Acedo · 2026 · advanced · risk management
financial networks · systemic risk
The TruEnd-procedure: Treating trailing zero-valued balances in credit data
Arno Botha, Roelinde Bester, Tanja Verster · 2024 · advanced · risk management
credit risk · statistics
The two square root laws of market impact and the role of sophisticated market participants
Bruno Durin, Grégoire Szymanski, Mathieu Rosenbaum · 2023 · advanced · quantitative trading
market microstructure · stochastic processes
The UK Universities Superannuation Scheme valuations 2014-2023: gilt yield dependence, self-sufficiency and metrics
Jackie Grant · 2024 · intermediate · risk management
interest rates · pensions
The uncertainty of conditional returns, volatilities and correlations in DCC models
Fresoli, Diego Eduardo, Ruiz Ortega, Esther · 2014 · advanced · time series
statistical inference · time series · volatility forecasting
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
Ananth Madhavan, Donald B. Keim · 1994 · advanced · quantitative trading
equity markets · financial economics · market microstructure
The use of derivatives in the Spanish mutual fund industry
José M. Marín, Thomas A. Rangel · 2006 · intermediate · portfolio management
derivatives · mutual funds
The utility of a common coinage: currency unions and the integration of money markets in late medieval Central Europe
Boerner, Lars, Volckart, Oliver · 2010 · intermediate · statistics
statistics
The valuation of clean spread options: linking electricity, emissions and fuels
Daniel Schwarz, Michael Coulon, Rene Carmona · 2012 · advanced · options
derivatives · option pricing
The Valuation of Convertible Bonds with Credit Risk
Elie Ayache, Kenneth R. Vetzal, Peter A. Forsyth
algorithms · asset pricing · convertible bonds · credit risk · fixed income · mathematical finance
The Valuation of Corporate Fixed Income Securities
In Joon Kim, Krishna Ramaswamy, Suresh Sundaresan · advanced · fixed income
credit risk · fixed income · interest rates
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach
Gary Koop, Kai Li · 1998 · intermediate · statistics
corporate finance · equity markets · equity valuation
THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL
Gechun Liang, Harry Zheng, Jianwei Lin · 2011 · advanced · derivatives
credit derivatives · credit risk
The value of (stock) liquidity in the M&A market
Massa, Massimo, Xu, Moqi · 2013 · intermediate · other
liquidity · mergers and acquisitions
The Value of Information from Sell-side Analysts
Linying Lv · 2024 · advanced · machine learning
equity markets · financial machine learning · large language models · machine learning · natural language processing
The Value of Information: A Puzzle
Asaf Manela, Ohad Kadan · 2026 · advanced · quantitative trading
market microstructure
The Value of Investment Banking Relationships: Evidence from the Collapse of Lehman Brothers
Fernando, Chitru S., May, Anthony D., Megginson, William L. · 2011 · advanced · other
banking · corporate finance · financial economics
The Value of Investor Protection: Firm Evidence from Cross-Border Mergers
Arturo Bris, Christos Cabolis · 2005 · intermediate · other
corporate governance · mergers and acquisitions
The value of partial information
Oleksii Mostovyi, Philip A. Ernst · 2025 · advanced · stochastic calculus
asset pricing · jump processes · mathematical finance · stochastic processes
The value of power-related options under spectrally negative Lévy processes
Jean-Philippe Aguilar · 2019 · advanced · options
derivatives · option pricing · stochastic processes
The Variable Volatility Elasticity Model from Commodity Markets
Fuzhou Gong, Ting Wang · 2022 · advanced · options
option pricing · stochastic calculus · stochastic processes
The Variance-Gamma Process for Option Pricing
Peter Kempthorne, Rohan Shenoy · 2025 · advanced · options
option pricing · stochastic processes
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
Agostino Capponi, Fayçal Drissi, Álvaro Cartea · 2026 · advanced · quantitative trading
liquidity · market microstructure
The Virtue of Sparsity in Complexity
Jonathan Yu-Meng Li, Nima Afsharhajari · 2026 · advanced · statistics
asset pricing · machine learning
The VIX index under scrutiny of machine learning techniques and neural networks
Ali Hirsa, Branka Hadji Misheva, Hanze Sun · 2021 · advanced · options
deep learning · machine learning · neural networks · option pricing
The VIX-Derived Volatility Model: A VIX-first Joint SPX-VIX Framework
Lech A. Grzelak, Nicola F. Zaugg · 2026 · advanced · options
model calibration · option pricing · stochastic processes
The Volatility Effect in China
David C. Blitz, Matthias Xaver Hanauer, Pim van. Auteur du texte Vliet · 2021 · intermediate · portfolio management
asset pricing · factor investing
The Volatility Effect: Lower Risk Without Lower Return
David C. Blitz, Pim van. Auteur du texte Vliet · 2007 · beginner · portfolio management
asset pricing · equity markets
The Volterra Stein-Stein model with stochastic interest rates
Donatien Hainaut, Edouard Motte, Eduardo Abi Jaber · 2025 · advanced · options
interest rates · mathematical finance · option pricing · stochastic processes
The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges
Jimin Huang, Min Peng, Qianqian Xie · 2023 · advanced · machine learning
large language models · machine learning
The Whys of the LOIS: Credit Skew and Funding Spread Volatility
Raphaël Douady, Stéphane Crépey · 2014 · advanced · fixed income
credit risk · interest rates · liquidity risk
The Year-End Toll: Frictions Embedded in Option-Implied Rates
Useong Shin · 2026 · advanced · options
derivatives · interest rates · option pricing
The yield curve: terms of endearment or terms of endowment?
Chris Telmer, Stanley E. Zin · advanced · fixed income
asset pricing · fixed income · term structure models
Thematic Research: Emerging and Frontier Market Equities as Asset Class(es)
Two Sigma · 2014 · intermediate · portfolio management
equity markets
Thematic Research: Forecasting Factor Returns
Two Sigma · 2019 · intermediate · portfolio management
commodities · credit markets · factor investing
Thematic Research: Introducing the Two Sigma Factor Lens
Two Sigma · 2018 · intermediate · portfolio management
factor investing · portfolio management · risk management
THEME: Enhancing Thematic Investing with Semantic Stock Representations and Temporal Dynamics
Hoyoung Lee, Jaehoon Lee, Minjae Kim · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · natural language processing
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management
McAleer, M.J., Tan, A.C. · 2017 · advanced · time series
regression
Theoretical and Empirical Validation of Heston Model
Xinhao Lin, Zheng Cao · 2024 · advanced · options
machine learning · model calibration · monte carlo simulation · optimization · option pricing · stochastic calculus
Theoretical Economics and the Second-Order Economic Theory. What is it?
Victor Olkhov · 2021 · advanced · time series
time series
Theoretical Relations Between Risk Premiums and Conditional Variances
Allan W. Gregory, David K. Backus · 1992 · advanced · time series
asset pricing
Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction
Kentaro Imajo, Kentaro Minami, Liu Ziyin · 2021 · advanced · machine learning
deep learning · machine learning · portfolio management
There is Something Special About Large Investors : Evidence From a Survey of Private Equity Limited Partners
Da Rin, M., Phalippou, L. · 2014 · intermediate · portfolio management
portfolio management
They Chose to Not Tell You
Bruce Knuteson · 2021 · intermediate · statistics
equity markets
Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
David R. Baños, Oriol Zamora Font, Salvador Ortiz-Latorre · 2023 · advanced · risk management
insurance · partial differential equations · stochastic processes
Thirty years of currency crises in Argentina: external shocks or domestic fragility?
Choueiri, Nada, Kaminsky, Graciela, Mati, Amine · 2009 · intermediate · risk management
financial economics
Three Different Ways Synchronization Can Cause Contagion in Financial Markets
Jørgen Vitting Andersen, Naji Massad · 2018 · advanced · risk management
contagion
Three Liquidity Crises in Retrospective: Implications for Central Banking Today
Sauer, Stephan · 2007 · intermediate · risk management
financial stability · liquidity · liquidity risk
Three little arbitrage theorems
Mauricio Contreras G., Roberto Ortiz H · 2021 · advanced · options
mathematical finance · option pricing · partial differential equations
Three Remarks On Asset Pricing
Victor Olkhov · 2021 · advanced · other
asset pricing · mathematical finance
Three-Currency HJM for Brazilian Credit Markets
Raphael Coelho · 2026 · advanced · fixed income
credit risk · fixed income · interest rates · term structure models
Three-level qualitative classification of financial risks under varying conditions through first passage times
Carlos Bouthelier-Madre, Carlos Escudero · 2025 · advanced · risk management
brownian motion · credit risk · probability · stochastic processes
Thresholded ConvNet ensembles: neural networks for technical forecasting
Sid Ghoshal, Stephen J. Roberts · 2020 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach
Barbara Dömötör, Ferenc Illés · 2025 · advanced · risk management
credit risk · model calibration
Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies
Enrique G. Mendoza, Jessica Roldan-Pena, Julio Carrillo · 2017 · advanced · risk management
credit markets · economic policy · financial economics
Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding
Jaehyuk Choi, Jeonggyu Huh, Nan Su · 2023 · advanced · options
numerical methods
Tilted Nonparametric Estimation of Volatility Functions
Ke-Li Xu, Peter C.B. Phillips · 2010 · advanced · statistics
econometrics · regression · statistics
Time consistent portfolio strategies for a general utility function
Oumar Mbodji · 2026 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
Time Deep Gradient Flow Method for pricing American options
Jasper Rou · 2025 · advanced · options
machine learning · neural networks · numerical methods · option pricing · partial differential equations
Time evaluation of portfolio for asymmetrically informed traders
Bernardo D'Auria, Carlos Escudero · 2024 · advanced · stochastic calculus
portfolio optimization · stochastic calculus · stochastic processes
Time Instability of the Fama-French Multifactor Models: An International Evidence
Akihiko Noda, Koichiro Moriya · 2022 · advanced · statistics
asset pricing · regression · statistical inference
Time Preference and the 'Equity Premium Puzzle
Benninga, Simon, Protopapadakis, Aris · 1989 · advanced · other
asset pricing · financial economics
Time reversal invariance in finance
Gilles Zumbach · 2007 · advanced · time series
foreign exchange · statistics · stochastic processes · time series
Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
Chengyue Huang, Yahe Yang · 2024 · intermediate · risk management
machine learning · time series
Time Series Foundation Models for Multivariate Financial Time Series Forecasting
Ben A. Marconi · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series · volatility forecasting
Time series momentum
Lasse Heje Pedersen, Tobias J. Moskowitz, Yao Hua Ooi · 2025
Asset Pricing · Futures · Market Efficiency · Momentum · Time Series · Trading Strategies
Time Series Momentum Trading Strategy and Autocorrelation Amplification
K. J. Hong, S. Satchell · 2013 · intermediate · quantitative trading
momentum · statistics · time series
Time series of commodity futures prices
Black, Jane, Tonks, Ian · 1999 · intermediate · time series
commodities · derivatives
Time-Causal VAE: Robust Financial Time Series Generator
Beatrice Acciaio, Songyan Hou, Stephan Eckstein · 2024 · advanced · machine learning
deep learning · machine learning · neural networks · time series
Time-consistent catastrophe risk management under the path-dependent effects
Liyuan Cui, Wenyuan Li · 2025 · advanced · risk management
insurance · optimization · risk management · rough volatility · stochastic calculus · stochastic processes
Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
Jianming Xia, Jiaqin Wei, Qian Zhao · 2024 · advanced · portfolio management
optimization · portfolio management
Time-consistent portfolio selection with monotone mean-variance preferences
Jingzhen Liu, Yike Wang, Yusha Chen · 2025 · advanced · portfolio management
mathematical finance · optimization · stochastic calculus · stochastic differential equations
Time-dependent scaling patterns in high frequency financial data
Aste, Tomaso, Di Matteo, Tiziana, Nava, Noemi · 2016 · advanced · time series
time series
Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns
Abhijit Chakraborty, Mahesh Peyyala, Shubhangam Shukla · 2026 · advanced · time series
causal inference · cryptocurrencies · financial networks · time series
Time-frequency co-movements between commodities and economic policy uncertainty across different crises
Aurelio F. Bariviera, M. Belén Arouxet, Verónica Pastor · 2023 · intermediate · time series
commodities · economic policy · financial economics · time series
Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
Edoardo Vittori, Federico Cacciamani, Marco Pinciroli · 2026 · advanced · machine learning
optimization · reinforcement learning · risk management
Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation
Alexander Nikiporenko · 2023 · intermediate · portfolio management
algorithms · optimization · portfolio optimization
Time-Series Foundation AI Model for Value-at-Risk Forecasting
Anubha Goel, Juho Kanniainen, Puneet Pasricha · 2024 · intermediate · risk management
backtesting · financial machine learning · garch · machine learning · risk management · time series
Time-series predictability in the disaster model
François Gourio · 2008 · advanced · time series
asset pricing · financial economics · time series
Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network
Aman Saggu, Lennart Ante · 2025 · advanced · time series
causal inference · econometrics · time series
Time-varying coefficient estimation in SURE models. Application to portfolio management
Eva Ferreira, Isabel Casas, Susan Orbe · 2017 · advanced · statistics
econometrics · regression · statistics
Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data
Bal??zs ??gert, Ev??en Kocenda · 2007 · advanced · time series
econometrics · equity markets · garch · time series
Time-Varying Factor-Augmented Models for Volatility Forecasting
Duo Zhang, Elynn Chen, Jiayu Li · 2025 · advanced · time series
cryptocurrencies · machine learning · time series · volatility forecasting
Time-varying neural network for stock return prediction
Jennifer Chan, Lamiae Azizi, Richard Y. D. Xu · 2020 · advanced · machine learning
financial machine learning · machine learning · neural networks · time series
Time-Varying Periodicity in Intraday Volatility
Martin Thyrsgaard, Torben G. Andersen, Viktor Todorov · 2018 · advanced · time series
hypothesis testing · statistics · time series
Time-Varying Volatility of Bank Betas
Matt Brigida · 2025 · advanced · risk management
banking · interest rates · time series · volatility forecasting
Timing the market: the economic value of price extremes
Haibin Xie, Shouyang Wang · 2019 · intermediate · time series
time series
TIP-Search: Time-Predictable Inference Scheduling for Market Prediction under Uncertain Load
Xibai Wang · 2025 · advanced · machine learning
algorithms · optimization
TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data
Gjergji Kasneci, Leonardo Berti · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure · neural networks
To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
Cuong Le Van, Ngoc-Sang Pham, Stefano Bosi · 2025 · advanced · other
asset pricing · financial economics
To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
Hamza Bodor, Olivier Guéant, Philippe Bergault · 2025 · advanced · quantitative trading
numerical methods · optimal execution · optimization · reinforcement learning · risk management · transaction costs
To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions
Dimitrios Emmanoulopoulos, Justin Lyon, Namid R. Stillman · 2025 · advanced · machine learning
large language models · market risk · monte carlo simulation · stochastic differential equations
To Trade or Not to Trade? Informed Trading With Short-Term Signals for Long-Term Investors
Michael Katz, Roni Israelov · 2011 · intermediate · quantitative trading
portfolio management · transaction costs
To VaR, or Not to VaR, That is the Question
Victor Olkhov · 2021 · intermediate · risk management
probability
Tobin’S Q Versus Cape Versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum
Ed Tower · 2012 · intermediate · time series
asset pricing · equity markets · momentum
Token Financing vs. Equity and Crowdfunding
Baranes, Edmond, Hege, Ulrich, Kim, Jin-Hyuk · 2026 · intermediate · other
other
Token vs Equity for Startup Financing
Guangye Cao · 2024 · advanced · other
financial economics · liquidity
Tokenize Everything, But Can You Sell It? RWA Liquidity Challenges and the Road Ahead
Rischan Mafrur · 2025 · intermediate · quantitative trading
liquidity · liquidity risk · real estate
Tokenized but Illiquid? Evidence from Real-World Asset Markets
Rischan Mafrur · 2026 · intermediate · statistics
liquidity · panel data · regression
Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction
Haodong Chen, Qiang Qu, Vera Chung · 2025 · advanced · time series
financial machine learning · machine learning · time series
Topological Complexity and Phase Space Stability: A Persistent Homology Approach to Cryptocurrency Risk
Gabriel Santana, Jemirson Ramirez · 2026 · advanced · risk management
risk management
Topological Data Analysis Ball Mapper for Finance
Pawel Dlotko, Simon Rudkin, Wanling Qiu · 2022 · intermediate · statistics
statistics
Topological Portfolio Selection and Optimization
Antonio Briola, Tomaso Aste, Yuanrong Wang · 2023 · intermediate · portfolio management
financial networks · portfolio management · portfolio optimization · statistics
Topological Risk Parity
Dnyanesh Kulkarni, El Mehdi Ainasse, Revant Nayar · 2026 · advanced · portfolio management
portfolio management · risk management
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors
Lambertides, N., McAleer, M.J., Savva, C.S. · 2016 · intermediate · time series
econometrics
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors
Lambertides, N., McAleer, M.J., Savva, C.S. · 2017 · intermediate · statistics
econometrics · equity markets
Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
Shaw Dalen · 2025 · advanced · derivatives
derivatives · jump processes · market making · model calibration · stochastic processes · volatility surface
Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks
Kunihiro Miyazaki, Stefan Zohren, Stephen Roberts · 2026 · advanced · machine learning
algorithmic trading · backtesting · large language models
Toward Reliable Evaluation of LLM-Based Financial Multi-Agent Systems: Taxonomy, Coordination Primacy, and Cost Awareness
Phat Nguyen, Thang Pham · 2026 · advanced · machine learning
large language models · transaction costs
Towards a data-driven debt collection strategy based on an advanced machine learning framework
Abel Sancarlos, Edgar Bahilo, Lukas Norman · 2023 · intermediate · machine learning
financial machine learning · machine learning
Towards a fast and robust deep hedging approach
Daniel Oeltz, Fabienne Schmid · 2025 · advanced · options
deep learning · machine learning · neural networks · options hedging
Towards a fully RL-based Market Simulator
Jared Vann, Leo Ardon, Mengda Xu · 2021 · advanced · quantitative trading
deep learning · market making · reinforcement learning
Towards a Measure of Financial Fragility
Bank of England, Charles A.E. Goodhart, Dimitrios P Tsomocos · 2006 · advanced · risk management
banking
Towards a New Architecture for Financial Stability: Seven Principles
Luis Garicano, Rosa Lastra · 2010 · intermediate · risk management
banking · financial stability · systemic risk
Towards an understanding approach of the insurance linked securities market
Dominique Guegan, Mathieu Gatumel · 2008 · intermediate · risk management
insurance
Towards Causal Market Simulators
Dennis Thumm, Luis Ontaneda Mijares · 2025 · advanced · machine learning
causal inference · deep learning · neural networks · time series
Towards Evology: a Market Ecology Agent-Based Model of US Equity Mutual Funds II
Aymeric Vie, J. Doyne Farmer · 2023 · advanced · quantitative trading
equity markets · financial economics
Towards Explainable Deep Learning for Credit Lending: A Case Study
Ceena Modarres, John Paisley, Mark Ibrahim · 2018 · intermediate · machine learning
credit risk · deep learning · machine learning · neural networks
Towards Explaining Exchange Traded Funds' Impact on Market Volatility Using an Agent-based Model
Balch, Tucker Hybinette, Byrd, David, Shearer, Megan · 2019 · intermediate · quantitative trading
exchange traded funds
Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
Benjamin Rosman, Tristan Bester · 2024 · intermediate · machine learning
machine learning · time series
Towards foundation models for insurance risk modelling
Christopher Blier-Wong · 2026 · advanced · risk management
insurance · machine learning · natural language processing
Towards Generalizable Reinforcement Learning for Trade Execution
Chuheng Zhang, Jian Li, Jianyu Chen · 2023 · advanced · quantitative trading
machine learning · optimal execution · reinforcement learning · transaction costs
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations
Amrouni, Selim, Ardon, Leo, Balch, Tucker · 2023 · advanced · quantitative trading
deep learning · market making · reinforcement learning
Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
Kiyoshi Izumi, Ryuji Hashimoto · 2025 · advanced · statistics
statistics
Towards Robust Representation of Limit Orders Books for Deep Learning Models
Daniele Magazzeni, Mahmoud Mahfouz, Manuela Veloso · 2021 · advanced · machine learning
deep learning · machine learning · neural networks
Towards systematic intraday news screening: a liquidity-focused approach
Jianfei Zhang, Mathieu Rosenbaum · 2023 · advanced · machine learning
liquidity · machine learning
Toxicity Bounds for Dynamic Liquidation Incentives
Alexander McFarlane · 2025 · advanced · quantitative trading
decentralized finance · liquidity
Tracking biased weights: asset pricing implications of value-weighted indexing
Jiang, Hao, Vayanos, Dimitri, Zheng, Lu · 2020 · intermediate · statistics
asset pricing · equity markets
Tracking Error Allocation
David C. Blitz, Jouke Hottinga · 2001 · intermediate · portfolio management
optimization · portfolio management
Tracking the Evolution of Financial Time Series Clusters
Davide Azzalini, Fabio Azzalini, Letizia Tanca · 2019 · intermediate · machine learning
time series
Tractable bank capital structure: optimal control under Basel III constraints
Erhan Bayraktar, Etienne Chevalier, Vathana Ly Vath · 2026 · advanced · risk management
banking · capital structure · optimization · risk management · stochastic processes
Tradable Itô Signatures: A Model-Free, Interpretable Framework for Dynamic Hedging
Binnan Wang, Ruixun Zhang, Xin Guo · 2026 · advanced · options
machine learning · stochastic calculus · stochastic processes · time series
Trade arrival dynamics and quote imbalance in a limit order book
Alexander Lipton, Michael G Sotiropoulos, Umberto Pesavento · 2013 · advanced · quantitative trading
market microstructure · model calibration · stochastic processes
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
Gesine Reinert, Mihai Cucuringu, Yutong Lu · 2022 · advanced · quantitative trading
equity markets · market microstructure
Trade Credit Defaults and Liquidity Provision by Firms
Frederic Boissay, Reint Gropp · 2007 · intermediate · risk management
credit risk · financial economics · liquidity risk
Trade Execution Flow as the Underlying Source of Market Dynamics
Alexander Yurievich Maslov, Mikhail Gennadievich Belov, Olga Vladimirovna Proshina · 2025 · advanced · quantitative trading
numerical methods
Trade execution games in a Markovian environment
Makoto Shimoshimizu, Masamitsu Ohnishi · 2024 · advanced · quantitative trading
optimal execution · optimization
Trade in Minutes! Rationality-Driven Agentic System for Quantitative Financial Trading
Cairong Zhao, Ding Qi, Dongsheng Li · 2025 · advanced · quantitative trading
algorithmic trading · large language models
Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models
Demetrio Lacava, Edoardo Otranto · 2026 · advanced · time series
econometrics · garch · time series
Trade-R1: Bridging Verifiable Rewards to Stochastic Environments via Process-Level Reasoning Verification
Cheng Hua, Daxin Jiang, Jing Li · 2026 · advanced · machine learning
financial machine learning · large language models · machine learning · reinforcement learning
TradeFM: A Generative Foundation Model for Trade-flow and Market Microstructure
Daniel Borrajo, Kassiani Papasotiriou, Manuela Veloso · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · market microstructure · neural networks
TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure
Daniel Aronoff, Madars Virza, Robert M. Townsend · 2026 · advanced · risk management
algorithms · financial networks
TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions
Alicia Vidler, Toby Walsh · 2024 · advanced · machine learning
large language models
TRADES: Generating Realistic Market Simulations with Diffusion Models
Bardh Prenkaj, Leonardo Berti, Paola Velardi · 2025 · advanced · machine learning
deep learning · machine learning · neural networks · time series
TradeTrap: Are LLM-based Trading Agents Truly Reliable and Faithful?
Dongrui Liu, Jie Zhang, Jilin Mei · 2025 · advanced · machine learning
backtesting · large language models
TradExpert: Revolutionizing Trading with Mixture of Expert LLMs
Bang Liu, Haochen Shi, Jiadong Guo · 2024 · intermediate · machine learning
financial machine learning · large language models · machine learning
Trading and arbitrage in cryptocurrency markets
Makarov, Igor, Schoar, Antoinette · 2020 · advanced · quantitative trading
cryptocurrencies
Trading and Liquidity with Limited Cognition
Biais, Bruno, Hombert, Johan, Weill, Pierre-Olivier · 2010 · advanced · quantitative trading
algorithmic trading · liquidity · market microstructure
Trading and rational security pricing bubbles
Bottazzi, Jean-Marc, Luque, Jaime, Páscoa, Mário R. · 2011 · advanced · other
asset pricing
Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004
Bohl, Martin T., Siklos, Pierre L. · 2005 · intermediate · statistics
equity markets
Trading Costs of Institutional Investors in Auction and Dealer Markets
Andy Snell, Ian Tonks · 2002 · advanced · quantitative trading
financial economics · liquidity · market microstructure · transaction costs
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
Dimitrios Lolas, Emma Hubert, Ronnie Sircar · 2026 · advanced · time series
time series
Trading frenzies and their impact on real investment
Goldstein, Itay, Ozdenoren, Emre, Yuan, Kathy · 2011 · advanced · other
financial economics
Trading Frictions in Dynamic Cap-and-Trade Markets
Aleh Tsyvinski, Nicola Borri, Xi Wu · 2026 · advanced · quantitative trading
quantitative trading
Trading Graph Neural Network
Xian Wu · 2025 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
Leandro Sánchez-Betancourt, Philippe Bergault, Yadh Hafsi · 2026 · advanced · quantitative trading
optimization · stochastic processes
Trading in the Sunshine or in the Shade: Market Impact and Adverse Selection on Hyperliquid
Davide Barone, Fabrizio Lillo · 2026 · advanced · quantitative trading
market microstructure · optimal execution · transaction costs
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
Xue Cheng, Ziyi Xu · 2024 · advanced · quantitative trading
high frequency trading · market microstructure
Trading Lightly: Cross-Impact and Optimal Portfolio Execution
Iacopo Mastromatteo, Jean-Philippe Bouchaud, Michael Benzaquen · 2017 · advanced · quantitative trading
market microstructure · optimal execution · transaction costs
Trading styles and long-run variance of asset prices
James Dodd, Lawrence Middleton, Simone Rijavec · 2021 · intermediate · time series
statistics · stochastic processes · time series · trend following
Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
Bjoern Schuller, Zhengxin Joseph Ye · 2024 · advanced · machine learning
algorithmic trading · deep learning · financial machine learning · machine learning
Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach
David D. Yao, Wenpin Tang · 2022 · advanced · quantitative trading
mathematical finance · optimization
Trading Under Uncertainty: A Distribution-Based Strategy for Futures Markets Using FutureQuant Transformer
Changjiang Zhang, Shumin ma, Wenhao Guo · 2025 · advanced · quantitative trading
deep learning · machine learning · time series · volatility forecasting
Trading via Image Classification
Manuela Veloso, Naftali Cohen, Tucker Balch · 2019 · intermediate · machine learning
financial machine learning · machine learning · time series
Trading volumes and transaction costs in the foreign market - evidence from daily dollar-yen spot data
Hartmann, Philipp · 1996 · intermediate · quantitative trading
foreign exchange · time series · transaction costs
Trading with market resistance and concave price impact
Grégoire Szymanski, Nathan De Carvalho, Youssef Ouazzani Chahdi · 2026 · advanced · quantitative trading
optimal execution · optimization · stochastic processes
Trading with the Devil: Risk and Return in Foundation Model Strategies
Jinrui Zhang · 2025 · advanced · risk management
asset pricing · capm · financial machine learning · machine learning · risk management
Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture
Kieran Wood, Stefan Zohren, Stephen Roberts · 2021 · advanced · machine learning
deep learning · financial machine learning · machine learning · momentum · neural networks · time series
Trading with Time Series Causal Discovery: An Empirical Study
Ruijie Tang · 2024 · advanced · quantitative trading
backtesting · causal inference · time series
Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning
Di Luo, Edward Sun, Fang Wu · 2025 · advanced · machine learning
financial machine learning · large language models · reinforcement learning · risk management
TradingAgents: Multi-Agents LLM Financial Trading Framework
Di Luo, Edward Sun, Wei Wang · 2024 · advanced · machine learning
algorithmic trading · large language models · risk management
TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance
Haohang Li, Khaldoun Khashanah, Yang Li · 2023 · advanced · machine learning
large language models
Train Often, Deploy Selectively: Forward-Gated Model Replacement in Crypto Markets
Aditya Dutta · 2026 · advanced · machine learning
financial machine learning · machine learning
Transaction Cost Analytics for Corporate Bonds
Charles-Albert Lehalle, Renyuan Xu, Xin Guo · 2019 · advanced · quantitative trading
regression · transaction costs
Transaction costs and asset prices : a dynamic equilibrium model
Vayanos, Dimitri · 1998 · advanced · quantitative trading
asset pricing · financial economics · transaction costs
Transactional Interpretation for the Principle of Minimum Fisher Information
Edward W. Piotrowski, Marcin Makowski, Marek Szopa · 2022 · advanced · statistics
optimization
Transactions Costs: Practical Application
Brian K. Hurst, Saied Hedayati · 2018 · intermediate · quantitative trading
transaction costs
TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start
Arno P. J. M. Siebes, Jie Shi, Siamak Mehrkanoon · 2023 · advanced · risk management
credit risk · deep learning · machine learning · neural networks
Transfer Learning (Il)liquidity
Andrea Conti, Giacomo Morelli · 2025 · advanced · options
deep learning · liquidity · machine learning · neural networks
Transfer Learning Across Fixed-Income Product Classes
Damir Filipovic, Nicolas Camenzind · 2025 · advanced · fixed income
convex optimization · fixed income · machine learning · regression
Transfer learning for financial data predictions: a systematic review
V. Lanzetta · 2024 · intermediate · machine learning
machine learning · time series
Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces
Christopher Gerling, Hanqiu Peng, Stefan Lessmann · 2026 · advanced · risk management
credit risk · deep learning · financial machine learning · machine learning
Transfer Learning for Portfolio Optimization
Haotian Gu, Haoyang Cao, Mathieu Rosenbaum · 2023 · advanced · machine learning
machine learning · optimization · portfolio management · portfolio optimization
Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity
Daniel Poh, Stefan Zohren, Stephen Roberts · 2022 · advanced · machine learning
cryptocurrencies · deep learning · financial machine learning · machine learning · momentum · neural networks
Transformer Based Time-Series Forecasting for Stock
Risto Miikkulainen, Shuozhe Li, Zachery B Schulwolf · 2025 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Transformer for Times Series: an Application to the S&P500
Gabriel Turinici, Pierre Brugiere · 2024 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis
Mayur Bhat, Shubham Singh · 2024 · intermediate · machine learning
cryptocurrencies · deep learning · financial machine learning · machine learning · natural language processing · neural networks
Transformer-based CoVaR: Systemic Risk in Textual Information
Junyu Chen, Lingwei Kong, Tom Boot · 2026 · advanced · risk management
deep learning · financial machine learning · machine learning · natural language processing · risk management · systemic risk
Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data
Arif Pathan · 2025 · advanced · time series
deep learning · financial machine learning · machine learning · time series
Transformers versus LSTMs for electronic trading
Paul Bilokon, Yitao Qiu · 2023 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting
Choong Seon Hong, Chu Myaet Thwal, Kitae Kim · 2024 · advanced · machine learning
deep learning · machine learning · time series
Transforming Japan Real Estate
Diabul Haque · 2024 · intermediate · machine learning
machine learning · real estate · time series
Transient impact from the Nash equilibrium of a permanent market impact game
Fabrizio Lillo, Francesco Cordoni · 2022 · advanced · quantitative trading
market microstructure · optimal execution
Transition probability of Brownian motion in the octant and its application to default modeling
Alexander Lipton, Christoph Reisinger, Vadim Kaushansky · 2017 · advanced · stochastic calculus
brownian motion · partial differential equations · stochastic processes
Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling
Alexander Lipton, Christoph Reisinger, Vadim Kaushansky · 2018 · advanced · stochastic calculus
brownian motion · partial differential equations · stochastic processes
Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates
Gollier, Christian · 2003 · advanced · fixed income
interest rates · term structure models
Transparency in the financial system: rollover risk and crises
Bouvard, Matthieu, Chaigneau, Pierre, Motta, Adolfo · 2012 · advanced · risk management
financial stability
Transparency principle for carbon emissions drives sustainable finance
Andrea Macrina, Chris Kenyon, Mourad Berrahoui · 2022 · intermediate · risk management
risk management
Transparency, tax pressure and access to finance
Ellul, Andrew, Jappelli, Tullio, Pagano, Marco · 2012 · intermediate · other
corporate finance · financial economics
Traveling Waves in Equity Markets with Rank-Based Entry and Exit
Caroline Smyth, Graeme Baker · 2026 · advanced · stochastic calculus
model calibration · partial differential equations · stochastic processes
Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework
Ioannis Kourakis, Jorge P. Zubelli, Kuldeep Singh · 2024 · advanced · options
partial differential equations
Treasury Bond Return Data Starting in 1962
Laurens A. P. Swinkels · 2019 · beginner · fixed income
fixed income · interest rates · time series
Trend arbitrage, bid-ask spread and market dynamics
Nikolai Zaitsev · 2006 · intermediate · quantitative trading
market microstructure
Trend followers lose more often than they gain
CFM · 2005 · advanced · quantitative trading
probability · statistics · trend following
Trend Following and Rising Rates
Brian K. Hurst, Yao Hua Ooi · 2015 · intermediate · quantitative trading
fixed income · interest rates · trend following
Trend Following Strategies: A Practical Guide
Chuan Shi, Xiangbin Lian
momentum · time series · trend following
Trend Following: a persistent market anomaly
CFM · 2015 · intermediate · quantitative trading
backtesting · momentum · trend following
Trend-encoded Probabilistic Multi-order Model: A Non-Machine Learning Approach for Enhanced Stock Market Forecasts
Chenhao Cui, Peiwan Wang, Yong Li · 2025 · intermediate · time series
time series
Trend-Following: Why Now? A Macro Perspective
AQR · 2022 · intermediate · quantitative trading
trend following
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
Christof Schmidhuber, Sara A. Safari · 2025 · advanced · time series
statistics · time series · trend following
Trends Everywhere
Abhilash Babu, Ari Levine, Yao Hua Ooi · 2020 · intermediate · quantitative trading
momentum · time series · trend following
Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets
Christoph Schmidhuber, Sara A. Safari · 2026 · intermediate · time series
volatility forecasting
TriAgent: Divergence-Aware Multi-Agent Committees for Cost-Efficient Financial Sentiment Analysis
Cong Guo, Cynthia Xu, Isabel Xu · 2026 · advanced · machine learning
large language models · machine learning · natural language processing
Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis
Agam Shah, Sudheer Chava, Suvan Paturi · 2023 · intermediate · machine learning
financial machine learning · machine learning · natural language processing
Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges
Lin William Cong, Luyao Zhang, Wanlin Deng · 2024 · intermediate · risk management
causal inference · cryptocurrencies · natural language processing
Trust, social capital, and the bond market benefits of ESG performance
Amiraslani, Hami, Lins, Karl V., Servaes, Henri · 2022 · intermediate · fixed income
credit markets · esg · financial economics · fixed income
Trustless Price Feeds of Cryptocurrencies: Pathfinder
Orhan Koc · 2023 · advanced · quantitative trading
algorithms · cryptocurrencies
TrustTrade: Human-Inspired Selective Consensus Reduces Decision Uncertainty in LLM Trading Agents
Mengyu Wang, Minghan Li, Rachel Gonsalves · 2026 · advanced · machine learning
algorithmic trading · backtesting · financial machine learning · large language models · risk management
tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange
Kazumi Li, Masataka Hayashi, Peter Romero · 2026 · intermediate · programming
python
TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution
Alfonso Dufour, Atta Badii, Ilia Zaznov · 2026 · advanced · quantitative trading
algorithmic trading · machine learning · optimal execution · reinforcement learning
Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
Useong Shin · 2026 · advanced · options
derivatives · regression
Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
Mohammad Arshad Rahman, Preeti Roy, Suruchi Shrimali · 2024 · intermediate · risk management
risk management
Turning alphas into betas: arbitrage and endogenous risk
Cho, Thummim · 2020 · advanced · statistics
asset pricing · liquidity risk
Turning alphas into betas: arbitrage and the cross-section of risk
Cho, Thummim · 2018 · advanced · statistics
asset pricing · equity markets · financial economics
Turnover liquidity and the transmission of monetary policy
Lagos, Ricardo, Zhang, Shengxing · 2020 · advanced · quantitative trading
asset pricing · equity markets · financial economics · liquidity · market microstructure
Turnover of investment portfolio via covariance matrix of returns
A. V. Kuliga, I. N. Shnurnikov · 2024 · intermediate · quantitative trading
algorithmic trading
Turnover-Adjusted Information Ratio
Feng Zhang, Honggao Cao, Xi Wang · 2021 · intermediate · portfolio management
portfolio management · transaction costs
Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks
C. Sarai R. Avila · 2024 · intermediate · time series
natural language processing · time series
Twitter Permeability to financial events: an experiment towards a model for sensing irregularities
Ana Fernández Vilas, Keeley Crockett, Lewis Evans · 2023 · intermediate · machine learning
machine learning
Two centuries of trend following
Cyril Deremble, Jean‐Philippe Bouchaud, Marc Potters · 2014 · intermediate · quantitative trading
statistical inference · time series · trend following
Two Models of Event Finality: Functional Alignment, Contestability, and Empirical Comparability on Polymarket and Kalshi
Maksym Nechepurenko · 2026 · advanced · other
other
Two Sides of Schur Damping: High-Dimensional Pseudo-Likelihoods and Portfolio Allocation
Peter Cotton · 2026 · advanced · portfolio management
portfolio optimization · statistical inference · statistics
Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship
Jingtao Shi, Qiyue Zhang · 2025 · advanced · portfolio management
jump processes · mathematical finance · optimization · portfolio optimization · stochastic processes
Two-dimensional forward and backward transition rates
Marcus Christiansen, Theis Bathke · 2022 · advanced · risk management
insurance
Two-Factor Hull-White Model Revisited: Correlation Structure for Two-Factor Interest Rate Model in CVA Calculation
Osamu Tsuchiya · 2026 · advanced · fixed income
interest rates · monte carlo simulation · term structure models
Two-fund separation under hyperbolically distributed returns and concave utility functions
Erhan Bayraktar, Hasanjan Sayit, Nuerxiati Abudurexiti · 2024 · advanced · portfolio management
optimization · portfolio optimization
Two-Regime Risk Measures under Convex Loss
Ionel Popescu, Mihaela-Adriana Nistor · 2026 · advanced · risk management
convex optimization · optimization · statistics
Two-Sample Testing for Tail Copulas with an Application to Equity Indices
Can, S.U., Einmahl, John, Laeven, Roger · 2021 · advanced · statistics
copulas · hypothesis testing · statistical inference
Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques
Ali Hirsa, Tugce Karatas · 2021 · intermediate · portfolio management
deep learning · exchange traded funds · machine learning · neural networks · portfolio management
U.S. Corporate DB Pension Plans — Today’s Challenges
Martin Leibowitz · 2016 · intermediate · portfolio management
fixed income · interest rates · pensions · risk management
U.S. Equity Derivatives Strategy Impact of Retail Options Trading
Arnab Sen, Barclays Equity Research, Brian Pu · 2020
Barclays · Derivatives · Equity Research · Large-Cap Tech · Options Trading · Retail Investors
UDROP: A Small Contribution to the International Financial Architecture
A Sibert, W.H. Buiter · 1999 · advanced · risk management
risk management
Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective
Jiawei Du, Yi Hong · 2025 · intermediate · fixed income
fixed income · interest rates · time series
Ultra-short-term volatility surfaces
Federico M. Bandi, Guido Gazzani, Nicola Fusari · 2026 · advanced · options
jump processes · option pricing · volatility surface
Ultrafast Extreme Events: Empirical Analysis of Mechanisms and Recovery in a Historical Perspective
Anton J. Heckens, Luca Henrichs, Thomas Guhr · 2025 · advanced · quantitative trading
algorithmic trading · high frequency trading · liquidity
Unbalanced financial globalization
Capelle, Damien, Pellegrino, Bruno · 2025 · advanced · statistics
financial economics
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff
Clotilde Napp, Elyès Jouini · 2010 · advanced · stochastic calculus
asset pricing · behavioral finance · financial economics
Unbiased Monte Carlo Greeks for Discontinuous Payoffs
Evgeny Lakshtanov · 2026 · advanced · options
derivatives · monte carlo simulation · numerical methods · option greeks
Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models
Qijin Shi, Tomoyuki Ichiba · 2025 · advanced · stochastic calculus
mathematical finance
Unbiased simulation of Asian options
Bruno Bouchard, Xiaolu Tan · 2025 · advanced · options
monte carlo simulation · numerical methods · stochastic calculus · stochastic differential equations
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes
Arnaud Gloter, Chiara Amorino · 2020 · advanced · stochastic calculus
jump processes · statistical inference · statistics · stochastic differential equations · stochastic processes
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Anne-Claire Maurice, Emmanuel Gobet, Mnacho Echenim · 2022 · advanced · options
cryptocurrencies · model calibration · option pricing
Uncertain Climate Policy and the Role of the Financial Stress Transmission Channel
Massimo Guidolin, Serena Ionta · 2026 · intermediate · time series
bayesian statistics · equity markets · time series
Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility
Massimo Guidolin, Serena Ionta · 2026 · advanced · risk management
bayesian statistics · causal identification · time series
Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
Aman Saggu, Kaja Kopiec, Lennart Ante · 2024 · intermediate · statistics
cryptocurrencies
Uncertainty and financial market resilience: Evidence from China
Kun-Liang Jiang, Si-Yao Wei, Wei-Xing Zhou · 2024 · intermediate · risk management
risk management
Uncertainty and leveraged Lucas Trees: the cross section of equilibrium volatility risk premia
Vedolin, Andrea · 2012 · advanced · options
asset pricing · financial economics
Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure
Bertrand K. Hassani, Dominique Guegan, Kehan Li · 2016 · intermediate · risk management
risk management
Uncertainty in the financial market and application to forecastabnormal financial fluctuations
Shige Peng, Shuzhen Yang, Wenqing Zhang · 2024 · advanced · risk management
risk management
Uncertainty Quantification in Portfolio Temperature Alignment
Aleksandr Zinovev, Heikki Haario, Hendrik Weichel · 2024 · advanced · risk management
bayesian statistics · climate finance · monte carlo simulation
Uncertainty-Adjusted Sorting for Asset Pricing with Machine Learning
Xiaowei Zhang, Yan Liu, Ye Luo · 2026 · advanced · portfolio management
asset pricing · machine learning
Uncertainty-Aware Deep Hedging
Manan Poddar · 2026 · advanced · options
deep learning · machine learning · neural networks · options hedging · risk management
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
Blanka Horvath, Hans Buehler, Thorsten Schmidt · 2025 · advanced · risk management
model risk · optimization · risk management
Uncertainty, volatility and the persistence norms of financial time series
Pawel Dlotko, Simon Rudkin, Wanling Qiu · 2021 · advanced · time series
regression · time series
Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing
Lloyd, S. P. · 2017 · advanced · fixed income
economic policy · financial economics · interest rates
Uncovering Market Disorder and Liquidity Trends Detection
Etienne Chevalier, Vathana Ly Vath, Yadh Hafsi · 2023 · advanced · quantitative trading
jump processes · liquidity risk
Uncovering Representation Bias for Investment Decisions in Open-Source Large Language Models
Bhaskarjit Sarmah, Fabrizio Dimino, Krati Saxena · 2025 · intermediate · machine learning
large language models
Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
Han-Yu Zhu, Peng-Fei Dai, Wei-Xing Zhou · 2024 · advanced · risk management
econometrics · time series
Understanding a Tax-Aware Defensive Equity Long-Short Strategy
Steven Liu · 2020 · intermediate · portfolio management
portfolio management
Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective
Avirup Chakraborty · 2025 · intermediate · time series
garch · market efficiency · time series
Understanding Defensive Equity
Andrea Frazzini, Hoon Kim, Jacques A. Friedman · 2012 · intermediate · portfolio management
backtesting
Understanding Exchange Rates Dynamics
Dominique Guegan, Monica Billio, Peter Martey Addo · 2013 · intermediate · time series
foreign exchange · time series
Understanding Inflation-Indexed Bond Markets
John Y. Campbell, Luis M. Viceira, Robert J. Shiller · 2009 · intermediate · fixed income
financial economics · fixed income · interest rates
Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model
Ce Guo, Kang Gao, Perukrishnen Vytelingum · 2022 · advanced · machine learning
machine learning · time series
Understanding Managed Futures
Brian K. Hurst, Yao Hua Ooi · 2010 · beginner · quantitative trading
quantitative trading
Understanding mechanisms underlying peer effects: evidence from a field experiment on financial decisions
Bursztyn, Leonardo, Ederer, Florian, Ferman, Bruno · 2014 · advanced · statistics
causal inference · financial economics
Understanding portfolio efficiency with conditioning information
Francisco Peñaranda · 2011 · advanced · portfolio management
asset pricing · capm
Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns
Gollier, Christian · 2007 · advanced · portfolio management
interest rates · portfolio optimization
Understanding Short-Term Implied Volatility Dynamics: A Model-Independent Approach Beyond Stochastic Volatility
Liexin Cheng, Xue Cheng · 2024 · advanced · options
model calibration · option pricing · volatility surface
Understanding stock market instability via graph auto-encoders
Dragos Gorduza, Stefan Zohren, Xiaowen Dong · 2025 · advanced · risk management
deep learning · financial networks · financial stability · neural networks · systemic risk · volatility forecasting
Understanding the Commodity Futures Term Structure Through Signatures
Hari P. Krishnan, Stephan Sturm · 2025 · advanced · machine learning
commodities · mathematical finance
Understanding the Effect of Market Risks on New Pension System and Government Responsibility
Bikramaditya Datta, Shiv Ratan Tiwari, Sourish Das · 2024 · intermediate · risk management
market risk · monte carlo simulation · pensions · risk management
Understanding the Excess Bond Premium
Charles Martineau, Ing-Haw Cheng, John Hull · 2024 · intermediate · fixed income
fixed income
Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model
Alexei G. Orlov, Manuela Pedio, Massimo Guidolin · 2014 · advanced · fixed income
econometrics · fixed income · interest rates · time series
Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50
Ishika Choudhary, Jaydip Sen, Pratik Satpati · 2024 · intermediate · machine learning
machine learning · natural language processing · regression
Understanding the Long-Only Minimum Variance Portfolio
Alec N. Kercheval, Nick L. Gunther, Ololade Sowunmi · 2026 · advanced · portfolio management
optimization · portfolio optimization
Understanding the Tax Efficiency of Market Neutral Equity Strategies
Swati Chandra · 2017 · intermediate · portfolio management
portfolio management
Understanding the Tax Efficiency of Relaxed-Constraint Equity Strategies
Swati Chandra · 2019 · intermediate · portfolio management
portfolio management
Understanding the Volatility Risk Premium
Harsha Tummala, Ing-Chea Ang, Rodney N. Sullivan · 2018 · intermediate · options
derivatives
Understanding the worst-kept secret of high-frequency trading
Emmanouil Sfendourakis, Mathieu Rosenbaum, Sergio Pulido · 2023 · advanced · quantitative trading
high frequency trading · market making · market microstructure · partial differential equations · stochastic processes
Understanding volatility dynamics in the EU-ETS market
Francesco Violante, Maria Eugenia Sanin, Maria Mansanet-Bataller · 2015 · intermediate · time series
garch · statistics · time series
Une analyse temps-fréquences des cycles financiers
Bertrand Maillet, Christophe Boucher · 2011 · intermediate · time series
asset pricing · econometrics · time series
Unemployment risk, portfolio choice, and the racial wealth gap
Chi Hyun Kim, Ellora Derenoncourt, Moritz Kuhn · 2024 · intermediate · portfolio management
equity markets · portfolio optimization
Unequal and Unstable: Income Inequality and Bank Risk
Ulrich Schüwer, Yuliyan Mitkov · 2021 · intermediate · risk management
banking · credit risk · financial economics
Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment
Gongao Zhang, Haijiang Zeng, Lu Jiang · 2026 · advanced · machine learning
credit risk · deep learning · financial machine learning · large language models · machine learning · neural networks
Unified Approach for Hedging Impermanent Loss of Liquidity Provision
Alexander Lipton, Artur Sepp, Vladimir Lucic · 2024 · intermediate · derivatives
decentralized finance · risk management
Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
Isabel Barros Garcia, Jean-Patrick Mascomère, Jérémie Messud · 2025 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · statistics
Unified Asymptotics For Investment Under Illiquidity: Transaction Costs And Search Frictions
Jin Hyuk Choi, Tae Ung Gang · 2024 · advanced · portfolio management
liquidity · optimization · portfolio optimization · stochastic processes · transaction costs
Unified GARCH-Recurrent Neural Network in Financial Volatility Forecasting
Jingyi Wei, Steve Yang, Zhenyu Cui · 2025 · advanced · time series
deep learning · garch · machine learning · neural networks · time series · volatility forecasting
UniFinEval: Towards Unified Evaluation of Financial Multimodal Models across Text, Images and Videos
Dongpo Cheng, Fangqi Lou, Jun Han · 2026 · intermediate · machine learning
large language models
Uniform Inference and Certified Capacity at a Reflexive Stability Boundary
Alejandro Rodriguez Dominguez · 2026 · advanced · statistics
risk management · statistical inference
Uniform Inference for Almost Stochastic Dominance
Bae, W., Linton, O. B., Whang, Y-J · 2026 · advanced · statistics
hypothesis testing · monte carlo simulation · statistical inference · statistics
Uniform Pessimistic Risk and its Optimal Portfolio
Jong-June Jeon, Sungchul Hong · 2023 · advanced · portfolio management
optimization · portfolio optimization
Uniform-Loss Automated Market Making for Prediction Markets
Brian Zhu, Ciamac C. Moallemi, Dan Robinson · 2026 · advanced · quantitative trading
liquidity · market making · martingales · stochastic processes
Unifying Market Microstructure and Dynamic Asset Pricing
Davide Lauria, Svetlozar T. Rachev, W. Brent Lindquist · 2023 · advanced · options
asset pricing · market microstructure · option pricing
Unihedge -- A decentralized market prediction platform
Marko Corn, Nejc Rožman · 2021 · intermediate · derivatives
derivatives
Unimodal maps perturbed by heteroscedastic noise : an application to a financial systems
Anton Solomko, Fabrizio Lillo, Giulia Livieri · 2023 · advanced · risk management
probability · statistics · stochastic processes
Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks
Morris, S, Song Shin, H · 1996 · advanced · risk management
financial economics
Uniqueness and Existence of Linear Equilibrium with a Constrained Trader
Heeyoung Kwon, Jin Hyuk Choi · 2025 · advanced · quantitative trading
market making · market microstructure
UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider
Andreas A. Aigner, Gurvinder Dhaliwal · 2021 · intermediate · quantitative trading
decentralized finance · liquidity · market risk
Unit Root Vector Autoregression with volatility Induced Stationarity
Anders Rahbek, Heino Bohn Nielsen · 2012 · advanced · time series
econometrics · interest rates · statistical inference · statistics · time series
Unit Roots and the Dynamics of Market Shares : An Analysis Using Italian Banking Micro-Panel
Giannetti, C. · 2008 · intermediate · statistics
banking · econometrics · panel data
Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
Fabian A. Harang, Fred Espen Benth, Fride Straum · 2024 · advanced · stochastic calculus
derivatives · mathematical finance
Universal approximation with signatures of non-geometric rough paths
Anna P. Kwossek, David J. Prömel, Mihriban Ceylan · 2026 · advanced · stochastic calculus
stochastic processes
Universal banking failure?: an analysis of the contrasting responses of the Amsterdamsche Bank and the Rotterdamsche Bankvereeniging to the Dutch financial crisis of the 1920s
Colvin, Christopher Louis · 2007 · intermediate · risk management
banking · panel data
Universal basic income in a financial equilibrium
Kim Weston · 2026 · advanced · stochastic calculus
financial economics · stochastic differential equations
Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks
Chao Zhang, Mingzhi Yang, Ruikun Li · 2026 · advanced · options
deep learning · machine learning · stochastic processes · volatility surface
Universal Dynamics of Financial Bubbles in Isolated Markets: Evidence from the Iranian Stock Market
Ali Hosseinzadeh · 2025 · advanced · time series
financial economics · time series
Universal Portfolios
Thomas M. Cover · 1996
Algorithmic Investing · Information Theory · Online Portfolio Selection · Portfolio Optimization · Universal Portfolios
Universal portfolios in continuous time: an approach in pathwise Itô calculus
Alexander Schied, Xiyue Han · 2025 · advanced · portfolio management
mathematical finance · portfolio management
Universal randomised signatures for generative time series modelling
Francesca Biagini, Lukas Gonon, Niklas Walter · 2024 · advanced · machine learning
machine learning · neural networks · time series
Universal scaling and nonlinearity of aggregate price impact in financial markets
Felix Patzelt, Jean-Philippe Bouchaud · 2018 · advanced · quantitative trading
market microstructure
Universal Value-at-Risk superadditivity
Liyuan Lin, Ruodu Wang, Yuyu Chen · 2026 · advanced · risk management
risk management
Universality and Heterogeneity of Stylized Facts in Cryptocurrency and Equity Markets
Changhee Cho, Jae Woo Lee, Jaesung Kim · 2026 · intermediate · time series
cryptocurrencies · equity markets · statistics · time series
Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts
Baofeng Shi, Yaoyiran Li, Yizhe Dong · 2025 · intermediate · risk management
credit risk · deep learning · large language models · machine learning · natural language processing
Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
Abdul Rahman · 2024 · intermediate · quantitative trading
bayesian statistics · optimization
Unpredictable After All? A short note on exchange rate predictability
Moerman, G.A. · 2001 · intermediate · time series
econometrics · foreign exchange · time series
Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis
Marcos Escobar-Anel, Yiyao Jiao · 2023 · advanced · portfolio management
capm · esg · portfolio optimization · sustainable investing
Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets
Guillermo Suarez-Tangil, Lucianna Kiffer, Oriol Saguillo · 2025 · advanced · quantitative trading
quantitative trading
Unravelling the Trading Invariance Hypothesis
Jean-Philippe Bouchaud, Jonathan Donier, Michael Benzaquen · 2016 · advanced · quantitative trading
market microstructure
Unsupervised Learning-based Calibration Scheme for Rough Volatility Models
Changqing Teng, Guanglian Li · 2024 · advanced · options
deep learning · machine learning · model calibration · rough volatility
Unveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach
Handong Li, Shijia Song · 2023 · advanced · risk management
financial networks · systemic risk · time series
Unveiling Hedge Funds: Topic Modeling and Sentiment Correlation with Fund Performance
Chang Liu · 2025 · advanced · machine learning
financial machine learning · hedge funds · machine learning · natural language processing
Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective
Hong Li, Rui Zhou, Xiaowei Chen · 2024 · intermediate · machine learning
asset pricing · machine learning
Unveiling the directional network behind the financial statements data using volatility constraint correlation
Jose C. Nacher, Tomoshiro Ochiai · 2020 · advanced · statistics
statistics
Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets
Anoop Kumar, Navin Kamuni, Rajeev Kumar Arora · 2024 · advanced · statistics
causal identification · causal inference · fixed income · interest rates · machine learning · regression
Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
Bingyao Liu, Guanming Huang, Iris Li · 2024 · advanced · risk management
credit risk · deep learning · machine learning · neural networks
Unwinding Stochastic Order Flow: When to Warehouse Trades
Kevin Webster, Long Zhao, Marcel Nutz · 2023 · advanced · quantitative trading
optimal execution · stochastic processes · transaction costs
Unwinding Toxic Flow with Partial Information
Alexander Barzykin, Eyal Neuman, Robert Boyce · 2024 · advanced · quantitative trading
market making · market microstructure · optimal execution · stochastic processes
Unwitting Markowitz' Simplification of Portfolio Random Returns
Victor Olkhov · 2025 · intermediate · portfolio management
portfolio management
Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
Corrado De Vecchi, Jan Streicher, Max Nendel · 2024 · advanced · risk management
risk management · tail risk
Upside and Downside Risk Exposures of Currency Carry Trades via Tail Dependence
Gareth W. Peters, Guillaume Bagnarosa, Ioannis Kosmidis · 2014 · advanced · risk management
copulas · foreign exchange · tail risk
US Real Interest Rates and Default Risk in Emerging Economies
Bernardo Guimaraes, Nathan Foley-Fisher · 2009 · intermediate · fixed income
financial economics · interest rates
Use Cases of Quantum Optimization for Finance
Enrique Lizaso, Roman Orus, Samuel Mugel · 2020 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Use of Machine Learning Techniques to Create a Credit Score Model for Airtime Loans
Bernard Dushimimana, Patrick McSharry, Timothy Lubega · 2020 · intermediate · risk management
credit risk · machine learning
Uses of Sub-sample Estimates to Reduce Errors in Stochastic Optimization Models
John R. Birge · 2023 · advanced · portfolio management
optimization · portfolio optimization
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sebastien, Zhitlukhin, Mikhail, Ziemba, William · 2021 · intermediate · quantitative trading
stochastic processes
Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market
Flandreau, Marc, Komlos, John · 2002 · intermediate · time series
econometrics · foreign exchange · market efficiency · time series
Using ARIMA Forecasts to Explore the Efficiency of the Forward Reichsmark Market: Austria-Hungary, 1876-1914
Flandreau, Marc, Komlos, John · 2006 · intermediate · time series
econometrics · foreign exchange · market efficiency · statistics · time series
Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio
Garvit Arora, Xuan Mei, Ying Wu · 2024 · intermediate · risk management
credit risk · real estate
Using equity premium survey data to estimate future wealth
Freeman, Mark C., Groom, Ben · 2014 · intermediate · portfolio management
portfolio optimization · probability · statistics
Using Experimental Economics to Measure Social Capital And Predict Financial Decisions
Dean S. Karlan · 2005 · intermediate · risk management
credit markets
Using four different online media sources to forecast the crude oil price
A. Fronzetti Colladon, E. Battistoni, M. Elshendy · 2021 · intermediate · time series
time series
Using Individual Stocks or Portfolios in Tests of Factor Models
Andrew Ang, Jun Liu, Krista B. Schwarz · 2008 · advanced · statistics
asset pricing · regression · statistical inference
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
Nolan Alexander, William Scherer · 2024 · advanced · portfolio management
machine learning · portfolio management · portfolio optimization
Using Mathematics to Make Money
James H. Simons · 2023
Hedge Funds · Investment History · Mathematics · Quant Biography · Renaissance Technologies
Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market
Ernst-Jan Camiel Wit, Katerina Rigana, Samantha Cook · 2021 · advanced · risk management
causal inference · contagion · financial networks · foreign exchange
Using Networks and Partial Differential Equations to Predict Bitcoin Price
Haiyan Wang, Yufang Wang · 2020 · advanced · time series
partial differential equations
Using Probabilistic Analysis to Value Power Generation Investments Under Uncertainty
David M. Newbery, Fabien A. Roques, William J. Nuttall · 2006 · intermediate · other
monte carlo simulation
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Andrey Itkin, Peter Carr · 2010 · advanced · options
jump processes · numerical methods · option pricing · partial differential equations
Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
Antonio Naimoli, Giuseppe Storti, Richard Gerlach · 2025 · advanced · risk management
risk management · statistics · time series
Using the Yield Curve to Forecast Recessions … do you feel lucky?
CFM · 2022 · intermediate · time series
interest rates
Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks
Snell, Andy, Tonks, Ian · 1996 · advanced · quantitative trading
econometrics · market microstructure · time series
Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation
Daniel Sevcovic, Pedro Polvora · 2021 · advanced · options
mathematical finance · numerical methods · option pricing · partial differential equations · transaction costs
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia, Campi, Luciano, Giusto, Valeria · 2017 · advanced · derivatives
derivatives · mathematical finance · stochastic processes
Utility indifference valuation for non-smooth payoffs with an application to power derivatives
Benedetti, Giuseppe, Campi, Luciano · 2016 · advanced · derivatives
derivatives · mathematical finance · partial differential equations · stochastic calculus · stochastic differential equations
Utility Maximisation with Model-independent Constraints
Alexander M. G. Cox, Daniel Hernandez-Hernandez · 2025 · advanced · portfolio management
derivatives · mathematical finance · optimization · portfolio optimization · stochastic processes
Utility-based acceptability indices
Marcin Pitera, Miklós Rásonyi · 2023 · advanced · portfolio management
financial economics · optimization · portfolio management · portfolio optimization
Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact
Ibrahim Ekren, Sergey Nadtochiy · 2019 · advanced · options
optimization · option pricing · options hedging · partial differential equations
Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions
Craig S Wright · 2026 · advanced · statistics
econometrics · transaction costs
Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation
Guanyuan Yu, Jun Wang, Qing Li · 2025 · advanced · risk management
deep learning · financial networks · financial stability · machine learning · neural networks
Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
Kehelwala Dewage Gayan Maduranga, Shamima Nasrin Tumpa · 2024 · intermediate · machine learning
backtesting · cryptocurrencies · deep learning · machine learning · neural networks · time series
VAIOM: Continuous-Input, Discrete-Output Decoder-Only Financial Sequence Modeling
Xinyu Chen, Yiming Ma · 2026 · advanced · machine learning
deep learning · financial machine learning · foreign exchange · machine learning · neural networks · time series
Validity of Edgeworth expansions for realized volatility estimators
Bezirgen Veliyev, Ulrich Hounyo · 2015 · advanced · statistics
statistical inference · statistics
Valuation Duration of the Stock Market
Chen Wang, Ye Li · 2023 · advanced · statistics
asset pricing · equity markets · regression
Valuation equations for stochastic volatility models
Bayraktar, Erhan, Kardaras, Constantinos, Xing, Hao · 2012 · advanced · options
martingales · option pricing · partial differential equations · stochastic processes
Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
Andrey Sarantsev, Angel Piotrowski, Ian Anderson · 2025 · advanced · time series
asset pricing · regression · statistics · time series
Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
Yu Liu · 2024 · advanced · derivatives
convertible bonds · monte carlo simulation · numerical methods
Valuation of contingent convertible catastrophe bonds - the case for equity conversion
Krzysztof Burnecki, Mario Nicoló Giuricich, Zbigniew Palmowski · 2018 · advanced · risk management
convertible bonds · interest rates · jump processes · mathematical finance
Valuation of Currency Options in Markets with a Crunch
Abdulnasser Hatemi-J, Youssef El-Khatib · 2018 · advanced · options
derivatives · foreign exchange · mathematical finance · option pricing · stochastic processes
Valuation of Equity Linked Securities with Guaranteed Return
David Xiao · 2023 · advanced · options
derivatives · option pricing
Valuation of equity warrants for uncertain financial market
Foad Shokrollahi · 2017 · advanced · derivatives
calculus · derivatives · option pricing
Valuation of European Options under an Uncertain Market Price of Volatility Risk
Bartosz Jaroszkowski, Max Jensen · 2021 · advanced · options
derivatives · optimization · option pricing · partial differential equations
Valuation of general GMWB annuities in a low interest rate environment
Claudio Fontana, Francesco Rotondi · 2022 · advanced · derivatives
insurance · interest rates · numerical methods · optimization
Valuation of GLWB-LTC Annuities with Lévy Equity Dynamics, Stochastic Interest Rates and Health-State Transitions
Andrea Molent · 2026 · advanced · risk management
insurance · interest rates · jump processes · stochastic processes
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
David Promislow, Erhan Bayraktar, Moshe Milevsky · 2008 · advanced · risk management
insurance · mathematical finance · stochastic processes
Valuation of Music Catalogs
Ivan Kosyuk, Sasha Stoikov · 2022 · intermediate · time series
asset pricing · corporate finance
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup
Svenstrup, Mikkel · 2003 · advanced · fixed income
derivatives · fixed income · interest rates · numerical methods
Valuation of variable annuities under the Volterra mortality and rough Heston models
Haoqi Lyu, Wenyuan Li · 2026 · advanced · risk management
machine learning · monte carlo simulation · neural networks · rough volatility · stochastic processes
Valuation of Variable Annuities with Equity Protection Swaps under Jumps and Default Risks
Huansang Xu, Marek Rutkowski · 2026 · advanced · derivatives
credit risk · derivatives · jump processes · option pricing
Valuation-Indifferent Weighting for Bonds
Feifei Li, Jason C. Hsu, Robert D. mname Arnott · 2010 · intermediate · portfolio management
fixed income
Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney, Tobias J. Moskowitz · 2021 · intermediate · portfolio management
asset pricing · factor investing · interest rates
Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method
Arturo Leccadito, Pietro Toscano, Radu Tunaru · 2014 · intermediate · risk management
risk management · statistics
Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
Jose Principe, Panos Pardalos, Roman Belavkin · 2024 · intermediate · time series
time series
Value-at-risk and extreme returns
Danielsson, Jon, Vries, Casper · 1997 · advanced · risk management
extreme value theory · market risk · risk management · statistics
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
Alexander Shapiro, Suleyman Basak · 1999 · advanced · risk management
market risk · optimization · portfolio management · portfolio optimization · risk management
Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
Marcos Escobar-Anel, Rudi Zagst, Yevhen Havrylenko · 2022 · advanced · portfolio management
optimization · portfolio optimization · risk management
Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
Bingzhen Geng, Yang Liu, Yimiao Zhao · 2024 · advanced · risk management
extreme value theory · systemic risk · tail risk
Valuing American options and Flexible Forwards contracts in time-dependent models
Andrey Itkin, Leif Andersen, Rakhymzhan Kazbek · 2026 · advanced · options
derivatives · foreign exchange · numerical methods · option pricing
Valuing Exchange Options Under an Ornstein-Uhlenbeck Covariance Model
Olivares Pablo, Villamor Enrique · 2017 · advanced · options
derivatives · jump processes · numerical methods · option pricing · stochastic processes
Valuing insurance against small probability risks: A meta-analysis
Ngoc Ha Le, Selim Mankaï, Sébastien Marchand · 2024 · intermediate · risk management
insurance · regression
Valuing Post-Revenue Biopharmaceutical Assets with Pfizer's Current Portfolio as a Case Study
Brian Hobbs, Michael Kane, Yiran Liu · 2023 · intermediate · time series
time series
Valuing Tradeability in Exponential Lévy Models
Ludovic Mathys · 2019 · advanced · options
liquidity · real options · stochastic processes
Valutation, Liquidity and Risk in Government Bond Markets
Carlo Favero, Ernst-Ludwig von Thadden, Marco Pagano · 2005 · advanced · fixed income
asset pricing · financial economics · fixed income · liquidity
Vanna-Volga Method for Normal Volatilities
Volodymyr Perederiy · 2018 · intermediate · options
interest rates · option pricing
Vanna-Volga pricing for single and double barrier FX options
J. Martín Ovejero · 2022 · advanced · options
foreign exchange · option greeks · option pricing
VaR at Its Extremes: Impossibilities and Conditions for One-Sided Random Variables
Nawaf Mohammed · 2025 · advanced · risk management
probability · risk management
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
Hakim, M.S., McAleer, M.J. · 2009 · advanced · time series
derivatives
Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation
Jennifer Alonso-Garcia, Jonathan Ziveyi, Len Patrick Dominic M. Garces · 2025 · advanced · risk management
insurance · mathematical finance · optimization
Variable selection for minimum-variance portfolios
André P. Santos, Guilherme V. Moura, Hudson S. Torrent · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization
Variance and interest rate risk in unit-linked insurance policies
David R. Baños, Marc Lagunas-Merino, Salvador Ortiz-Latorre · 2020 · advanced · risk management
insurance · interest rates · stochastic calculus · stochastic processes
Variance stochastic orders
Gollier, Christian · 2017 · advanced · risk management
risk management
Variance swaps under Lévy process with stochastic volatility and stochastic interest rate in incomplete markets
Ben-zhang Yang, Jia Yue, Nan-jing Huang · 2017 · advanced · derivatives
derivatives · interest rates · jump processes · stochastic processes
Variance-Corrected Multi-Asset Equity Simulation with Hybrid Hidden Markov Marginals
Abdulrahman Alswaidan, Jeffrey D. Varner · 2026 · advanced · time series
time series
Variance-Hawkes Process and its Application to Energy Markets
Anatoliy Swishchuk, Joshua McGillivray · 2024 · advanced · time series
brownian motion · stochastic processes
Variance-Optimal Hedging in the Rough Hawkes--Heston Model
Xiaoyu Wang, Yingli Wang · 2026 · advanced · options
derivatives · mathematical finance · options hedging · rough volatility · stochastic calculus
Variation, jumps, market frictions and high frequency data in financial econometrics
Neil Shephard, Ole E. Barndorff-Nielsen · 2005 · advanced · statistics
jump processes · statistical inference
Variational analysis for options with stochastic volatility and multiple factors
Axel Kröner, Joseph Frédéric Bonnans · 2018 · advanced · options
option pricing · partial differential equations
Variational Bayes Portfolio Construction
Claire Vernade, James Ridgway, Nicolas Nguyen · 2024 · advanced · portfolio management
bayesian statistics · optimization · portfolio optimization
Variational inequality for perpetual American option price and convergence to the solution of the difference equation
Hyong-chol O, Song-San Jo · 2019 · advanced · options
derivatives · option pricing
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
Stefan Lessmann, Vincent Gurgul, Ying Chen · 2026 · advanced · machine learning
financial machine learning · portfolio management · portfolio optimization · reinforcement learning
Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems
Danel Arias, Escolástico Sánchez, Ginés Carrascal · 2025 · advanced · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
Vault as a credit instrument
Anastasiia Zbandut, Carolina Goldstein · 2026 · advanced · risk management
credit risk · decentralized finance
Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
Jae Wook Song, Namhyoung Kim · 2026 · advanced · machine learning
deep learning · factor investing · financial machine learning · machine learning · neural networks
Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution
Alex Chen, Maria Hybinette · 2026 · advanced · machine learning
financial machine learning · machine learning · time series
Venture Capital, Private Equity and Earnings Quality
Christof Beuselinck, Marc Deloof, Sophie Manigart · 2004 · intermediate · other
other
Vertical Integration and Regulation in the Securities Settlement Industry
Cherbonnier, Frédéric, Rochet, Jean-Charles · 2010 · advanced · other
banking
VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion
Aashish Bohra, Vivek Vijay · 2026 · intermediate · machine learning
deep learning · machine learning · neural networks · time series
View fusion vis-à-vis a Bayesian interpretation of Black-Litterman for portfolio allocation
Stefan Zohren, Stephen Roberts, Trent Spears · 2023 · advanced · portfolio management
portfolio management · portfolio optimization
Vine Copula based portfolio level conditional risk measure forecasting
Claudia Czado, Emanuel Sommer, Karoline Bax · 2022 · advanced · risk management
copulas · garch · risk management · stress testing
ViperQ: Order Flow Pattern Recognition via Auction Market Theory for Reinforcement Learning Trading
Asser Moustafa, Jugal Kalita, Rares-Mihail Neagu · 2026 · advanced · quantitative trading
algorithmic trading · market microstructure · reinforcement learning
Viral but Vanishing: Investment Advisors, Social Media, and Regulation
Babolmorad, N., Bossaerts, P., Massoud, N. · 2025 · intermediate · other
financial networks
Viscosity Supersolution Barriers to a Non-local Free Boundary Problem
Avetik Arakelyan, Lusine Poghosyan · 2026 · advanced · stochastic calculus
jump processes · mathematical finance
Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
Yan-Hong Yang, Ying-Hui Shao, Ying-Lin Liu · 2023 · advanced · time series
time series
Visibility graphs can make money in financial markets
Rafał Rak · 2026 · intermediate · quantitative trading
backtesting · time series
Visual Attention Model for Cross-sectional Stock Return Prediction and End-to-End Multimodal Market Representation Learning
Amanda Stent, Arun Verma, David Rosenberg · 2018 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
VIX and European options with jumps in the short-maturity regime
Dan Pirjol, Desen Guo, Lingjiong Zhu · 2026 · advanced · options
jump processes · option pricing · stochastic processes
VIX options in Bergomi models
Dan Pirjol, Desen Guo, Lingjiong Zhu · 2026 · advanced · options
option pricing
VIX options in the SABR model
Dan Pirjol, Lingjiong Zhu · 2025 · advanced · options
option pricing · stochastic differential equations · stochastic processes
VIX pricing in the rBergomi model under a regime switching change of measure
Henrique Guerreiro, João Guerra · 2022 · advanced · options
monte carlo simulation · option pricing · rough volatility · stochastic processes
Volatile Capital Flows and Economic Growth: The Role of Macro-prudential Regulation
Kyriakos C. Neanidis · 2015 · intermediate · risk management
financial stability
Volatile temperatures and their effects on equity returns and firm performance
Bortolan, Leonardo, Dey, Atreya, Taschini, Luca · 2024 · advanced · statistics
equity markets
Volatility and arbitrage
Fernholz, E. Robert, Karatzas, Ioannis, Ruf, Johannes · 2018 · advanced · stochastic calculus
stochastic calculus · stochastic processes
VOLatility Archive for Realized Estimates (VOLARE)
Alessandra Insana, Edoardo Otranto, Fabio Spagnolo · 2026 · advanced · time series
statistics · time series
Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?
Elvira Caloiero, Massimo Guidolin · 2017 · intermediate · portfolio management
backtesting · portfolio management · portfolio optimization · volatility trading
Volatility Calibration via Automatic Local Regression
Charlie Che, Hao Qin, Liming Feng · 2025 · advanced · options
model calibration · option greeks · option pricing · regression · volatility surface
Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models
Rama Cont · 2005
agent-based modeling · behavioral switching · financial time series · garch models · investor inertia · long-range dependence
Volatility Components, Affine Restrictions and Non-Normal Innovations
Kris Dorion, Peter Christoffersen, Yintian Wang · 2008 · advanced · time series
garch · option pricing
Volatility Depends on Market Trades and Macro Theory
Victor Olkhov · 2020 · intermediate · time series
financial economics · volatility forecasting
Volatility equicorrelation: A cross-market perspective
Julien Chevallier, Sofiane Aboura · 2014 · advanced · time series
econometrics
Volatility Estimators and the Inverse Range Process in a Random Volatility Random Walk and Wiener Processes
Charles S. Tapiero, Pierre P. Vallois · 2008 · advanced · time series
probability · stochastic processes
Volatility Estmators for Discretely Sampled Lévy Processses
Jean Jacod, Yacine Aït-Sahalia · 2006 · advanced · statistics
jump processes · statistical inference · statistics · stochastic processes
Volatility Forecasting
Francis X. Diebold, Peter F. Christoffersen, Tim Bollerslev · 2005 · advanced · time series
garch · time series · volatility forecasting
Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data
Robert Ślepaczuk, Xinyue Fang · 2026 · advanced · time series
financial machine learning · garch · machine learning · time series · volatility forecasting
Volatility forecasting for crude oil futures
Marzo, Massimiliano, Zagaglia, Paolo · 2007 · intermediate · time series
garch · statistics · time series · volatility forecasting
Volatility Forecasting in Global Financial Markets Using TimeMixer
Alex Li · 2024 · advanced · time series
machine learning · time series · volatility forecasting
Volatility Forecasting with Machine Learning and Intraday Commonality
Chao Zhang, Mihai Cucuringu, Yihuang Zhang · 2023 · intermediate · time series
financial machine learning · machine learning · neural networks · volatility forecasting
Volatility forecasts: a continuous time model versus discrete time models
Veiga, Helena · 2006 · advanced · time series
econometrics · garch · statistics · stochastic processes · time series · volatility forecasting
Volatility In Natural Gas And Oil Markets
Robert S. Pindyck · 2003 · intermediate · time series
commodities · econometrics · hypothesis testing · time series
Volatility in Prediction Markets: A Structural Approach
Ciamac C. Moallemi, Mallesh Pai, Shouqiao Wang · 2026 · advanced · time series
garch · time series · volatility forecasting
Volatility Is Log-Normal—But Not for the Reason You Think
Martin Tegnér, Rolf Poulsen · 2018 · advanced · time series
stochastic processes · time series
Volatility is rough
Jim Gatheral, Mathieu Rosenbaum, Thibault Jaisson · 2014 · advanced · time series
brownian motion · rough volatility · stochastic processes · volatility forecasting
Volatility made observable at last
Cédric Join, Frédéric Hatt, Michel Fliess · 2011 · advanced · time series
time series
Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches
Anita Behme · 2024 · advanced · time series
garch · stochastic processes
Volatility Modeling via EWMA-Driven Time-Dependent Hurst Parameters
Jayanth Athipatla · 2025 · advanced · derivatives
numerical methods · option pricing · rough volatility
Volatility Modeling with a Generalized t-distribution
Andrew Harvey, Rutger-Jan Lange · 2015 · advanced · time series
garch · statistical inference · statistics
Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions
Elisa Alòs, Josep Vives, Rafael de Santiago · 2025 · advanced · options
model calibration · rough volatility · volatility surface
Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches
Grané Chávez, Aurea, Veiga, Helena · 2007 · advanced · risk management
garch · market risk · risk management · time series · volatility forecasting
Volatility models in practice: Rough, Path-dependent or Markovian?
Eduardo Abi Jaber, Li, Shaun · 2024 · advanced · options
model calibration · option pricing · rough volatility · stochastic processes · volatility surface
Volatility of Aggregate Volatility and Hedge Fund Returns
Eser Arisoy, Narayan y Naik, Vikas Agarwal · 2015 · advanced · derivatives
hedge funds · volatility trading
Volatility options in rough volatility models
Antoine Jacquier, Blanka Horvath, Peter Tankov · 2018 · advanced · options
monte carlo simulation · numerical methods · option pricing · options hedging · rough volatility
Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces
Lech A. Grzelak, Leonardo Perotti, Nicola F. Zaugg · 2024 · advanced · options
model calibration · volatility surface
Volatility Regressions with Fat Tails
Jihyun Kim, Nour Meddahi · 2020 · advanced · time series
econometrics · regression · statistical inference · time series · volatility forecasting
Volatility risk premia and exchange rate predictability
Lucio Sarno, Pasquale Della Corte, Tarun Ramadorai · 2016 · advanced · quantitative trading
foreign exchange
Volatility Shocks and Currency Returns
Jozef Barunik, Mykola Babiak · 2021 · advanced · time series
asset pricing · foreign exchange
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
Allen, D.E., McAleer, M.J., Powell, R.J. · 2016 · advanced · time series
garch · statistics · time series
Volatility Spillover Effects in European Equity Markets
Baele, L. · 2003 · advanced · time series
econometrics · equity markets · time series
Volatility Spillovers Across User-Generated Content and Stock Market Performance
Borah, A., Franses, Ph.H.B.F., Tellis, G.J. · 2016 · intermediate · time series
garch · regression · time series
Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets
Do, Hung Xuan, Jamasb, Tooraj, Lyu, Chenyan · 2023 · advanced · time series
econometrics · statistics · time series
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
Chang, C-L., McAleer, M.J., Zuo, G. · 2017 · advanced · time series
econometrics
Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach
Christophe Croux, Ines Wilms, Luca Barbaglia · 2017 · advanced · time series
commodities · statistics · time series
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
Chang, C-L., Li, Y., McAleer, M.J. · 2015 · advanced · time series
econometrics · statistical inference · time series
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
Chang, C-L., Liu, C-P., McAleer, M.J. · 2016 · advanced · time series
commodities · econometrics · time series
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
Allen, D.E., Amram, R., McAleer, M.J. · 2011 · advanced · time series
econometrics · garch · time series
Volatility Strategies for Global and Country Specific European Investors
Hassan Malongo, Jean-David Fermanian, Marie Brière · 2012 · intermediate · portfolio management
equity markets · portfolio management · volatility trading
Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints
Pablo Rodriguez Manzi · 2026 · advanced · options
deep learning · machine learning · neural networks · volatility surface
Volatility Surfaces -Theory, Rules of Thumb, and Empirical Evidence
John Hull, Toby Daglish, Wulin Suo · 2006
S&P 500 options · derivatives markets · empirical asset pricing · factor models · implied volatility · no-arbitrage conditions
Volatility Surfaces and Expected Option Returns
Philipp Höfler · 2025
cross-section of option returns · empirical asset pricing · equity options · expected returns · implied volatility surface · option pricing
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity
Ben-zhang Yang, Jia Yue, Ming-hui Wang · 2018 · advanced · derivatives
derivatives · jump processes · partial differential equations · stochastic processes
Volatility time series modeling by single-qubit quantum circuit learning
Tetsuya Takaishi · 2025 · intermediate · time series
time series · volatility forecasting
Volatility uncertainty quantification in a stochastic control problem applied to energy
Emmanuel Gobet, Francisco Bernal, Jacques Printems · 2019 · advanced · derivatives
numerical methods · partial differential equations
Volatility-Induced Financial Growth
Igor V. Evstigneev, Klaus R. Schenk-Hoppé, Michael A.H. Dempster · 2006 · advanced · portfolio management
mathematical finance · portfolio management · stochastic processes
Volatility-induced Growth in Financial Markets
Igor Evstigneev, Klaus Reiner Schenk-Hoppé · 2003 · advanced · portfolio management
portfolio management · stochastic processes
Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling
Anne Lundgaard Hansen · 2018 · advanced · fixed income
econometrics · interest rates · term structure models · time series
Volatility-Spillover E ffects in European Bond Markets
Christiansen, Charlotte · 2003 · advanced · time series
econometrics · fixed income · garch · time series
Volatility-Volume Order Slicing via Statistical Analysis
Abhishek Malichkar, Ritwika Chattopadhyay, Xinyue Zhang · 2024 · intermediate · quantitative trading
monte carlo simulation
Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility
Ibikunle, Gbenga, Rzayev, Khaladdin · 2020 · intermediate · quantitative trading
market microstructure
Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment
Gao, Can, Martin, Ian · 2021 · advanced · statistics
asset pricing · equity markets · interest rates · option pricing
VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning
Ivan Letteri · 2023 · intermediate · quantitative trading
algorithmic trading · backtesting · hypothesis testing · machine learning · time series
Voluntary financial disclosure, the introduction of IFRS and long-term communication policy: An empirical test on French firms
Heger Gabteni, Hubert de La Bruslerie · 2010 · intermediate · other
regression · statistical inference
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions
E. Babaei, I.V. Evstigneev, K.R. Schenk-Hoppé · 2018 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization · transaction costs
Vulnerability of Currency Pegs: Evidence from Brazil
Bernardo Guimaraes · 2008 · advanced · fixed income
foreign exchange
Vulnerability-CoVaR: Investigating the Crypto-market
Abhay Kumar Singh, Martin Waltz, Ostap Okhrin · 2022 · advanced · risk management
cryptocurrencies · systemic risk
Vulnerable European and American Options in a Market Model with Optional Hazard Process
Libo Li, Marek Rutkowski, Ruyi Liu · 2022 · advanced · options
derivatives · option pricing · stochastic processes
VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach
Remi Genet · 2025 · advanced · quantitative trading
deep learning · machine learning · neural networks
Walking a tightrope: financial regulation, climate change, and the transition to a low-carbon economy
Demekas, Dimitri, Grippa, Pierpaolo · 2022 · intermediate · risk management
risk management
Wanted: A Test for FSD Optimality of a Given Portfolio
Post, G.T. · 2005 · intermediate · portfolio management
portfolio management
Warp speed price moves: Jumps after earnings announcements
Allan Timmermann, Bezirgen Veliyev, Kim Christensen · 2026 · advanced · statistics
equity markets · jump processes · market efficiency · market microstructure
Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943
Akihiko Noda, Keiichi Morimoto, Takenobu Yuki · 2026 · advanced · statistics
asset pricing · econometrics · equity markets
Was the U.S. Crisis a Financial Black-Hole?
Aaron Tornell, Romain Rancière · 2011 · advanced · risk management
credit markets
Wasserstein Robust Market Making via Entropy Regularization
Arie Israel, Zhou Fang · 2025 · advanced · quantitative trading
convex optimization · market making · optimization
Wasserstein-Barycentric Interaction Fields for Spatial Factor Models: Evidence from Language-Model Representations
Chun-Sung Huang, Marcus Gawronsky · 2026 · advanced · statistics
asset pricing · large language models · natural language processing
Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth
Jonathan Yu-Meng Li · 2023 · advanced · portfolio management
optimization · portfolio management · portfolio optimization
WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion
Aashish Bohra, Vivek Vijay · 2026 · advanced · time series
deep learning · equity markets · financial machine learning · machine learning · neural networks · time series
We’ve walked a million miles for one of these smiles
CFM · 2012 · advanced · options
derivatives · option pricing
Weak convergence implies convergence in mean within GGC
Hasanjan Sayit · 2024 · advanced · portfolio management
mathematical finance · probability
Weak error approximation for rough and Gaussian mean-reverting stochastic volatility models
Ahmed Kebaier, Aurélien Alfonsi · 2026 · advanced · stochastic calculus
numerical methods · rough volatility · stochastic calculus · stochastic differential equations · stochastic processes
Weak error rates of numerical schemes for rough volatility
Paul Gassiat · 2023 · advanced · stochastic calculus
numerical methods · rough volatility · stochastic calculus · stochastic processes
Wealth dynamics in a sentiment-driven market
Mikhail Goykhman · 2017 · intermediate · quantitative trading
quantitative trading
Wealth Effects on World Private Financial Saving
Ray C. Fair · 2014 · intermediate · time series
econometrics · equity markets · financial economics · housing markets · regression · time series
Wealth or Stealth? The Camouflage Effect in Insider Trading
Jianfeng Zhang, Jin Ma, Weixuan Xia · 2025 · advanced · quantitative trading
financial economics · liquidity
Wealth redistribution in bubbles and crashes
An, Li, Lou, Dong, Shi, Donghui · 2022 · intermediate · statistics
equity markets · financial economics
Wealth Selection in a Financial Market with Heterogeneous Agents
Anufriev, M., Dindo, P.D.E. · 2007 · advanced · other
asset pricing · financial economics
Wealth Taxation as a Drift Modification: A Fokker-Planck Approach to Tax Neutrality
Anders G Frøseth · 2026 · advanced · stochastic calculus
brownian motion · partial differential equations · stochastic differential equations · stochastic processes
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents
Anufriev, M. · 2005 · advanced · other
asset pricing · financial economics · optimization
Wealth, Credit Conditions and Consumption: Evidence from South Africa
Janine Aron, John Muellbauer · 2011 · intermediate · other
credit markets · econometrics · time series
Wealth, financial intermediation and growth
Alejandro Gaytan, Romain Rancière · 2004 · advanced · statistics
banking · econometrics · financial economics · liquidity · panel data
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
Xintao Ye, Yang Liu, Yunran Wei · 2026 · advanced · risk management
optimization · portfolio optimization · risk management
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Geluk, J.L., de Vries, C.G. · 2004 · advanced · risk management
insurance · probability · systemic risk · tail risk
Weighted universal Value-at-Risk Superadditivity for discrete distributions
Alfred Müller · 2026 · advanced · risk management
probability
Weininvestment- Profitieren Anleger von der Berücksichtigung öffentlich zugänglicher Informationen?
Egon Franck, Martin Kukuk, Stefan Winter · 2004 · intermediate · statistics
time series
Well-posedness of behavioral singular stochastic control problems
Artur Sidorenko · 2025 · advanced · stochastic calculus
stochastic calculus · stochastic processes · transaction costs
Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface
Carolyn E. Phelan, Kentaro Hoshisashi, Paolo Barucca · 2024 · advanced · options
machine learning · model calibration · neural networks · partial differential equations · volatility surface
What About Super? Financial Literacy as a Barrier to Market Entry
Boykett, Paul · 2021 · beginner · other
other
What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗
Arthur V. Smith, Jose L. Fillat, Stefania Garetto · 2018 · advanced · risk management
banking
What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?
Alvaro Ortiz, David Sarasa, Sirenia Vazquez · 2025 · advanced · statistics
causal inference · credit markets · econometrics · panel data
What corporate social responsibility reporting adds to financial return?
Jean-Marie Cardebat, Nicolas Sirven · 2010 · intermediate · statistics
asset pricing · capm · panel data · regression
What Determines the Financing Decision in Corporate Takeovers : Cost of Capital, Agency Problems or the Means of Payment?
Martynova, M., Renneboog, L.D.R. · 2008 · intermediate · other
corporate finance · mergers and acquisitions
What Do University Endowment Managers Worry About? An Analysis of Alternative Asset Investments and Background Income
Alexander J.W. Sappington, Harvey S. Rosen · 2015 · intermediate · portfolio management
financial economics · hedge funds · portfolio management
What do we know about the financial behaviour of the Spanish SME?: an empirical analysis
Cardone Riportella, Clara, Casasola, María José · 2003 · intermediate · other
capital structure · financial economics
What do we Learn from a Machine Understanding: News Content? Stock Market Reaction to News
Brière, Marie, Huynh, Karen, Laudy, Olav · 2023 · intermediate · machine learning
asset pricing · equity markets · natural language processing
What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
Dexin Zhou, Huseyin Gulen, Shuaiyu Chen · 2024 · intermediate · machine learning
behavioral finance · large language models
What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation
Kirill Zernikov · 2026 · advanced · options
deep learning · derivatives · machine learning · options hedging
What Does the Stock Market Tell Us About Real Estate Returns? (Revised: 11-92)
Donald B. Keim, Joseph Gyourko · intermediate · time series
equity markets · real estate · time series
What Drives Bond Yields?
Jordan Brooks · 2021 · intermediate · fixed income
fixed income · interest rates
What Drives Corporate Bond Market Betas?
Abhay Abhyankar, Angelica Gonzalez · 2007 · advanced · fixed income
asset pricing · capm · credit markets · fixed income · interest rates
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
Brad Bachu, Brian Z. Zhu, Ciamac C. Moallemi · 2024 · intermediate · quantitative trading
decentralized finance · liquidity
What events matter for exchange rate volatility ?
Hedibert Freitas Lopes, Igor Martins · 2024 · advanced · time series
foreign exchange · stochastic processes
What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry?
Allen N. Berger, Loretta J. Mester · 1999 · intermediate · risk management
banking
What Happened to Risk Management During the 2008-09 Financial Crisis?
Jiménez-Martín, J.A., McAleer, M.J., Pérez-Amaral, T. · 2009 · advanced · risk management
market risk · risk management
What Happened To The Quants In August 2007
Amir E. Khandani, Andrew W. Lo · 2007
Liquidation · Long/Short Equity · Market Neutral · Quant Crisis · Systemic Risk
What is Driving Financial Dollarization in Transition Economies? A Dynamic Factor Analysis
Kyriakos C. Neanidis, Narayan K. Kishor · 2012 · advanced · time series
econometrics · financial economics · time series
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha, Julliard, Christian, Taylor, Alex · 2011 · advanced · statistics
asset pricing · financial economics
What is the Role of Legal Systems in Financial Intermediation? Theory and Evidence
Bottazzi, L., Da Rin, M., Hellmann, T. · 2008 · intermediate · other
financial economics
What Makes a Peer? Valuation-Anchored Similarity in Private Markets
Dhagash Mehta, Jingrao Lyu, Max Jarmey · 2026 · intermediate · machine learning
data science · equity valuation · machine learning
What Makes Investors Trade?
Mark Grinblatt, Matti Keloharju · 2001 · intermediate · portfolio management
behavioral finance · equity markets · regression
What Matters to Individual Investors: Price Setting in Online Auctions of P2P Consumer Loans
Andreas Dietrich, Reto Rey · 2020 · intermediate · risk management
credit risk
What moves international stock and bond markets?
Cenedese, Gino, Mallucci, Enrico · 2015 · intermediate · statistics
equity markets · fixed income · interest rates · mutual funds
What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns
Ammer, J., Campbell, J.Y. · 1991 · advanced · time series
asset pricing · econometrics · equity markets · interest rates · time series
What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions
Muhammad Farid Ahmed, Stephen Satchell · 2016 · advanced · time series
market efficiency · statistics · stochastic processes · time series
What Role of Legal Systems in Financial Intermediation? Theory and Evidence
Laura Bottazzi, Marco Da Rin, Thomas Hellmann · 2005 · advanced · other
corporate governance · financial economics
What survives honest evaluation? Leakage-safe, search-aware assessment of LLM-driven trading strategy discovery
Eray Gençay · 2026 · advanced · quantitative trading
algorithmic trading · financial machine learning · large language models
What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
Raeid Saqur · 2024 · advanced · machine learning
algorithmic trading · financial machine learning · large language models · machine learning · reinforcement learning
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model
McAleer, M.J. · 2019 · advanced · time series
time series
What triggers stock market jumps?
Marco Sammon, Nicholas Bloom, Scott R. Baker · 2021 · intermediate · time series
equity markets · financial economics
What Useful Alphas?
Andrew Y. Chen, Ivo Welch · 2026 · advanced · portfolio management
asset pricing
What Works in Securities Laws?
Andrei Shleifer, Florencio Lopez-de-Silanes, Rafael LaPorta · intermediate · other
equity markets
What's in a name and when does it matter? The hot and cold market impacts on underpricing of certification, reputation and conflicts of interest in venture capital backed Korean IPOs
Alan Hughes, Jaeho Lee · 2006 · intermediate · statistics
financial economics · regression · statistical inference
What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD
Petr Koklev · 2025 · intermediate · risk management
credit risk · machine learning
What’s what? Long only Smart Beta & equity market neutral Alternative Beta
CFM · 2015 · intermediate · portfolio management
factor investing
When a Correct Reward Is Not Enough: Diagnosing and Guiding PPO in an Analytically Solved Broker-Trader Game
Carlo Campajola, Siu Tung Wong · 2026 · advanced · quantitative trading
optimal execution · reinforcement learning
When AAA Satisfies Nothing: Impossibility Theorems for Structured Credit Ratings
Marco Pollanen · 2026 · advanced · risk management
credit risk · statistical inference
When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments
Chong Zhang, Dong Shu, Lingyao Li · 2024 · intermediate · machine learning
large language models
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
Ali Raza Jafree, Konark Jain, Nick Firoozye · 2025 · advanced · quantitative trading
high frequency trading · market making · market microstructure · reinforcement learning
When Alpha Breaks: Two-Level Uncertainty for Safe Deployment of Cross-Sectional Stock Rankers
Ursina Sanderink · 2026 · advanced · machine learning
financial machine learning · machine learning · portfolio management · risk management
When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests
Fan Zhang, Sijia Peng, Yu Chen · 2026 · intermediate · machine learning
backtesting · financial machine learning
When Arm’s Length is Too Far : Relationship Banking over the Business Cycle
Beck, T.H.L., Degryse, H.A., de Haas, R. · 2014 · intermediate · risk management
banking · financial economics
When arm's length Is too far. Relationship banking over the credit cycle
Beck, Thorsten, Degryse, Hans, Haas, Ralph · 2015 · advanced · risk management
banking · financial economics
When can social media lead financial markets?
Aste, Tomaso, Smith, Robert, Zheludev, Ilya · 2014 · intermediate · quantitative trading
quantitative trading
When can weak latent factors be statistically inferred?
Jianqing Fan, Yuheng Zheng, Yuling Yan · 2024 · advanced · statistics
hypothesis testing · statistical inference · statistics
When Carry Goes Bad: The Magnitude, Causes, and Duration of Currency Carry Unwinds
Duncan D. Shand, Michael T. Melvin · 2016 · intermediate · quantitative trading
foreign exchange
When cooperation is beneficial to all agents
Alessandro Doldi, Marco Frittelli, Marco Maggis · 2026 · advanced · stochastic calculus
financial economics · mathematical finance
When Cross-Venue Agreement Is Not Price Discovery: Disclosure Frontiers for 24/7 Equity-Perpetual Oracles
Donghwa Seo, Doohwi Cha, Juyeong Lee · 2026 · advanced · derivatives
derivatives
When David becomes Goliath: Repo dealer-driven bond mispricing
Carlos Canon, Eddie Gerba, Jozef Barunik · 2026 · advanced · fixed income
fixed income · liquidity
When defaults cannot be hedged: xVA calculations via local risk-minimization
Alessandro Gnoatto, Francesca Biagini, Katharina Oberpriller · 2025 · advanced · risk management
credit risk · interest rates · stochastic calculus
When Dimensionality Hurts: The Role of LLM Embedding Compression for Noisy Regression Tasks
Felix Drinkall, Janet B. Pierrehumbert, Stefan Zohren · 2025 · intermediate · machine learning
machine learning · natural language processing · regression
When Directional Accuracy Lies: A Base-Rate-Honest Benchmark for LoRA-Adapted TimesFM on Equity Forecasting
Taizhen Cheung · 2026 · advanced · time series
financial machine learning · hypothesis testing · machine learning · statistical inference · time series
When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?
Fidrmuc, J.P., Roosenboom, P.G.J., van Dijk, D.J.C. · 2007 · intermediate · other
corporate finance · mergers and acquisitions
When does financial sector (in)stability induce financial reforms?
Ingmar Schumacher, Susie Lee · 2011 · intermediate · risk management
financial stability · panel data
When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures
Joohyoung Jeon · 2026 · advanced · quantitative trading
cryptocurrencies · financial machine learning · liquidity · machine learning · market microstructure
When does portfolio compression reduce systemic risk?
Veraart, Luitgard A. M. · 2022 · advanced · risk management
contagion · financial networks · systemic risk
When Does the Market Matter? Stock Prices and the Investsment of Equity-Dependent Firms
Jeffrey Wurgler, Jeremy C. Stein, Malcolm Baker · 2002 · intermediate · other
corporate finance · equity markets
When Equity Factors Drop Their Shorts
David C. Blitz, Guido Baltussen, Pim van. Auteur du texte Vliet · 2020 · intermediate · portfolio management
asset pricing · factor investing
When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization
Alessandro Falezza · 2026 · advanced · quantitative trading
optimization
When Fortune Doesn’t Favor the Bold: Perils of Volatility for Wealth Growth and Preservation
Nathan Sosner · 2022 · intermediate · portfolio management
portfolio management · risk management
When Fusion Helps and When It Breaks: View-Aligned Robustness in Same-Source Financial Imaging
Rui Ma · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · time series
When Hedging Changes the Payoff: Option Replication with Price Impact and Execution Costs
David Itkin, Leandro Sánchez-Betancourt · 2026 · advanced · options
derivatives · option pricing · options hedging · partial differential equations · transaction costs
When Herding and Contrarianism Foster Market Efficiency: A Financial Trading Experiment
Park, Andreas, Sgroi, Daniel · intermediate · quantitative trading
financial economics · market efficiency
When in peril, retrench: Testing the portfolio channel of contagion
Carmen M. Reinhart, Fernando Broner, R. Gaston Gelos · 2005 · intermediate · risk management
contagion · equity markets
When Indemnity Insurance Fails: Parametric Coverage under Binding Budget and Risk Constraints
Benjamin Avanzi, Debbie Kusch Falden, Mogens Steffensen · 2025 · advanced · risk management
financial economics · insurance · optimization · risk management
When is cross impact relevant?
Damien Challet, Iacopo Mastromatteo, Michael Benzaquen · 2023 · advanced · quantitative trading
interest rates · liquidity
When Is Liquidity Bad?
Husnu C. Dalgic · 2025 · advanced · time series
financial economics · foreign exchange
When Is the Gini Loading More Prudent? Tail Structure and the Ordering of the Standard Deviation and the Gini Mean Difference
Nawaf Mohammed · 2026 · advanced · risk management
insurance · risk management · statistics · tail risk
When Is the Optimal Lending Contract in Microfinance State Non-Contingent?
Jeon, Doh-Shin, Menicucci, Domenico · 2010 · advanced · risk management
insurance
When large trades are not (automatically) news: liquidity tail risk and price discovery
Giulia Livieri, Mingwei Lin, Umut Çetin · 2026 · advanced · quantitative trading
liquidity · market microstructure · tail risk
When Marginal Coverage Transfers and the Economics Do Not: A Pre-Registered Study of Conformal Interval Widths as Position-Sizing Scales
Robert Jacob Ryan · 2026 · advanced · portfolio management
backtesting · portfolio management · risk management · statistical inference · time series
When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers
Luis Enrique Correa Rocha, Ruixue Jing · 2026 · advanced · risk management
cryptocurrencies · financial networks · systemic risk
When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books
Ajay Alva, David Rosenberg, Gary Kazantsev · 2026 · advanced · quantitative trading
liquidity · market making · market microstructure
When ratios fall: A dynamic approach to contingent convertibles
Li Chen, Liang Wang, Weixuan Xia · 2026 · advanced · fixed income
banking · fixed income · jump processes · stochastic processes
When Reasoning Fails: Evaluating 'Thinking' LLMs for Stock Prediction
Rakeshkumar H Sodha · 2025 · advanced · machine learning
backtesting · financial machine learning · hypothesis testing · large language models · machine learning · statistical inference
When should retirees tap their home equity?
Hambel, Christoph, Kraft, Holger, Meyer-Wehmann, Andr√© · 2023 · intermediate · portfolio management
portfolio management
When Stock-Bond Diversification Fails
Ashwin Thapar · 2021 · intermediate · portfolio management
fixed income · portfolio management · risk management
When the Fed Speaks: Dynamics and Forecasts of the Volatility Surface
Lukasz Adamski, Robert Slepaczuk · 2026 · advanced · options
deep learning · machine learning · neural networks · time series · volatility forecasting · volatility surface
When the Going Gets Tough: Durable Consumption and the Equity Premium
Myroslav Pidkuyko · 2016 · advanced · other
asset pricing · equity markets
When the Rules Change: Adaptive Signal Extraction via Kalman Filtering and Markov-Switching Regimes
Sungwoo Kang · 2026 · advanced · time series
econometrics · market microstructure · time series
When to Sell an Asset? - A Distribution Builder Approach
Peter Carr, Stephan Sturm · 2026 · advanced · stochastic calculus
mathematical finance · stochastic processes
When to sell Apple and the NASDAQ? Trading bubbles with a stochastic disorder model
Shiryaev, Albert N., Zhitlukhin, M. V., Ziemba, William T. · 2013 · advanced · stochastic calculus
stochastic processes
When Token Transfers Do Not Mean Liquidity in Tokenized Real-World Assets
Emre Atay Tümer, Rischan Mafrur · 2026 · intermediate · quantitative trading
liquidity
When transparency fails: Financial incentives for local banking agents in Indonesia
Erika Deserranno, Firman Witoelar, Gianmarco León-Ciliotta · 2021 · beginner · other
banking
Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk
Campbell, John Y., Mei, Jianping · 1993 · advanced · statistics
asset pricing · econometrics · time series
Where does the criticality live? Early-warning signals are event-heterogeneous across seven crypto-perpetual liquidation cascades
Ramon Marc Garcia Seuma · 2026 · advanced · time series
cryptocurrencies · derivatives · statistical inference · time series
Where the Quantum Lives in D-Wave Hybrid Portfolio Optimization: An Operational Decomposition Audit
Luis Lozano · 2026 · advanced · portfolio management
algorithms · optimization · portfolio optimization
Which Factors Matter Most? Can Startup Valuation be Micro-Targeted?
Max Berre · 2022 · intermediate · statistics
machine learning · regression
Which Households Own Municipal Bonds? Evidence from Tax Returns
Feenberg, D.R., Poterba, J.M. · 1991 · intermediate · fixed income
fixed income
Which Institutional Investors Monitor? Evidence from Acquisition Activity
Lily Qiu · 2006 · intermediate · other
corporate governance · mergers and acquisitions · pensions
Which Investors Matter for Global Equity Valuations and Expected Returns?
Motohiro Yogo, Ralph S. J. Koijen, Robert J. Richmond · 2020 · advanced · statistics
asset pricing · equity markets · financial economics
Which Portfolios? The Construction Dependence of Factor Model Performance
Useong Shin · 2026 · intermediate · statistics
asset pricing
Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns
Junyi Fan, Karmanpartap Singh Sidhu, Maryam Pishgar · 2026 · advanced · machine learning
deep learning · equity markets · financial machine learning · machine learning · natural language processing
Who are the active investors? Evidence from venture capital
Bottazzi, L., Da Rin, M., Hellmann, T. · 2008 · intermediate · other
other
Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform
Alessandro Belmonte, Angelo Facchini, Nicola Dimitri · 2021 · advanced · quantitative trading
cryptocurrencies · econometrics · transaction costs
Who bears risk in China's non-financial enterprise debt?
Anderson, Ronald W. · 2020 · intermediate · fixed income
credit risk · financial economics
Who do you trust while Shares are on a Roler-Coaster Ride? Balance Sheet and Patent Data as Sources of Investor Information During Volatile Market Times
Fred Ramb, Markus Reitzig · 2005 · intermediate · statistics
statistics
Who is Willing to Let Ethics Guide His Economic Decision-Making? Evidence from Individual Investments in Ethical Funds
Säve-Söderbergh, Jenny · 2005 · intermediate · portfolio management
portfolio management
Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics
Bhaskar Krishnamachari, Hardhik Mohanty · 2026 · advanced · quantitative trading
market microstructure · model calibration · stress testing · systemic risk
Who sets the range? Funding mechanics and 4h context in crypto markets
Habib Badawi, Mohamed Hani, Taufikin Taufikin · 2025 · intermediate · quantitative trading
cryptocurrencies · derivatives
Who Should Buy Long-Term Bonds?
John Y. Campbell, Luis M. Viceira · 2000 · advanced · portfolio management
interest rates · portfolio management
Who should buy structured investment products and why?
Giacomo Leonetti, Manuela Pedio, Massimo Guidolin · 2024 · advanced · portfolio management
asset pricing · jump processes · portfolio management · portfolio optimization
Who supplies liquidity, how and when?
Biais, Bruno, Declerck, Fany, Moinas, Sophie · 2017 · advanced · quantitative trading
high frequency trading · liquidity · market making · market microstructure
Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition
Cely, Jorge, León, C., Moreno, José Fernando · 2017 · intermediate · machine learning
banking · machine learning · neural networks
Why and how systematic strategies decay
CFM · 2021 · advanced · quantitative trading
quantitative trading
Why and how to integrate liquidity risk into a VaR-framework
Kaserer, Christoph, Stange, Sebastian · 2008 · intermediate · risk management
liquidity risk · market microstructure · risk management
Why Are Bond Investors Contrarian While Equity Investors Extrapolate?
Antti Ilmanen · 2025 · intermediate · fixed income
equity markets · fixed income · interest rates
Why are capital flows so much more volatile in emerging than in developed countries?
Fernando Broner, Roberto Rigobon · 2004 · advanced · time series
contagion · econometrics
Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?
Chris Brightman, Feifei Li, Forrest G. Henslee · 2021 · advanced · portfolio management
asset pricing · factor investing
Why are there financial crises? Recent developments in theory
Kondor, Péter · 2025 · intermediate · risk management
credit markets · financial economics
Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction
Aifan Ling, Chaoqun Wang, Yaxin Xu · 2025 · advanced · machine learning
credit risk · deep learning · machine learning · neural networks · time series
Why Do Banks in Developing Countries Hold Government Securities?
Raphael Espinoza, S.M. Ali Abbas · 2016 · intermediate · fixed income
banking · financial economics
Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination
Fernando Zapatero, Marco Navone · 2014 · intermediate · statistics
causal identification · causal inference · financial economics
Why do financial prices exhibit Brownian motion despite predictable order flow?
Kiyoshi Kanazawa, Yuki Sato · 2025 · advanced · quantitative trading
brownian motion · market microstructure · stochastic processes
Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry
Adam, Tim R., Fernando, Chitru S., Salas, Jesus M. · 2015 · intermediate · risk management
corporate finance · derivatives · risk management
Why Do Firms Go Public Through Debt Instead of Equity?
Ajay Khorana, Denys Glushkov, Jingxuan Zhang · 2018 · intermediate · other
corporate finance
Why Do Hedge Funds Stop Reporting Their Performance?
Alex Grecu, Atanu Saha, Burton G. Malkiel · 2006 · intermediate · statistics
hedge funds · statistical inference
Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2
Patrice Fontaine, Radu Burlacu, Sonia Jimenez-Garcès · 2022 · advanced · portfolio management
mutual funds
Why Do Investors Hold Socially Responsible Mutual Funds?
Arno M. Riedl, Paul Smeets · 2017 · intermediate · portfolio management
mutual funds
Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights
Jean-Philippe Bouchaud, Jonathan Donier · 2015 · intermediate · risk management
liquidity risk
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks
Ananth Madhavan, Mark Roomans, Matthew Richardson · 1997 · advanced · quantitative trading
equity markets · market microstructure
Why Do Western European Firms Issue Convertibles Instead of Straight Debt or Equity?
Dutordoir, M.D.R.P., Van de Gucht, L. · 2006 · intermediate · other
convertible bonds · corporate finance · financial economics
Why Don't Latvian Pension Funds Diversify More Internationally?
Diana Vejina, Laurens A. P. Swinkels, Rainers Vilans · 2005 · intermediate · portfolio management
pensions
Why Have Asset Price Properties Changed so Little in 200 Years
Damien Challet, Jean-Philippe Bouchaud · 2017 · intermediate · quantitative trading
financial stability · market efficiency · trend following
Why Investors Value Multinationality
Morck, R., Yeung, B. · 1991 · intermediate · other
equity valuation
Why is equity order flow so persistent?
Bence Toth, Fabrizio Lillo, Imon Palit · 2014 · advanced · quantitative trading
market microstructure · time series
Why is order flow so persistent?
CFM · 2011 · advanced · quantitative trading
financial economics · time series
Why is Price Discovery in Credit Default Swap Markets News-Specific?
Marsch, I., Wagner, W.B. · 2012 · intermediate · derivatives
credit derivatives · credit markets · equity markets
Why is the estimation of metaorder impact with public market data so challenging?
Fabrizio Lillo, Francesco Campigli, German Rodikov · 2025 · advanced · quantitative trading
transaction costs
Why is the volatility of single stocks so much rougher than that of the S&P500?
Cecilia Aubrun, Emmanuel Bacry, Jean-François Muzy · 2025 · advanced · time series
rough volatility · stochastic processes
Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction
Bo Li, Chang Yang, Junzhe Jiang · 2025 · advanced · machine learning
financial machine learning · machine learning
Why Students Trade? The Analysis of Young Investors behavior
Jones Pontoh · 2023 · beginner · other
other
Will an optimal deposit insurance always increase financial stability?
Drehmann, Mathias · 2002 · intermediate · risk management
banking · contagion · financial stability · insurance · systemic risk
Will Assets be Stranded or Bailed Out? Expectations of Investors in the Face of Climate Policy
Marie-Theres von Schickfus, Suphi Sen · 2017 · intermediate · statistics
statistics
Will banks introduce negative interest rates to household deposits? A game-theoretical model
Sebastiaan Wijsman · 2021 · intermediate · risk management
banking · interest rates
Will the secular decline in exchange rate and inflation volatility survive COVID-19?
Ilzetzki, Ethan, Reinhart, Carmen M., Rogoff, Kenneth S. · 2020 · intermediate · time series
economic policy · foreign exchange · interest rates
Will the Smart Institutional Investor Always Drive Prices to Fundamental Value?
Steven Jordan, Wentworth Boynton · 2006 · intermediate · quantitative trading
asset pricing · momentum · transaction costs
Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model
Alexander Barzykin · 2026 · advanced · quantitative trading
market making · market microstructure · optimization · stochastic processes
Winners and losers from Sovereign debt inflows: evidence from the stock market
Alberto Martin, Fernando Broner, Lorenzo Pandolfi · 2019 · intermediate · statistics
equity markets
Winning Investment Strategies Based on Financial Crisis Indicators
Antoine Kornprobst · 2017 · advanced · quantitative trading
linear algebra
Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB
Dragos Gorduza, Stefan Zohren, Valentina Semenova · 2023 · advanced · quantitative trading
large language models · natural language processing · time series
Wisdom of the institutional crowd
Damien Challet, Kevin Primicerio, Stanislao Gualdi · 2017 · intermediate · portfolio management
portfolio management · transaction costs
Wishart conditional tail risk measures: An analytic approach
Jose Da Fonseca, Patrick Wong · 2026 · advanced · risk management
risk management · stochastic processes · tail risk
Wishart Stochastic Volatility: Asymptotic Smile and Numerical Framework
Anas Benabid, Harry Bensusan, Nicole El Karoui · 2008 · advanced · options
numerical methods · option pricing · stochastic processes · volatility surface
With a bang, not a whimper: Pricking Germany's "stock market bubble" in 1927 and the slide into depression
Hans Joachim Voth · 2000 · intermediate · other
asset pricing · economic policy · equity markets · financial economics
Withdrawal Success Optimization
Hayden Brown · 2023 · intermediate · portfolio management
optimization · portfolio management · portfolio optimization · probability
Workplace sustainability or financial resilience? Composite-financial resilience index
Elham Daadmehr · 2024 · advanced · risk management
risk management
Worst Case Portfolio Optimization and HJB-Systems
Mogens Steffensen, Ralf Korn · advanced · portfolio management
partial differential equations · portfolio management · portfolio optimization
Worst-case values of target semi-variances with applications to robust portfolio selection
Jun Cai, Tiantian Mao, Zhanyi Jiao · 2024 · advanced · risk management
optimization · portfolio management · portfolio optimization · risk management
Worst-cases of distortion riskmetrics and weighted entropy with partial information
Baishuai Zuo, Chuancun Yin · 2024 · advanced · risk management
optimization
Would Ambiguity Averse Investors Hedge Risk in Equity Markets?
Frehen, Rik, Gertsman, Gleb, Werker, Bas J.M. · 2019 · advanced · portfolio management
asset pricing · derivatives · options hedging
WSVI: A Dimensionless Shape Family for Implied Volatility and Its Static No-Arbitrage Structure
Charles Clevenger, Xiang Wan · 2026 · advanced · options
options
X-efficiency and economies of scale in pension fund administration and investment
Alserda, G.A.G., Bikker, J.A., van der Lecq, S.G. · 2017 · intermediate · statistics
pensions
X-Value adjustments: accounting versus economic management perspectives
Alberto Elices · 2020 · advanced · risk management
credit risk · derivatives
XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation
Harish Chandra Bhandari, Rajendra Adhikari, Rumi Suwal · 2026 · intermediate · time series
machine learning · regression · time series
XVA Valuation under Market Illiquidity
Stephan Sturm, Weijie Pang · 2020 · advanced · risk management
derivatives · liquidity risk · option pricing · stochastic differential equations
Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization
Artan Sheshmani, Shing-Tung Yau, Ya-Juan Wang · 2026 · advanced · portfolio management
optimization · portfolio optimization
Yet another asymptotic formula for implied volatility
Masaaki Fukasawa · 2026 · advanced · options
option pricing · stochastic processes
Yield curve estimation by kernel smoothing
Linton, Oliver, Mammen, Enno, Nielsen, J. · 2004 · advanced · fixed income
fixed income · interest rates · statistics
Yield Curve Estimation by Kernel Smoothing Methods
C Tanggaard, Enno Mammen, Jens Perch Nielsen · 2000 · advanced · fixed income
fixed income · interest rates · statistics
Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage
Fusheng Luo, H'elyette Geman · 2026 · advanced · fixed income
deep learning · fixed income · interest rates · machine learning · neural networks · partial differential equations
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach
Desheng Ge, Jaehyuk Choi, Kyu Ho Kang · 2021 · intermediate · time series
machine learning
You Are in a Drawdown. When Should You Start Worrying?
Adam Rej, Jean-Philippe Bouchaud, Philip Seager · 2018 · advanced · risk management
brownian motion · probability · stochastic processes
You Can't Always Trend When You Want
Abhilash Babu, Ari Levine, Sarah Schroeder · 2020 · intermediate · portfolio management
performance attribution · trend following
Your AI, Not Your View: The Bias of LLMs in Investment Analysis
Alejandro Lopez-Lira, Chanyeol Choi, Hoyoung Lee · 2025 · advanced · machine learning
large language models · natural language processing
Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron
Alejandro Lopez-Lira, Chanyeol Choi, Gakyung Kwon · 2026 · advanced · machine learning
large language models · machine learning
Zero-Copy Semantic Contagion: An In-Memory Streaming Architecture for Evolving Attention Graphs
Kabir Murjani · 2026 · advanced · machine learning
natural language processing
Zero-Coupon Treasury Rates and Returns using the Volatility Index
Andrey Sarantsev, Jihyun Park · 2024 · advanced · fixed income
fixed income · interest rates · statistics · stochastic processes · term structure models · time series
Zero-Leverage Puzzle
Mykola Pinchuk · 2023 · intermediate · other
capital structure · corporate finance · financial economics
zLend: A Dual-Scope Cash-Flow Reconstruction Framework for On-Chain Credit Underwriting
Akshay SP, Ashutosh Sahoo, Dhanashekar Kandaswamy · 2026 · advanced · risk management
credit risk · decentralized finance
Zooming In on Equity Factor Crowding
Bence Tóth, Iacopo Mastromatteo, Jean‐Philippe Bouchaud · 2020 · advanced · quantitative trading
equity markets · factor investing · market microstructure · momentum